CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
423-0 |
422-4 |
-0-4 |
-0.1% |
396-0 |
| High |
427-4 |
429-0 |
1-4 |
0.4% |
427-4 |
| Low |
421-4 |
422-4 |
1-0 |
0.2% |
393-4 |
| Close |
427-4 |
427-2 |
-0-2 |
-0.1% |
415-6 |
| Range |
6-0 |
6-4 |
0-4 |
8.3% |
34-0 |
| ATR |
11-7 |
11-4 |
-0-3 |
-3.2% |
0-0 |
| Volume |
7,765 |
5,685 |
-2,080 |
-26.8% |
77,301 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
445-6 |
443-0 |
430-7 |
|
| R3 |
439-2 |
436-4 |
429-0 |
|
| R2 |
432-6 |
432-6 |
428-4 |
|
| R1 |
430-0 |
430-0 |
427-7 |
431-3 |
| PP |
426-2 |
426-2 |
426-2 |
427-0 |
| S1 |
423-4 |
423-4 |
426-5 |
424-7 |
| S2 |
419-6 |
419-6 |
426-0 |
|
| S3 |
413-2 |
417-0 |
425-4 |
|
| S4 |
406-6 |
410-4 |
423-5 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
514-2 |
499-0 |
434-4 |
|
| R3 |
480-2 |
465-0 |
425-1 |
|
| R2 |
446-2 |
446-2 |
422-0 |
|
| R1 |
431-0 |
431-0 |
418-7 |
438-5 |
| PP |
412-2 |
412-2 |
412-2 |
416-0 |
| S1 |
397-0 |
397-0 |
412-5 |
404-5 |
| S2 |
378-2 |
378-2 |
409-4 |
|
| S3 |
344-2 |
363-0 |
406-3 |
|
| S4 |
310-2 |
329-0 |
397-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
429-0 |
410-0 |
19-0 |
4.4% |
8-2 |
1.9% |
91% |
True |
False |
13,139 |
| 10 |
429-0 |
391-4 |
37-4 |
8.8% |
10-2 |
2.4% |
95% |
True |
False |
12,181 |
| 20 |
432-0 |
386-4 |
45-4 |
10.6% |
10-5 |
2.5% |
90% |
False |
False |
9,567 |
| 40 |
432-0 |
342-4 |
89-4 |
20.9% |
9-2 |
2.2% |
95% |
False |
False |
7,554 |
| 60 |
432-0 |
328-4 |
103-4 |
24.2% |
8-0 |
1.9% |
95% |
False |
False |
6,220 |
| 80 |
432-0 |
328-4 |
103-4 |
24.2% |
7-2 |
1.7% |
95% |
False |
False |
5,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
456-5 |
|
2.618 |
446-0 |
|
1.618 |
439-4 |
|
1.000 |
435-4 |
|
0.618 |
433-0 |
|
HIGH |
429-0 |
|
0.618 |
426-4 |
|
0.500 |
425-6 |
|
0.382 |
425-0 |
|
LOW |
422-4 |
|
0.618 |
418-4 |
|
1.000 |
416-0 |
|
1.618 |
412-0 |
|
2.618 |
405-4 |
|
4.250 |
394-7 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
426-6 |
424-7 |
| PP |
426-2 |
422-5 |
| S1 |
425-6 |
420-2 |
|