CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
429-4 |
416-0 |
-13-4 |
-3.1% |
396-0 |
| High |
433-6 |
424-0 |
-9-6 |
-2.2% |
427-4 |
| Low |
423-0 |
416-0 |
-7-0 |
-1.7% |
393-4 |
| Close |
423-4 |
420-4 |
-3-0 |
-0.7% |
415-6 |
| Range |
10-6 |
8-0 |
-2-6 |
-25.6% |
34-0 |
| ATR |
11-3 |
11-1 |
-0-2 |
-2.1% |
0-0 |
| Volume |
8,892 |
10,754 |
1,862 |
20.9% |
77,301 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444-1 |
440-3 |
424-7 |
|
| R3 |
436-1 |
432-3 |
422-6 |
|
| R2 |
428-1 |
428-1 |
422-0 |
|
| R1 |
424-3 |
424-3 |
421-2 |
426-2 |
| PP |
420-1 |
420-1 |
420-1 |
421-1 |
| S1 |
416-3 |
416-3 |
419-6 |
418-2 |
| S2 |
412-1 |
412-1 |
419-0 |
|
| S3 |
404-1 |
408-3 |
418-2 |
|
| S4 |
396-1 |
400-3 |
416-1 |
|
|
| 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 |
433-6 |
411-4 |
22-2 |
5.3% |
7-5 |
1.8% |
40% |
False |
False |
9,145 |
| 10 |
433-6 |
391-4 |
42-2 |
10.0% |
9-7 |
2.3% |
69% |
False |
False |
12,363 |
| 20 |
433-6 |
386-4 |
47-2 |
11.2% |
10-4 |
2.5% |
72% |
False |
False |
10,057 |
| 40 |
433-6 |
352-4 |
81-2 |
19.3% |
9-0 |
2.1% |
84% |
False |
False |
7,884 |
| 60 |
433-6 |
328-4 |
105-2 |
25.0% |
8-1 |
1.9% |
87% |
False |
False |
6,488 |
| 80 |
433-6 |
328-4 |
105-2 |
25.0% |
7-3 |
1.8% |
87% |
False |
False |
5,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
458-0 |
|
2.618 |
445-0 |
|
1.618 |
437-0 |
|
1.000 |
432-0 |
|
0.618 |
429-0 |
|
HIGH |
424-0 |
|
0.618 |
421-0 |
|
0.500 |
420-0 |
|
0.382 |
419-0 |
|
LOW |
416-0 |
|
0.618 |
411-0 |
|
1.000 |
408-0 |
|
1.618 |
403-0 |
|
2.618 |
395-0 |
|
4.250 |
382-0 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
420-3 |
424-7 |
| PP |
420-1 |
423-3 |
| S1 |
420-0 |
422-0 |
|