CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
409-0 |
409-2 |
0-2 |
0.1% |
423-6 |
High |
419-4 |
424-4 |
5-0 |
1.2% |
424-4 |
Low |
408-0 |
409-2 |
1-2 |
0.3% |
401-4 |
Close |
418-4 |
424-0 |
5-4 |
1.3% |
424-0 |
Range |
11-4 |
15-2 |
3-6 |
32.6% |
23-0 |
ATR |
11-2 |
11-5 |
0-2 |
2.5% |
0-0 |
Volume |
24,111 |
18,943 |
-5,168 |
-21.4% |
58,262 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
465-0 |
459-6 |
432-3 |
|
R3 |
449-6 |
444-4 |
428-2 |
|
R2 |
434-4 |
434-4 |
426-6 |
|
R1 |
429-2 |
429-2 |
425-3 |
431-7 |
PP |
419-2 |
419-2 |
419-2 |
420-4 |
S1 |
414-0 |
414-0 |
422-5 |
416-5 |
S2 |
404-0 |
404-0 |
421-2 |
|
S3 |
388-6 |
398-6 |
419-6 |
|
S4 |
373-4 |
383-4 |
415-5 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
485-5 |
477-7 |
436-5 |
|
R3 |
462-5 |
454-7 |
430-3 |
|
R2 |
439-5 |
439-5 |
428-2 |
|
R1 |
431-7 |
431-7 |
426-1 |
435-6 |
PP |
416-5 |
416-5 |
416-5 |
418-5 |
S1 |
408-7 |
408-7 |
421-7 |
412-6 |
S2 |
393-5 |
393-5 |
419-6 |
|
S3 |
370-5 |
385-7 |
417-5 |
|
S4 |
347-5 |
362-7 |
411-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
424-4 |
401-4 |
23-0 |
5.4% |
9-3 |
2.2% |
98% |
True |
False |
12,995 |
10 |
433-6 |
401-4 |
32-2 |
7.6% |
8-4 |
2.0% |
70% |
False |
False |
11,070 |
20 |
433-6 |
386-4 |
47-2 |
11.1% |
10-5 |
2.5% |
79% |
False |
False |
11,437 |
40 |
433-6 |
352-4 |
81-2 |
19.2% |
9-4 |
2.3% |
88% |
False |
False |
8,831 |
60 |
433-6 |
328-4 |
105-2 |
24.8% |
8-5 |
2.0% |
91% |
False |
False |
7,254 |
80 |
433-6 |
328-4 |
105-2 |
24.8% |
7-4 |
1.8% |
91% |
False |
False |
6,103 |
100 |
433-6 |
328-4 |
105-2 |
24.8% |
6-7 |
1.6% |
91% |
False |
False |
5,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
489-2 |
2.618 |
464-3 |
1.618 |
449-1 |
1.000 |
439-6 |
0.618 |
433-7 |
HIGH |
424-4 |
0.618 |
418-5 |
0.500 |
416-7 |
0.382 |
415-1 |
LOW |
409-2 |
0.618 |
399-7 |
1.000 |
394-0 |
1.618 |
384-5 |
2.618 |
369-3 |
4.250 |
344-4 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
421-5 |
420-3 |
PP |
419-2 |
416-5 |
S1 |
416-7 |
413-0 |
|