CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 01-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
422-4 |
428-0 |
5-4 |
1.3% |
423-6 |
High |
427-6 |
430-4 |
2-6 |
0.6% |
424-4 |
Low |
419-0 |
423-4 |
4-4 |
1.1% |
401-4 |
Close |
427-2 |
424-4 |
-2-6 |
-0.6% |
424-0 |
Range |
8-6 |
7-0 |
-1-6 |
-20.0% |
23-0 |
ATR |
11-3 |
11-1 |
-0-3 |
-2.7% |
0-0 |
Volume |
16,582 |
16,127 |
-455 |
-2.7% |
58,262 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-1 |
442-7 |
428-3 |
|
R3 |
440-1 |
435-7 |
426-3 |
|
R2 |
433-1 |
433-1 |
425-6 |
|
R1 |
428-7 |
428-7 |
425-1 |
427-4 |
PP |
426-1 |
426-1 |
426-1 |
425-4 |
S1 |
421-7 |
421-7 |
423-7 |
420-4 |
S2 |
419-1 |
419-1 |
423-2 |
|
S3 |
412-1 |
414-7 |
422-5 |
|
S4 |
405-1 |
407-7 |
420-5 |
|
|
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 |
430-4 |
401-4 |
29-0 |
6.8% |
9-6 |
2.3% |
79% |
True |
False |
16,870 |
10 |
433-6 |
401-4 |
32-2 |
7.6% |
8-6 |
2.1% |
71% |
False |
False |
12,301 |
20 |
433-6 |
391-4 |
42-2 |
10.0% |
10-2 |
2.4% |
78% |
False |
False |
12,258 |
40 |
433-6 |
376-0 |
57-6 |
13.6% |
9-4 |
2.2% |
84% |
False |
False |
9,534 |
60 |
433-6 |
328-4 |
105-2 |
24.8% |
8-6 |
2.1% |
91% |
False |
False |
7,724 |
80 |
433-6 |
328-4 |
105-2 |
24.8% |
7-4 |
1.8% |
91% |
False |
False |
6,469 |
100 |
433-6 |
328-4 |
105-2 |
24.8% |
7-0 |
1.6% |
91% |
False |
False |
5,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
460-2 |
2.618 |
448-7 |
1.618 |
441-7 |
1.000 |
437-4 |
0.618 |
434-7 |
HIGH |
430-4 |
0.618 |
427-7 |
0.500 |
427-0 |
0.382 |
426-1 |
LOW |
423-4 |
0.618 |
419-1 |
1.000 |
416-4 |
1.618 |
412-1 |
2.618 |
405-1 |
4.250 |
393-6 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
427-0 |
423-0 |
PP |
426-1 |
421-3 |
S1 |
425-3 |
419-7 |
|