CME Pit-Traded Corn Future December 2009
| 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 |
397-4 |
403-0 |
5-4 |
1.4% |
398-4 |
| High |
405-0 |
405-4 |
0-4 |
0.1% |
402-6 |
| Low |
392-2 |
397-4 |
5-2 |
1.3% |
375-0 |
| Close |
402-6 |
399-6 |
-3-0 |
-0.7% |
397-2 |
| Range |
12-6 |
8-0 |
-4-6 |
-37.3% |
27-6 |
| ATR |
13-0 |
12-5 |
-0-3 |
-2.7% |
0-0 |
| Volume |
137,816 |
67,469 |
-70,347 |
-51.0% |
562,225 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
424-7 |
420-3 |
404-1 |
|
| R3 |
416-7 |
412-3 |
402-0 |
|
| R2 |
408-7 |
408-7 |
401-2 |
|
| R1 |
404-3 |
404-3 |
400-4 |
402-5 |
| PP |
400-7 |
400-7 |
400-7 |
400-0 |
| S1 |
396-3 |
396-3 |
399-0 |
394-5 |
| S2 |
392-7 |
392-7 |
398-2 |
|
| S3 |
384-7 |
388-3 |
397-4 |
|
| S4 |
376-7 |
380-3 |
395-3 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
474-7 |
463-7 |
412-4 |
|
| R3 |
447-1 |
436-1 |
404-7 |
|
| R2 |
419-3 |
419-3 |
402-3 |
|
| R1 |
408-3 |
408-3 |
399-6 |
400-0 |
| PP |
391-5 |
391-5 |
391-5 |
387-4 |
| S1 |
380-5 |
380-5 |
394-6 |
372-2 |
| S2 |
363-7 |
363-7 |
392-1 |
|
| S3 |
336-1 |
352-7 |
389-5 |
|
| S4 |
308-3 |
325-1 |
382-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
405-4 |
375-0 |
30-4 |
7.6% |
11-2 |
2.8% |
81% |
True |
False |
130,589 |
| 10 |
409-0 |
375-0 |
34-0 |
8.5% |
10-6 |
2.7% |
73% |
False |
False |
123,517 |
| 20 |
409-0 |
366-0 |
43-0 |
10.8% |
11-5 |
2.9% |
78% |
False |
False |
144,723 |
| 40 |
413-0 |
354-2 |
58-6 |
14.7% |
11-6 |
2.9% |
77% |
False |
False |
141,294 |
| 60 |
413-0 |
305-2 |
107-6 |
27.0% |
11-3 |
2.9% |
88% |
False |
False |
129,602 |
| 80 |
413-0 |
305-2 |
107-6 |
27.0% |
10-5 |
2.7% |
88% |
False |
False |
125,616 |
| 100 |
413-0 |
305-2 |
107-6 |
27.0% |
10-5 |
2.6% |
88% |
False |
False |
122,770 |
| 120 |
458-6 |
305-2 |
153-4 |
38.4% |
10-2 |
2.6% |
62% |
False |
False |
119,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
439-4 |
|
2.618 |
426-4 |
|
1.618 |
418-4 |
|
1.000 |
413-4 |
|
0.618 |
410-4 |
|
HIGH |
405-4 |
|
0.618 |
402-4 |
|
0.500 |
401-4 |
|
0.382 |
400-4 |
|
LOW |
397-4 |
|
0.618 |
392-4 |
|
1.000 |
389-4 |
|
1.618 |
384-4 |
|
2.618 |
376-4 |
|
4.250 |
363-4 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
401-4 |
397-7 |
| PP |
400-7 |
396-1 |
| S1 |
400-3 |
394-2 |
|