CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 02-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
403-0 |
398-0 |
-5-0 |
-1.2% |
398-4 |
High |
405-4 |
398-0 |
-7-4 |
-1.8% |
402-6 |
Low |
397-4 |
390-0 |
-7-4 |
-1.9% |
375-0 |
Close |
399-6 |
391-6 |
-8-0 |
-2.0% |
397-2 |
Range |
8-0 |
8-0 |
0-0 |
0.0% |
27-6 |
ATR |
12-5 |
12-3 |
-0-2 |
-1.6% |
0-0 |
Volume |
67,469 |
36,952 |
-30,517 |
-45.2% |
562,225 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
417-2 |
412-4 |
396-1 |
|
R3 |
409-2 |
404-4 |
394-0 |
|
R2 |
401-2 |
401-2 |
393-2 |
|
R1 |
396-4 |
396-4 |
392-4 |
394-7 |
PP |
393-2 |
393-2 |
393-2 |
392-4 |
S1 |
388-4 |
388-4 |
391-0 |
386-7 |
S2 |
385-2 |
385-2 |
390-2 |
|
S3 |
377-2 |
380-4 |
389-4 |
|
S4 |
369-2 |
372-4 |
387-3 |
|
|
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 |
381-4 |
24-0 |
6.1% |
11-2 |
2.9% |
43% |
False |
False |
106,587 |
10 |
409-0 |
375-0 |
34-0 |
8.7% |
10-6 |
2.8% |
49% |
False |
False |
114,692 |
20 |
409-0 |
366-0 |
43-0 |
11.0% |
11-0 |
2.8% |
60% |
False |
False |
138,344 |
40 |
413-0 |
354-2 |
58-6 |
15.0% |
11-4 |
2.9% |
64% |
False |
False |
138,409 |
60 |
413-0 |
306-0 |
107-0 |
27.3% |
11-4 |
2.9% |
80% |
False |
False |
128,636 |
80 |
413-0 |
305-2 |
107-6 |
27.5% |
10-5 |
2.7% |
80% |
False |
False |
124,156 |
100 |
413-0 |
305-2 |
107-6 |
27.5% |
10-4 |
2.7% |
80% |
False |
False |
122,057 |
120 |
438-0 |
305-2 |
132-6 |
33.9% |
10-2 |
2.6% |
65% |
False |
False |
119,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432-0 |
2.618 |
419-0 |
1.618 |
411-0 |
1.000 |
406-0 |
0.618 |
403-0 |
HIGH |
398-0 |
0.618 |
395-0 |
0.500 |
394-0 |
0.382 |
393-0 |
LOW |
390-0 |
0.618 |
385-0 |
1.000 |
382-0 |
1.618 |
377-0 |
2.618 |
369-0 |
4.250 |
356-0 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
394-0 |
397-6 |
PP |
393-2 |
395-6 |
S1 |
392-4 |
393-6 |
|