CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
398-0 |
391-0 |
-7-0 |
-1.8% |
398-4 |
| High |
398-0 |
391-4 |
-6-4 |
-1.6% |
402-6 |
| Low |
390-0 |
385-0 |
-5-0 |
-1.3% |
375-0 |
| Close |
391-6 |
385-2 |
-6-4 |
-1.7% |
397-2 |
| Range |
8-0 |
6-4 |
-1-4 |
-18.8% |
27-6 |
| ATR |
12-3 |
12-0 |
-0-3 |
-3.3% |
0-0 |
| Volume |
36,952 |
37,070 |
118 |
0.3% |
562,225 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
406-6 |
402-4 |
388-7 |
|
| R3 |
400-2 |
396-0 |
387-0 |
|
| R2 |
393-6 |
393-6 |
386-4 |
|
| R1 |
389-4 |
389-4 |
385-7 |
388-3 |
| PP |
387-2 |
387-2 |
387-2 |
386-6 |
| S1 |
383-0 |
383-0 |
384-5 |
381-7 |
| S2 |
380-6 |
380-6 |
384-0 |
|
| S3 |
374-2 |
376-4 |
383-4 |
|
| S4 |
367-6 |
370-0 |
381-5 |
|
|
| 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 |
383-0 |
22-4 |
5.8% |
10-1 |
2.6% |
10% |
False |
False |
81,821 |
| 10 |
405-4 |
375-0 |
30-4 |
7.9% |
10-3 |
2.7% |
34% |
False |
False |
107,292 |
| 20 |
409-0 |
366-0 |
43-0 |
11.2% |
10-5 |
2.7% |
45% |
False |
False |
131,630 |
| 40 |
413-0 |
359-0 |
54-0 |
14.0% |
11-4 |
3.0% |
49% |
False |
False |
133,991 |
| 60 |
413-0 |
309-0 |
104-0 |
27.0% |
11-4 |
3.0% |
73% |
False |
False |
127,759 |
| 80 |
413-0 |
305-2 |
107-6 |
28.0% |
10-5 |
2.8% |
74% |
False |
False |
122,789 |
| 100 |
413-0 |
305-2 |
107-6 |
28.0% |
10-4 |
2.7% |
74% |
False |
False |
121,298 |
| 120 |
432-4 |
305-2 |
127-2 |
33.0% |
10-2 |
2.6% |
63% |
False |
False |
119,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
419-1 |
|
2.618 |
408-4 |
|
1.618 |
402-0 |
|
1.000 |
398-0 |
|
0.618 |
395-4 |
|
HIGH |
391-4 |
|
0.618 |
389-0 |
|
0.500 |
388-2 |
|
0.382 |
387-4 |
|
LOW |
385-0 |
|
0.618 |
381-0 |
|
1.000 |
378-4 |
|
1.618 |
374-4 |
|
2.618 |
368-0 |
|
4.250 |
357-3 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
388-2 |
395-2 |
| PP |
387-2 |
391-7 |
| S1 |
386-2 |
388-5 |
|