CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
391-0 |
384-6 |
-6-2 |
-1.6% |
397-4 |
High |
391-4 |
384-6 |
-6-6 |
-1.7% |
405-4 |
Low |
385-0 |
373-4 |
-11-4 |
-3.0% |
373-4 |
Close |
385-2 |
373-6 |
-11-4 |
-3.0% |
373-6 |
Range |
6-4 |
11-2 |
4-6 |
73.1% |
32-0 |
ATR |
12-0 |
12-0 |
0-0 |
-0.2% |
0-0 |
Volume |
37,070 |
41,326 |
4,256 |
11.5% |
320,633 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-1 |
403-5 |
380-0 |
|
R3 |
399-7 |
392-3 |
376-7 |
|
R2 |
388-5 |
388-5 |
375-6 |
|
R1 |
381-1 |
381-1 |
374-6 |
379-2 |
PP |
377-3 |
377-3 |
377-3 |
376-3 |
S1 |
369-7 |
369-7 |
372-6 |
368-0 |
S2 |
366-1 |
366-1 |
371-6 |
|
S3 |
354-7 |
358-5 |
370-5 |
|
S4 |
343-5 |
347-3 |
367-4 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
480-2 |
459-0 |
391-3 |
|
R3 |
448-2 |
427-0 |
382-4 |
|
R2 |
416-2 |
416-2 |
379-5 |
|
R1 |
395-0 |
395-0 |
376-5 |
389-5 |
PP |
384-2 |
384-2 |
384-2 |
381-4 |
S1 |
363-0 |
363-0 |
370-7 |
357-5 |
S2 |
352-2 |
352-2 |
367-7 |
|
S3 |
320-2 |
331-0 |
365-0 |
|
S4 |
288-2 |
299-0 |
356-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
405-4 |
373-4 |
32-0 |
8.6% |
9-2 |
2.5% |
1% |
False |
True |
64,126 |
10 |
405-4 |
373-4 |
32-0 |
8.6% |
10-4 |
2.8% |
1% |
False |
True |
98,710 |
20 |
409-0 |
366-0 |
43-0 |
11.5% |
10-5 |
2.8% |
18% |
False |
False |
126,624 |
40 |
413-0 |
359-0 |
54-0 |
14.4% |
11-4 |
3.1% |
27% |
False |
False |
132,454 |
60 |
413-0 |
309-0 |
104-0 |
27.8% |
11-4 |
3.1% |
62% |
False |
False |
127,092 |
80 |
413-0 |
305-2 |
107-6 |
28.8% |
10-5 |
2.8% |
64% |
False |
False |
121,713 |
100 |
413-0 |
305-2 |
107-6 |
28.8% |
10-4 |
2.8% |
64% |
False |
False |
120,659 |
120 |
429-6 |
305-2 |
124-4 |
33.3% |
10-2 |
2.7% |
55% |
False |
False |
118,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432-4 |
2.618 |
414-2 |
1.618 |
403-0 |
1.000 |
396-0 |
0.618 |
391-6 |
HIGH |
384-6 |
0.618 |
380-4 |
0.500 |
379-1 |
0.382 |
377-6 |
LOW |
373-4 |
0.618 |
366-4 |
1.000 |
362-2 |
1.618 |
355-2 |
2.618 |
344-0 |
4.250 |
325-6 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
379-1 |
385-6 |
PP |
377-3 |
381-6 |
S1 |
375-4 |
377-6 |
|