CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
384-6 |
372-0 |
-12-6 |
-3.3% |
397-4 |
High |
384-6 |
374-2 |
-10-4 |
-2.7% |
405-4 |
Low |
373-4 |
367-4 |
-6-0 |
-1.6% |
373-4 |
Close |
373-6 |
368-6 |
-5-0 |
-1.3% |
373-6 |
Range |
11-2 |
6-6 |
-4-4 |
-40.0% |
32-0 |
ATR |
12-0 |
11-5 |
-0-3 |
-3.1% |
0-0 |
Volume |
41,326 |
28,400 |
-12,926 |
-31.3% |
320,633 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390-3 |
386-3 |
372-4 |
|
R3 |
383-5 |
379-5 |
370-5 |
|
R2 |
376-7 |
376-7 |
370-0 |
|
R1 |
372-7 |
372-7 |
369-3 |
371-4 |
PP |
370-1 |
370-1 |
370-1 |
369-4 |
S1 |
366-1 |
366-1 |
368-1 |
364-6 |
S2 |
363-3 |
363-3 |
367-4 |
|
S3 |
356-5 |
359-3 |
366-7 |
|
S4 |
349-7 |
352-5 |
365-0 |
|
|
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 |
367-4 |
38-0 |
10.3% |
8-1 |
2.2% |
3% |
False |
True |
42,243 |
10 |
405-4 |
367-4 |
38-0 |
10.3% |
10-5 |
2.9% |
3% |
False |
True |
91,125 |
20 |
409-0 |
367-4 |
41-4 |
11.3% |
10-5 |
2.9% |
3% |
False |
True |
121,779 |
40 |
413-0 |
364-0 |
49-0 |
13.3% |
11-3 |
3.1% |
10% |
False |
False |
129,288 |
60 |
413-0 |
310-4 |
102-4 |
27.8% |
11-3 |
3.1% |
57% |
False |
False |
126,046 |
80 |
413-0 |
305-2 |
107-6 |
29.2% |
10-4 |
2.9% |
59% |
False |
False |
120,061 |
100 |
413-0 |
305-2 |
107-6 |
29.2% |
10-4 |
2.8% |
59% |
False |
False |
119,760 |
120 |
428-0 |
305-2 |
122-6 |
33.3% |
10-2 |
2.8% |
52% |
False |
False |
118,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403-0 |
2.618 |
391-7 |
1.618 |
385-1 |
1.000 |
381-0 |
0.618 |
378-3 |
HIGH |
374-2 |
0.618 |
371-5 |
0.500 |
370-7 |
0.382 |
370-1 |
LOW |
367-4 |
0.618 |
363-3 |
1.000 |
360-6 |
1.618 |
356-5 |
2.618 |
349-7 |
4.250 |
338-6 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
370-7 |
379-4 |
PP |
370-1 |
375-7 |
S1 |
369-4 |
372-3 |
|