CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
370-4 |
372-4 |
2-0 |
0.5% |
397-4 |
High |
371-0 |
372-4 |
1-4 |
0.4% |
405-4 |
Low |
368-0 |
364-0 |
-4-0 |
-1.1% |
373-4 |
Close |
369-4 |
368-0 |
-1-4 |
-0.4% |
373-6 |
Range |
3-0 |
8-4 |
5-4 |
183.3% |
32-0 |
ATR |
11-0 |
10-7 |
-0-1 |
-1.6% |
0-0 |
Volume |
26,026 |
20,497 |
-5,529 |
-21.2% |
320,633 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
393-5 |
389-3 |
372-5 |
|
R3 |
385-1 |
380-7 |
370-3 |
|
R2 |
376-5 |
376-5 |
369-4 |
|
R1 |
372-3 |
372-3 |
368-6 |
370-2 |
PP |
368-1 |
368-1 |
368-1 |
367-1 |
S1 |
363-7 |
363-7 |
367-2 |
361-6 |
S2 |
359-5 |
359-5 |
366-4 |
|
S3 |
351-1 |
355-3 |
365-5 |
|
S4 |
342-5 |
346-7 |
363-3 |
|
|
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 |
391-4 |
364-0 |
27-4 |
7.5% |
7-2 |
2.0% |
15% |
False |
True |
30,663 |
10 |
405-4 |
364-0 |
41-4 |
11.3% |
9-2 |
2.5% |
10% |
False |
True |
68,625 |
20 |
409-0 |
364-0 |
45-0 |
12.2% |
9-4 |
2.6% |
9% |
False |
True |
108,034 |
40 |
413-0 |
364-0 |
49-0 |
13.3% |
11-0 |
3.0% |
8% |
False |
True |
123,856 |
60 |
413-0 |
310-4 |
102-4 |
27.9% |
11-1 |
3.0% |
56% |
False |
False |
123,915 |
80 |
413-0 |
305-2 |
107-6 |
29.3% |
10-4 |
2.9% |
58% |
False |
False |
117,665 |
100 |
413-0 |
305-2 |
107-6 |
29.3% |
10-4 |
2.8% |
58% |
False |
False |
118,309 |
120 |
413-0 |
305-2 |
107-6 |
29.3% |
10-1 |
2.8% |
58% |
False |
False |
117,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-5 |
2.618 |
394-6 |
1.618 |
386-2 |
1.000 |
381-0 |
0.618 |
377-6 |
HIGH |
372-4 |
0.618 |
369-2 |
0.500 |
368-2 |
0.382 |
367-2 |
LOW |
364-0 |
0.618 |
358-6 |
1.000 |
355-4 |
1.618 |
350-2 |
2.618 |
341-6 |
4.250 |
327-7 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
368-2 |
369-1 |
PP |
368-1 |
368-6 |
S1 |
368-1 |
368-3 |
|