CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
372-4 |
367-0 |
-5-4 |
-1.5% |
397-4 |
High |
372-4 |
380-0 |
7-4 |
2.0% |
405-4 |
Low |
364-0 |
366-0 |
2-0 |
0.5% |
373-4 |
Close |
368-0 |
377-2 |
9-2 |
2.5% |
373-6 |
Range |
8-4 |
14-0 |
5-4 |
64.7% |
32-0 |
ATR |
10-7 |
11-0 |
0-2 |
2.1% |
0-0 |
Volume |
20,497 |
18,140 |
-2,357 |
-11.5% |
320,633 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
416-3 |
410-7 |
385-0 |
|
R3 |
402-3 |
396-7 |
381-1 |
|
R2 |
388-3 |
388-3 |
379-7 |
|
R1 |
382-7 |
382-7 |
378-4 |
385-5 |
PP |
374-3 |
374-3 |
374-3 |
375-6 |
S1 |
368-7 |
368-7 |
376-0 |
371-5 |
S2 |
360-3 |
360-3 |
374-5 |
|
S3 |
346-3 |
354-7 |
373-3 |
|
S4 |
332-3 |
340-7 |
369-4 |
|
|
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 |
384-6 |
364-0 |
20-6 |
5.5% |
8-6 |
2.3% |
64% |
False |
False |
26,877 |
10 |
405-4 |
364-0 |
41-4 |
11.0% |
9-3 |
2.5% |
32% |
False |
False |
54,349 |
20 |
409-0 |
364-0 |
45-0 |
11.9% |
9-5 |
2.6% |
29% |
False |
False |
98,831 |
40 |
413-0 |
364-0 |
49-0 |
13.0% |
11-1 |
3.0% |
27% |
False |
False |
120,513 |
60 |
413-0 |
310-4 |
102-4 |
27.2% |
11-1 |
2.9% |
65% |
False |
False |
120,014 |
80 |
413-0 |
305-2 |
107-6 |
28.6% |
10-5 |
2.8% |
67% |
False |
False |
116,342 |
100 |
413-0 |
305-2 |
107-6 |
28.6% |
10-4 |
2.8% |
67% |
False |
False |
117,446 |
120 |
413-0 |
305-2 |
107-6 |
28.6% |
10-2 |
2.7% |
67% |
False |
False |
117,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
439-4 |
2.618 |
416-5 |
1.618 |
402-5 |
1.000 |
394-0 |
0.618 |
388-5 |
HIGH |
380-0 |
0.618 |
374-5 |
0.500 |
373-0 |
0.382 |
371-3 |
LOW |
366-0 |
0.618 |
357-3 |
1.000 |
352-0 |
1.618 |
343-3 |
2.618 |
329-3 |
4.250 |
306-4 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
375-7 |
375-4 |
PP |
374-3 |
373-6 |
S1 |
373-0 |
372-0 |
|