CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
378-0 |
388-0 |
10-0 |
2.6% |
372-0 |
| High |
391-0 |
395-0 |
4-0 |
1.0% |
391-0 |
| Low |
374-4 |
387-4 |
13-0 |
3.5% |
364-0 |
| Close |
389-2 |
392-0 |
2-6 |
0.7% |
389-2 |
| Range |
16-4 |
7-4 |
-9-0 |
-54.5% |
27-0 |
| ATR |
11-4 |
11-1 |
-0-2 |
-2.5% |
0-0 |
| Volume |
13,306 |
12,518 |
-788 |
-5.9% |
106,369 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414-0 |
410-4 |
396-1 |
|
| R3 |
406-4 |
403-0 |
394-0 |
|
| R2 |
399-0 |
399-0 |
393-3 |
|
| R1 |
395-4 |
395-4 |
392-6 |
397-2 |
| PP |
391-4 |
391-4 |
391-4 |
392-3 |
| S1 |
388-0 |
388-0 |
391-2 |
389-6 |
| S2 |
384-0 |
384-0 |
390-5 |
|
| S3 |
376-4 |
380-4 |
390-0 |
|
| S4 |
369-0 |
373-0 |
387-7 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
462-3 |
452-7 |
404-1 |
|
| R3 |
435-3 |
425-7 |
396-5 |
|
| R2 |
408-3 |
408-3 |
394-2 |
|
| R1 |
398-7 |
398-7 |
391-6 |
403-5 |
| PP |
381-3 |
381-3 |
381-3 |
383-6 |
| S1 |
371-7 |
371-7 |
386-6 |
376-5 |
| S2 |
354-3 |
354-3 |
384-2 |
|
| S3 |
327-3 |
344-7 |
381-7 |
|
| S4 |
300-3 |
317-7 |
374-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
395-0 |
364-0 |
31-0 |
7.9% |
9-7 |
2.5% |
90% |
True |
False |
18,097 |
| 10 |
405-4 |
364-0 |
41-4 |
10.6% |
9-0 |
2.3% |
67% |
False |
False |
30,170 |
| 20 |
409-0 |
364-0 |
45-0 |
11.5% |
9-6 |
2.5% |
62% |
False |
False |
78,516 |
| 40 |
413-0 |
364-0 |
49-0 |
12.5% |
11-3 |
2.9% |
57% |
False |
False |
114,477 |
| 60 |
413-0 |
310-4 |
102-4 |
26.1% |
11-1 |
2.8% |
80% |
False |
False |
115,958 |
| 80 |
413-0 |
305-2 |
107-6 |
27.5% |
10-6 |
2.7% |
81% |
False |
False |
114,280 |
| 100 |
413-0 |
305-2 |
107-6 |
27.5% |
10-4 |
2.7% |
81% |
False |
False |
115,506 |
| 120 |
413-0 |
305-2 |
107-6 |
27.5% |
10-2 |
2.6% |
81% |
False |
False |
115,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
426-7 |
|
2.618 |
414-5 |
|
1.618 |
407-1 |
|
1.000 |
402-4 |
|
0.618 |
399-5 |
|
HIGH |
395-0 |
|
0.618 |
392-1 |
|
0.500 |
391-2 |
|
0.382 |
390-3 |
|
LOW |
387-4 |
|
0.618 |
382-7 |
|
1.000 |
380-0 |
|
1.618 |
375-3 |
|
2.618 |
367-7 |
|
4.250 |
355-5 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
391-6 |
388-1 |
| PP |
391-4 |
384-3 |
| S1 |
391-2 |
380-4 |
|