CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 01-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
412-0 |
417-4 |
5-4 |
1.3% |
413-4 |
High |
420-2 |
421-0 |
0-6 |
0.2% |
418-4 |
Low |
407-2 |
412-0 |
4-6 |
1.2% |
390-6 |
Close |
417-4 |
414-4 |
-3-0 |
-0.7% |
413-4 |
Range |
13-0 |
9-0 |
-4-0 |
-30.8% |
27-6 |
ATR |
12-7 |
12-4 |
-0-2 |
-2.1% |
0-0 |
Volume |
150,839 |
149,890 |
-949 |
-0.6% |
401,229 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
442-7 |
437-5 |
419-4 |
|
R3 |
433-7 |
428-5 |
417-0 |
|
R2 |
424-7 |
424-7 |
416-1 |
|
R1 |
419-5 |
419-5 |
415-3 |
417-6 |
PP |
415-7 |
415-7 |
415-7 |
414-7 |
S1 |
410-5 |
410-5 |
413-5 |
408-6 |
S2 |
406-7 |
406-7 |
412-7 |
|
S3 |
397-7 |
401-5 |
412-0 |
|
S4 |
388-7 |
392-5 |
409-4 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-7 |
479-7 |
428-6 |
|
R3 |
463-1 |
452-1 |
421-1 |
|
R2 |
435-3 |
435-3 |
418-5 |
|
R1 |
424-3 |
424-3 |
416-0 |
427-3 |
PP |
407-5 |
407-5 |
407-5 |
409-0 |
S1 |
396-5 |
396-5 |
411-0 |
399-5 |
S2 |
379-7 |
379-7 |
408-3 |
|
S3 |
352-1 |
368-7 |
405-7 |
|
S4 |
324-3 |
341-1 |
398-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
421-0 |
390-6 |
30-2 |
7.3% |
11-5 |
2.8% |
79% |
True |
False |
128,579 |
10 |
424-4 |
390-6 |
33-6 |
8.1% |
10-7 |
2.6% |
70% |
False |
False |
94,752 |
20 |
424-4 |
380-0 |
44-4 |
10.7% |
11-4 |
2.8% |
78% |
False |
False |
83,167 |
40 |
424-4 |
367-0 |
57-4 |
13.9% |
11-2 |
2.7% |
83% |
False |
False |
58,715 |
60 |
424-4 |
319-4 |
105-0 |
25.3% |
11-0 |
2.6% |
90% |
False |
False |
45,404 |
80 |
424-4 |
319-4 |
105-0 |
25.3% |
10-1 |
2.4% |
90% |
False |
False |
38,057 |
100 |
424-4 |
319-4 |
105-0 |
25.3% |
9-7 |
2.4% |
90% |
False |
False |
32,566 |
120 |
469-4 |
319-4 |
150-0 |
36.2% |
9-2 |
2.2% |
63% |
False |
False |
28,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
459-2 |
2.618 |
444-4 |
1.618 |
435-4 |
1.000 |
430-0 |
0.618 |
426-4 |
HIGH |
421-0 |
0.618 |
417-4 |
0.500 |
416-4 |
0.382 |
415-4 |
LOW |
412-0 |
0.618 |
406-4 |
1.000 |
403-0 |
1.618 |
397-4 |
2.618 |
388-4 |
4.250 |
373-6 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
416-4 |
413-0 |
PP |
415-7 |
411-4 |
S1 |
415-1 |
410-0 |
|