CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 02-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
417-4 |
411-2 |
-6-2 |
-1.5% |
413-4 |
High |
421-0 |
412-4 |
-8-4 |
-2.0% |
418-4 |
Low |
412-0 |
404-4 |
-7-4 |
-1.8% |
390-6 |
Close |
414-4 |
406-4 |
-8-0 |
-1.9% |
413-4 |
Range |
9-0 |
8-0 |
-1-0 |
-11.1% |
27-6 |
ATR |
12-4 |
12-3 |
-0-1 |
-1.4% |
0-0 |
Volume |
149,890 |
129,414 |
-20,476 |
-13.7% |
401,229 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
431-7 |
427-1 |
410-7 |
|
R3 |
423-7 |
419-1 |
408-6 |
|
R2 |
415-7 |
415-7 |
408-0 |
|
R1 |
411-1 |
411-1 |
407-2 |
409-4 |
PP |
407-7 |
407-7 |
407-7 |
407-0 |
S1 |
403-1 |
403-1 |
405-6 |
401-4 |
S2 |
399-7 |
399-7 |
405-0 |
|
S3 |
391-7 |
395-1 |
404-2 |
|
S4 |
383-7 |
387-1 |
402-1 |
|
|
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 |
397-2 |
23-6 |
5.8% |
11-5 |
2.9% |
39% |
False |
False |
135,718 |
10 |
424-4 |
390-6 |
33-6 |
8.3% |
11-0 |
2.7% |
47% |
False |
False |
102,046 |
20 |
424-4 |
380-0 |
44-4 |
10.9% |
10-7 |
2.7% |
60% |
False |
False |
86,479 |
40 |
424-4 |
367-4 |
57-0 |
14.0% |
11-1 |
2.7% |
68% |
False |
False |
61,097 |
60 |
424-4 |
319-6 |
104-6 |
25.8% |
11-0 |
2.7% |
83% |
False |
False |
47,216 |
80 |
424-4 |
319-4 |
105-0 |
25.8% |
10-1 |
2.5% |
83% |
False |
False |
39,463 |
100 |
424-4 |
319-4 |
105-0 |
25.8% |
9-7 |
2.4% |
83% |
False |
False |
33,799 |
120 |
449-6 |
319-4 |
130-2 |
32.0% |
9-2 |
2.3% |
67% |
False |
False |
29,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
446-4 |
2.618 |
433-4 |
1.618 |
425-4 |
1.000 |
420-4 |
0.618 |
417-4 |
HIGH |
412-4 |
0.618 |
409-4 |
0.500 |
408-4 |
0.382 |
407-4 |
LOW |
404-4 |
0.618 |
399-4 |
1.000 |
396-4 |
1.618 |
391-4 |
2.618 |
383-4 |
4.250 |
370-4 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
408-4 |
412-6 |
PP |
407-7 |
410-5 |
S1 |
407-1 |
408-5 |
|