CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
411-2 |
405-0 |
-6-2 |
-1.5% |
413-4 |
High |
412-4 |
407-2 |
-5-2 |
-1.3% |
418-4 |
Low |
404-4 |
400-4 |
-4-0 |
-1.0% |
390-6 |
Close |
406-4 |
400-6 |
-5-6 |
-1.4% |
413-4 |
Range |
8-0 |
6-6 |
-1-2 |
-15.6% |
27-6 |
ATR |
12-3 |
12-0 |
-0-3 |
-3.2% |
0-0 |
Volume |
129,414 |
108,659 |
-20,755 |
-16.0% |
401,229 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-1 |
418-5 |
404-4 |
|
R3 |
416-3 |
411-7 |
402-5 |
|
R2 |
409-5 |
409-5 |
402-0 |
|
R1 |
405-1 |
405-1 |
401-3 |
404-0 |
PP |
402-7 |
402-7 |
402-7 |
402-2 |
S1 |
398-3 |
398-3 |
400-1 |
397-2 |
S2 |
396-1 |
396-1 |
399-4 |
|
S3 |
389-3 |
391-5 |
398-7 |
|
S4 |
382-5 |
384-7 |
397-0 |
|
|
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 |
399-0 |
22-0 |
5.5% |
10-4 |
2.6% |
8% |
False |
False |
133,514 |
10 |
421-0 |
390-6 |
30-2 |
7.5% |
10-4 |
2.6% |
33% |
False |
False |
107,130 |
20 |
424-4 |
380-0 |
44-4 |
11.1% |
10-4 |
2.6% |
47% |
False |
False |
89,706 |
40 |
424-4 |
372-0 |
52-4 |
13.1% |
11-0 |
2.8% |
55% |
False |
False |
62,473 |
60 |
424-4 |
322-6 |
101-6 |
25.4% |
11-0 |
2.8% |
77% |
False |
False |
48,790 |
80 |
424-4 |
319-4 |
105-0 |
26.2% |
10-1 |
2.5% |
77% |
False |
False |
40,536 |
100 |
424-4 |
319-4 |
105-0 |
26.2% |
9-7 |
2.5% |
77% |
False |
False |
34,802 |
120 |
443-0 |
319-4 |
123-4 |
30.8% |
9-2 |
2.3% |
66% |
False |
False |
30,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
436-0 |
2.618 |
424-7 |
1.618 |
418-1 |
1.000 |
414-0 |
0.618 |
411-3 |
HIGH |
407-2 |
0.618 |
404-5 |
0.500 |
403-7 |
0.382 |
403-1 |
LOW |
400-4 |
0.618 |
396-3 |
1.000 |
393-6 |
1.618 |
389-5 |
2.618 |
382-7 |
4.250 |
371-6 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
403-7 |
410-6 |
PP |
402-7 |
407-3 |
S1 |
401-6 |
404-1 |
|