CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
405-0 |
399-2 |
-5-6 |
-1.4% |
412-0 |
| High |
407-2 |
400-0 |
-7-2 |
-1.8% |
421-0 |
| Low |
400-4 |
388-0 |
-12-4 |
-3.1% |
388-0 |
| Close |
400-6 |
388-4 |
-12-2 |
-3.1% |
388-4 |
| Range |
6-6 |
12-0 |
5-2 |
77.8% |
33-0 |
| ATR |
12-0 |
12-0 |
0-0 |
0.5% |
0-0 |
| Volume |
108,659 |
124,777 |
16,118 |
14.8% |
663,579 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
428-1 |
420-3 |
395-1 |
|
| R3 |
416-1 |
408-3 |
391-6 |
|
| R2 |
404-1 |
404-1 |
390-6 |
|
| R1 |
396-3 |
396-3 |
389-5 |
394-2 |
| PP |
392-1 |
392-1 |
392-1 |
391-1 |
| S1 |
384-3 |
384-3 |
387-3 |
382-2 |
| S2 |
380-1 |
380-1 |
386-2 |
|
| S3 |
368-1 |
372-3 |
385-2 |
|
| S4 |
356-1 |
360-3 |
381-7 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
498-1 |
476-3 |
406-5 |
|
| R3 |
465-1 |
443-3 |
397-5 |
|
| R2 |
432-1 |
432-1 |
394-4 |
|
| R1 |
410-3 |
410-3 |
391-4 |
404-6 |
| PP |
399-1 |
399-1 |
399-1 |
396-3 |
| S1 |
377-3 |
377-3 |
385-4 |
371-6 |
| S2 |
366-1 |
366-1 |
382-4 |
|
| S3 |
333-1 |
344-3 |
379-3 |
|
| S4 |
300-1 |
311-3 |
370-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
421-0 |
388-0 |
33-0 |
8.5% |
9-6 |
2.5% |
2% |
False |
True |
132,715 |
| 10 |
421-0 |
388-0 |
33-0 |
8.5% |
10-6 |
2.8% |
2% |
False |
True |
111,767 |
| 20 |
424-4 |
380-0 |
44-4 |
11.5% |
10-5 |
2.7% |
19% |
False |
False |
94,222 |
| 40 |
424-4 |
372-0 |
52-4 |
13.5% |
11-1 |
2.9% |
31% |
False |
False |
65,060 |
| 60 |
424-4 |
323-0 |
101-4 |
26.1% |
11-1 |
2.9% |
65% |
False |
False |
50,676 |
| 80 |
424-4 |
319-4 |
105-0 |
27.0% |
10-1 |
2.6% |
66% |
False |
False |
41,900 |
| 100 |
424-4 |
319-4 |
105-0 |
27.0% |
9-7 |
2.5% |
66% |
False |
False |
35,962 |
| 120 |
440-4 |
319-4 |
121-0 |
31.1% |
9-2 |
2.4% |
57% |
False |
False |
31,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
451-0 |
|
2.618 |
431-3 |
|
1.618 |
419-3 |
|
1.000 |
412-0 |
|
0.618 |
407-3 |
|
HIGH |
400-0 |
|
0.618 |
395-3 |
|
0.500 |
394-0 |
|
0.382 |
392-5 |
|
LOW |
388-0 |
|
0.618 |
380-5 |
|
1.000 |
376-0 |
|
1.618 |
368-5 |
|
2.618 |
356-5 |
|
4.250 |
337-0 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
394-0 |
400-2 |
| PP |
392-1 |
396-3 |
| S1 |
390-3 |
392-3 |
|