CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
386-4 |
385-4 |
-1-0 |
-0.3% |
412-0 |
High |
389-0 |
386-4 |
-2-4 |
-0.6% |
421-0 |
Low |
382-4 |
382-6 |
0-2 |
0.1% |
388-0 |
Close |
383-6 |
385-0 |
1-2 |
0.3% |
388-4 |
Range |
6-4 |
3-6 |
-2-6 |
-42.3% |
33-0 |
ATR |
11-5 |
11-0 |
-0-4 |
-4.8% |
0-0 |
Volume |
139,288 |
117,825 |
-21,463 |
-15.4% |
663,579 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-0 |
394-2 |
387-0 |
|
R3 |
392-2 |
390-4 |
386-0 |
|
R2 |
388-4 |
388-4 |
385-6 |
|
R1 |
386-6 |
386-6 |
385-3 |
385-6 |
PP |
384-6 |
384-6 |
384-6 |
384-2 |
S1 |
383-0 |
383-0 |
384-5 |
382-0 |
S2 |
381-0 |
381-0 |
384-2 |
|
S3 |
377-2 |
379-2 |
384-0 |
|
S4 |
373-4 |
375-4 |
383-0 |
|
|
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 |
412-4 |
382-4 |
30-0 |
7.8% |
7-3 |
1.9% |
8% |
False |
False |
123,992 |
10 |
421-0 |
382-4 |
38-4 |
10.0% |
9-4 |
2.5% |
6% |
False |
False |
126,286 |
20 |
424-4 |
382-4 |
42-0 |
10.9% |
10-0 |
2.6% |
6% |
False |
False |
101,169 |
40 |
424-4 |
377-4 |
47-0 |
12.2% |
10-6 |
2.8% |
16% |
False |
False |
69,938 |
60 |
424-4 |
324-2 |
100-2 |
26.0% |
11-0 |
2.9% |
61% |
False |
False |
54,513 |
80 |
424-4 |
319-4 |
105-0 |
27.3% |
10-0 |
2.6% |
62% |
False |
False |
44,758 |
100 |
424-4 |
319-4 |
105-0 |
27.3% |
9-7 |
2.6% |
62% |
False |
False |
38,321 |
120 |
439-0 |
319-4 |
119-4 |
31.0% |
9-2 |
2.4% |
55% |
False |
False |
33,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
402-4 |
2.618 |
396-3 |
1.618 |
392-5 |
1.000 |
390-2 |
0.618 |
388-7 |
HIGH |
386-4 |
0.618 |
385-1 |
0.500 |
384-5 |
0.382 |
384-1 |
LOW |
382-6 |
0.618 |
380-3 |
1.000 |
379-0 |
1.618 |
376-5 |
2.618 |
372-7 |
4.250 |
366-6 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
384-7 |
391-2 |
PP |
384-6 |
389-1 |
S1 |
384-5 |
387-1 |
|