CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
385-4 |
387-4 |
2-0 |
0.5% |
412-0 |
High |
386-4 |
388-2 |
1-6 |
0.5% |
421-0 |
Low |
382-6 |
379-0 |
-3-6 |
-1.0% |
388-0 |
Close |
385-0 |
383-4 |
-1-4 |
-0.4% |
388-4 |
Range |
3-6 |
9-2 |
5-4 |
146.7% |
33-0 |
ATR |
11-0 |
10-7 |
-0-1 |
-1.2% |
0-0 |
Volume |
117,825 |
98,675 |
-19,150 |
-16.3% |
663,579 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-3 |
406-5 |
388-5 |
|
R3 |
402-1 |
397-3 |
386-0 |
|
R2 |
392-7 |
392-7 |
385-2 |
|
R1 |
388-1 |
388-1 |
384-3 |
385-7 |
PP |
383-5 |
383-5 |
383-5 |
382-4 |
S1 |
378-7 |
378-7 |
382-5 |
376-5 |
S2 |
374-3 |
374-3 |
381-6 |
|
S3 |
365-1 |
369-5 |
381-0 |
|
S4 |
355-7 |
360-3 |
378-3 |
|
|
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 |
407-2 |
379-0 |
28-2 |
7.4% |
7-5 |
2.0% |
16% |
False |
True |
117,844 |
10 |
421-0 |
379-0 |
42-0 |
11.0% |
9-5 |
2.5% |
11% |
False |
True |
126,781 |
20 |
424-4 |
379-0 |
45-4 |
11.9% |
9-5 |
2.5% |
10% |
False |
True |
102,204 |
40 |
424-4 |
377-4 |
47-0 |
12.3% |
10-6 |
2.8% |
13% |
False |
False |
71,645 |
60 |
424-4 |
324-2 |
100-2 |
26.1% |
10-6 |
2.8% |
59% |
False |
False |
56,018 |
80 |
424-4 |
319-4 |
105-0 |
27.4% |
10-0 |
2.6% |
61% |
False |
False |
45,895 |
100 |
424-4 |
319-4 |
105-0 |
27.4% |
9-7 |
2.6% |
61% |
False |
False |
39,220 |
120 |
424-4 |
319-4 |
105-0 |
27.4% |
9-2 |
2.4% |
61% |
False |
False |
34,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
427-4 |
2.618 |
412-4 |
1.618 |
403-2 |
1.000 |
397-4 |
0.618 |
394-0 |
HIGH |
388-2 |
0.618 |
384-6 |
0.500 |
383-5 |
0.382 |
382-4 |
LOW |
379-0 |
0.618 |
373-2 |
1.000 |
369-6 |
1.618 |
364-0 |
2.618 |
354-6 |
4.250 |
339-6 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
383-5 |
384-0 |
PP |
383-5 |
383-7 |
S1 |
383-4 |
383-5 |
|