CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
387-4 |
381-6 |
-5-6 |
-1.5% |
412-0 |
High |
388-2 |
395-4 |
7-2 |
1.9% |
421-0 |
Low |
379-0 |
380-4 |
1-4 |
0.4% |
388-0 |
Close |
383-4 |
393-0 |
9-4 |
2.5% |
388-4 |
Range |
9-2 |
15-0 |
5-6 |
62.2% |
33-0 |
ATR |
10-7 |
11-2 |
0-2 |
2.7% |
0-0 |
Volume |
98,675 |
118,431 |
19,756 |
20.0% |
663,579 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
434-5 |
428-7 |
401-2 |
|
R3 |
419-5 |
413-7 |
397-1 |
|
R2 |
404-5 |
404-5 |
395-6 |
|
R1 |
398-7 |
398-7 |
394-3 |
401-6 |
PP |
389-5 |
389-5 |
389-5 |
391-1 |
S1 |
383-7 |
383-7 |
391-5 |
386-6 |
S2 |
374-5 |
374-5 |
390-2 |
|
S3 |
359-5 |
368-7 |
388-7 |
|
S4 |
344-5 |
353-7 |
384-6 |
|
|
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 |
400-0 |
379-0 |
21-0 |
5.3% |
9-2 |
2.4% |
67% |
False |
False |
119,799 |
10 |
421-0 |
379-0 |
42-0 |
10.7% |
9-7 |
2.5% |
33% |
False |
False |
126,656 |
20 |
424-4 |
379-0 |
45-4 |
11.6% |
9-6 |
2.5% |
31% |
False |
False |
103,526 |
40 |
424-4 |
377-4 |
47-0 |
12.0% |
10-7 |
2.8% |
33% |
False |
False |
73,675 |
60 |
424-4 |
324-2 |
100-2 |
25.5% |
10-6 |
2.7% |
69% |
False |
False |
57,159 |
80 |
424-4 |
319-4 |
105-0 |
26.7% |
10-1 |
2.6% |
70% |
False |
False |
47,232 |
100 |
424-4 |
319-4 |
105-0 |
26.7% |
9-7 |
2.5% |
70% |
False |
False |
40,310 |
120 |
424-4 |
319-4 |
105-0 |
26.7% |
9-3 |
2.4% |
70% |
False |
False |
35,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
459-2 |
2.618 |
434-6 |
1.618 |
419-6 |
1.000 |
410-4 |
0.618 |
404-6 |
HIGH |
395-4 |
0.618 |
389-6 |
0.500 |
388-0 |
0.382 |
386-2 |
LOW |
380-4 |
0.618 |
371-2 |
1.000 |
365-4 |
1.618 |
356-2 |
2.618 |
341-2 |
4.250 |
316-6 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
391-3 |
391-1 |
PP |
389-5 |
389-1 |
S1 |
388-0 |
387-2 |
|