CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
393-4 |
402-0 |
8-4 |
2.2% |
386-4 |
High |
406-0 |
410-0 |
4-0 |
1.0% |
406-0 |
Low |
390-4 |
401-6 |
11-2 |
2.9% |
379-0 |
Close |
404-4 |
408-4 |
4-0 |
1.0% |
404-4 |
Range |
15-4 |
8-2 |
-7-2 |
-46.8% |
27-0 |
ATR |
11-4 |
11-2 |
-0-2 |
-2.0% |
0-0 |
Volume |
133,720 |
128,327 |
-5,393 |
-4.0% |
607,939 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
431-4 |
428-2 |
413-0 |
|
R3 |
423-2 |
420-0 |
410-6 |
|
R2 |
415-0 |
415-0 |
410-0 |
|
R1 |
411-6 |
411-6 |
409-2 |
413-3 |
PP |
406-6 |
406-6 |
406-6 |
407-4 |
S1 |
403-4 |
403-4 |
407-6 |
405-1 |
S2 |
398-4 |
398-4 |
407-0 |
|
S3 |
390-2 |
395-2 |
406-2 |
|
S4 |
382-0 |
387-0 |
404-0 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
477-4 |
468-0 |
419-3 |
|
R3 |
450-4 |
441-0 |
411-7 |
|
R2 |
423-4 |
423-4 |
409-4 |
|
R1 |
414-0 |
414-0 |
407-0 |
418-6 |
PP |
396-4 |
396-4 |
396-4 |
398-7 |
S1 |
387-0 |
387-0 |
402-0 |
391-6 |
S2 |
369-4 |
369-4 |
399-4 |
|
S3 |
342-4 |
360-0 |
397-1 |
|
S4 |
315-4 |
333-0 |
389-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
410-0 |
379-0 |
31-0 |
7.6% |
10-3 |
2.5% |
95% |
True |
False |
119,395 |
10 |
421-0 |
379-0 |
42-0 |
10.3% |
9-3 |
2.3% |
70% |
False |
False |
124,900 |
20 |
424-4 |
379-0 |
45-4 |
11.1% |
10-0 |
2.5% |
65% |
False |
False |
104,245 |
40 |
424-4 |
377-4 |
47-0 |
11.5% |
11-1 |
2.7% |
66% |
False |
False |
78,960 |
60 |
424-4 |
324-2 |
100-2 |
24.5% |
10-6 |
2.6% |
84% |
False |
False |
60,816 |
80 |
424-4 |
319-4 |
105-0 |
25.7% |
10-2 |
2.5% |
85% |
False |
False |
50,135 |
100 |
424-4 |
319-4 |
105-0 |
25.7% |
10-0 |
2.4% |
85% |
False |
False |
42,627 |
120 |
424-4 |
319-4 |
105-0 |
25.7% |
9-4 |
2.3% |
85% |
False |
False |
37,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
445-0 |
2.618 |
431-5 |
1.618 |
423-3 |
1.000 |
418-2 |
0.618 |
415-1 |
HIGH |
410-0 |
0.618 |
406-7 |
0.500 |
405-7 |
0.382 |
404-7 |
LOW |
401-6 |
0.618 |
396-5 |
1.000 |
393-4 |
1.618 |
388-3 |
2.618 |
380-1 |
4.250 |
366-6 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
407-5 |
404-1 |
PP |
406-6 |
399-5 |
S1 |
405-7 |
395-2 |
|