CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
402-0 |
407-0 |
5-0 |
1.2% |
386-4 |
High |
410-0 |
409-6 |
-0-2 |
-0.1% |
406-0 |
Low |
401-6 |
400-6 |
-1-0 |
-0.2% |
379-0 |
Close |
408-4 |
407-4 |
-1-0 |
-0.2% |
404-4 |
Range |
8-2 |
9-0 |
0-6 |
9.1% |
27-0 |
ATR |
11-2 |
11-1 |
-0-1 |
-1.4% |
0-0 |
Volume |
128,327 |
94,622 |
-33,705 |
-26.3% |
607,939 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
433-0 |
429-2 |
412-4 |
|
R3 |
424-0 |
420-2 |
410-0 |
|
R2 |
415-0 |
415-0 |
409-1 |
|
R1 |
411-2 |
411-2 |
408-3 |
413-1 |
PP |
406-0 |
406-0 |
406-0 |
407-0 |
S1 |
402-2 |
402-2 |
406-5 |
404-1 |
S2 |
397-0 |
397-0 |
405-7 |
|
S3 |
388-0 |
393-2 |
405-0 |
|
S4 |
379-0 |
384-2 |
402-4 |
|
|
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% |
11-3 |
2.8% |
92% |
False |
False |
114,755 |
10 |
412-4 |
379-0 |
33-4 |
8.2% |
9-3 |
2.3% |
85% |
False |
False |
119,373 |
20 |
424-4 |
379-0 |
45-4 |
11.2% |
10-1 |
2.5% |
63% |
False |
False |
107,063 |
40 |
424-4 |
377-4 |
47-0 |
11.5% |
11-1 |
2.7% |
64% |
False |
False |
80,796 |
60 |
424-4 |
330-0 |
94-4 |
23.2% |
10-7 |
2.7% |
82% |
False |
False |
62,225 |
80 |
424-4 |
319-4 |
105-0 |
25.8% |
10-2 |
2.5% |
84% |
False |
False |
51,213 |
100 |
424-4 |
319-4 |
105-0 |
25.8% |
10-0 |
2.4% |
84% |
False |
False |
43,393 |
120 |
424-4 |
319-4 |
105-0 |
25.8% |
9-4 |
2.3% |
84% |
False |
False |
38,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
448-0 |
2.618 |
433-2 |
1.618 |
424-2 |
1.000 |
418-6 |
0.618 |
415-2 |
HIGH |
409-6 |
0.618 |
406-2 |
0.500 |
405-2 |
0.382 |
404-2 |
LOW |
400-6 |
0.618 |
395-2 |
1.000 |
391-6 |
1.618 |
386-2 |
2.618 |
377-2 |
4.250 |
362-4 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
406-6 |
405-1 |
PP |
406-0 |
402-5 |
S1 |
405-2 |
400-2 |
|