CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 16-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
407-0 |
411-4 |
4-4 |
1.1% |
386-4 |
High |
409-6 |
413-2 |
3-4 |
0.9% |
406-0 |
Low |
400-6 |
403-4 |
2-6 |
0.7% |
379-0 |
Close |
407-4 |
410-2 |
2-6 |
0.7% |
404-4 |
Range |
9-0 |
9-6 |
0-6 |
8.3% |
27-0 |
ATR |
11-1 |
11-0 |
-0-1 |
-0.9% |
0-0 |
Volume |
94,622 |
87,687 |
-6,935 |
-7.3% |
607,939 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438-2 |
434-0 |
415-5 |
|
R3 |
428-4 |
424-2 |
412-7 |
|
R2 |
418-6 |
418-6 |
412-0 |
|
R1 |
414-4 |
414-4 |
411-1 |
411-6 |
PP |
409-0 |
409-0 |
409-0 |
407-5 |
S1 |
404-6 |
404-6 |
409-3 |
402-0 |
S2 |
399-2 |
399-2 |
408-4 |
|
S3 |
389-4 |
395-0 |
407-5 |
|
S4 |
379-6 |
385-2 |
404-7 |
|
|
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 |
413-2 |
380-4 |
32-6 |
8.0% |
11-4 |
2.8% |
91% |
True |
False |
112,557 |
10 |
413-2 |
379-0 |
34-2 |
8.3% |
9-5 |
2.3% |
91% |
True |
False |
115,201 |
20 |
424-4 |
379-0 |
45-4 |
11.1% |
10-2 |
2.5% |
69% |
False |
False |
108,623 |
40 |
424-4 |
377-4 |
47-0 |
11.5% |
11-2 |
2.7% |
70% |
False |
False |
82,409 |
60 |
424-4 |
332-6 |
91-6 |
22.4% |
10-7 |
2.6% |
84% |
False |
False |
63,423 |
80 |
424-4 |
319-4 |
105-0 |
25.6% |
10-3 |
2.5% |
86% |
False |
False |
52,143 |
100 |
424-4 |
319-4 |
105-0 |
25.6% |
10-0 |
2.4% |
86% |
False |
False |
44,150 |
120 |
424-4 |
319-4 |
105-0 |
25.6% |
9-4 |
2.3% |
86% |
False |
False |
38,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
454-6 |
2.618 |
438-6 |
1.618 |
429-0 |
1.000 |
423-0 |
0.618 |
419-2 |
HIGH |
413-2 |
0.618 |
409-4 |
0.500 |
408-3 |
0.382 |
407-2 |
LOW |
403-4 |
0.618 |
397-4 |
1.000 |
393-6 |
1.618 |
387-6 |
2.618 |
378-0 |
4.250 |
362-0 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
409-5 |
409-1 |
PP |
409-0 |
408-1 |
S1 |
408-3 |
407-0 |
|