CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
411-4 |
404-0 |
-7-4 |
-1.8% |
386-4 |
High |
413-2 |
404-6 |
-8-4 |
-2.1% |
406-0 |
Low |
403-4 |
393-2 |
-10-2 |
-2.5% |
379-0 |
Close |
410-2 |
397-0 |
-13-2 |
-3.2% |
404-4 |
Range |
9-6 |
11-4 |
1-6 |
17.9% |
27-0 |
ATR |
11-0 |
11-4 |
0-3 |
3.9% |
0-0 |
Volume |
87,687 |
95,967 |
8,280 |
9.4% |
607,939 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
432-7 |
426-3 |
403-3 |
|
R3 |
421-3 |
414-7 |
400-1 |
|
R2 |
409-7 |
409-7 |
399-1 |
|
R1 |
403-3 |
403-3 |
398-0 |
400-7 |
PP |
398-3 |
398-3 |
398-3 |
397-0 |
S1 |
391-7 |
391-7 |
396-0 |
389-3 |
S2 |
386-7 |
386-7 |
394-7 |
|
S3 |
375-3 |
380-3 |
393-7 |
|
S4 |
363-7 |
368-7 |
390-5 |
|
|
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 |
390-4 |
22-6 |
5.7% |
10-6 |
2.7% |
29% |
False |
False |
108,064 |
10 |
413-2 |
379-0 |
34-2 |
8.6% |
10-0 |
2.5% |
53% |
False |
False |
113,931 |
20 |
421-0 |
379-0 |
42-0 |
10.6% |
10-2 |
2.6% |
43% |
False |
False |
110,531 |
40 |
424-4 |
377-4 |
47-0 |
11.8% |
11-1 |
2.8% |
41% |
False |
False |
84,127 |
60 |
424-4 |
335-4 |
89-0 |
22.4% |
10-6 |
2.7% |
69% |
False |
False |
64,778 |
80 |
424-4 |
319-4 |
105-0 |
26.4% |
10-3 |
2.6% |
74% |
False |
False |
53,159 |
100 |
424-4 |
319-4 |
105-0 |
26.4% |
10-0 |
2.5% |
74% |
False |
False |
45,058 |
120 |
424-4 |
319-4 |
105-0 |
26.4% |
9-4 |
2.4% |
74% |
False |
False |
39,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
453-5 |
2.618 |
434-7 |
1.618 |
423-3 |
1.000 |
416-2 |
0.618 |
411-7 |
HIGH |
404-6 |
0.618 |
400-3 |
0.500 |
399-0 |
0.382 |
397-5 |
LOW |
393-2 |
0.618 |
386-1 |
1.000 |
381-6 |
1.618 |
374-5 |
2.618 |
363-1 |
4.250 |
344-3 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
399-0 |
403-2 |
PP |
398-3 |
401-1 |
S1 |
397-5 |
399-1 |
|