CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 18-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
404-0 |
400-0 |
-4-0 |
-1.0% |
402-0 |
High |
404-6 |
400-0 |
-4-6 |
-1.2% |
413-2 |
Low |
393-2 |
391-0 |
-2-2 |
-0.6% |
391-0 |
Close |
397-0 |
397-6 |
0-6 |
0.2% |
397-6 |
Range |
11-4 |
9-0 |
-2-4 |
-21.7% |
22-2 |
ATR |
11-4 |
11-2 |
-0-1 |
-1.5% |
0-0 |
Volume |
95,967 |
107,646 |
11,679 |
12.2% |
514,249 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-2 |
419-4 |
402-6 |
|
R3 |
414-2 |
410-4 |
400-2 |
|
R2 |
405-2 |
405-2 |
399-3 |
|
R1 |
401-4 |
401-4 |
398-5 |
398-7 |
PP |
396-2 |
396-2 |
396-2 |
395-0 |
S1 |
392-4 |
392-4 |
396-7 |
389-7 |
S2 |
387-2 |
387-2 |
396-1 |
|
S3 |
378-2 |
383-4 |
395-2 |
|
S4 |
369-2 |
374-4 |
392-6 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467-3 |
454-7 |
410-0 |
|
R3 |
445-1 |
432-5 |
403-7 |
|
R2 |
422-7 |
422-7 |
401-7 |
|
R1 |
410-3 |
410-3 |
399-6 |
405-4 |
PP |
400-5 |
400-5 |
400-5 |
398-2 |
S1 |
388-1 |
388-1 |
395-6 |
383-2 |
S2 |
378-3 |
378-3 |
393-5 |
|
S3 |
356-1 |
365-7 |
391-5 |
|
S4 |
333-7 |
343-5 |
385-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
413-2 |
391-0 |
22-2 |
5.6% |
9-4 |
2.4% |
30% |
False |
True |
102,849 |
10 |
413-2 |
379-0 |
34-2 |
8.6% |
9-6 |
2.5% |
55% |
False |
False |
112,218 |
20 |
421-0 |
379-0 |
42-0 |
10.6% |
10-2 |
2.6% |
45% |
False |
False |
111,993 |
40 |
424-4 |
377-4 |
47-0 |
11.8% |
11-1 |
2.8% |
43% |
False |
False |
85,523 |
60 |
424-4 |
342-2 |
82-2 |
20.7% |
10-6 |
2.7% |
67% |
False |
False |
66,264 |
80 |
424-4 |
319-4 |
105-0 |
26.4% |
10-3 |
2.6% |
75% |
False |
False |
54,358 |
100 |
424-4 |
319-4 |
105-0 |
26.4% |
10-1 |
2.5% |
75% |
False |
False |
45,969 |
120 |
424-4 |
319-4 |
105-0 |
26.4% |
9-5 |
2.4% |
75% |
False |
False |
40,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
438-2 |
2.618 |
423-4 |
1.618 |
414-4 |
1.000 |
409-0 |
0.618 |
405-4 |
HIGH |
400-0 |
0.618 |
396-4 |
0.500 |
395-4 |
0.382 |
394-4 |
LOW |
391-0 |
0.618 |
385-4 |
1.000 |
382-0 |
1.618 |
376-4 |
2.618 |
367-4 |
4.250 |
352-6 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
397-0 |
402-1 |
PP |
396-2 |
400-5 |
S1 |
395-4 |
399-2 |
|