CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
400-0 |
400-0 |
0-0 |
0.0% |
402-0 |
| High |
400-0 |
402-0 |
2-0 |
0.5% |
413-2 |
| Low |
391-0 |
393-4 |
2-4 |
0.6% |
391-0 |
| Close |
397-6 |
398-6 |
1-0 |
0.3% |
397-6 |
| Range |
9-0 |
8-4 |
-0-4 |
-5.6% |
22-2 |
| ATR |
11-2 |
11-1 |
-0-2 |
-1.8% |
0-0 |
| Volume |
107,646 |
73,421 |
-34,225 |
-31.8% |
514,249 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
423-5 |
419-5 |
403-3 |
|
| R3 |
415-1 |
411-1 |
401-1 |
|
| R2 |
406-5 |
406-5 |
400-2 |
|
| R1 |
402-5 |
402-5 |
399-4 |
400-3 |
| PP |
398-1 |
398-1 |
398-1 |
397-0 |
| S1 |
394-1 |
394-1 |
398-0 |
391-7 |
| S2 |
389-5 |
389-5 |
397-2 |
|
| S3 |
381-1 |
385-5 |
396-3 |
|
| S4 |
372-5 |
377-1 |
394-1 |
|
|
| 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% |
35% |
False |
False |
91,868 |
| 10 |
413-2 |
379-0 |
34-2 |
8.6% |
10-0 |
2.5% |
58% |
False |
False |
105,632 |
| 20 |
421-0 |
379-0 |
42-0 |
10.5% |
10-3 |
2.6% |
47% |
False |
False |
113,020 |
| 40 |
424-4 |
377-4 |
47-0 |
11.8% |
10-7 |
2.7% |
45% |
False |
False |
86,494 |
| 60 |
424-4 |
343-4 |
81-0 |
20.3% |
10-5 |
2.7% |
68% |
False |
False |
67,199 |
| 80 |
424-4 |
319-4 |
105-0 |
26.3% |
10-3 |
2.6% |
75% |
False |
False |
55,075 |
| 100 |
424-4 |
319-4 |
105-0 |
26.3% |
10-1 |
2.5% |
75% |
False |
False |
46,638 |
| 120 |
424-4 |
319-4 |
105-0 |
26.3% |
9-5 |
2.4% |
75% |
False |
False |
40,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
438-1 |
|
2.618 |
424-2 |
|
1.618 |
415-6 |
|
1.000 |
410-4 |
|
0.618 |
407-2 |
|
HIGH |
402-0 |
|
0.618 |
398-6 |
|
0.500 |
397-6 |
|
0.382 |
396-6 |
|
LOW |
393-4 |
|
0.618 |
388-2 |
|
1.000 |
385-0 |
|
1.618 |
379-6 |
|
2.618 |
371-2 |
|
4.250 |
357-3 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
398-3 |
398-4 |
| PP |
398-1 |
398-1 |
| S1 |
397-6 |
397-7 |
|