CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 23-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
400-0 |
401-0 |
1-0 |
0.3% |
402-0 |
High |
402-0 |
405-0 |
3-0 |
0.7% |
413-2 |
Low |
393-4 |
400-4 |
7-0 |
1.8% |
391-0 |
Close |
398-6 |
404-6 |
6-0 |
1.5% |
397-6 |
Range |
8-4 |
4-4 |
-4-0 |
-47.1% |
22-2 |
ATR |
11-1 |
10-6 |
-0-3 |
-3.1% |
0-0 |
Volume |
73,421 |
63,153 |
-10,268 |
-14.0% |
514,249 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
416-7 |
415-3 |
407-2 |
|
R3 |
412-3 |
410-7 |
406-0 |
|
R2 |
407-7 |
407-7 |
405-5 |
|
R1 |
406-3 |
406-3 |
405-1 |
407-1 |
PP |
403-3 |
403-3 |
403-3 |
403-6 |
S1 |
401-7 |
401-7 |
404-3 |
402-5 |
S2 |
398-7 |
398-7 |
403-7 |
|
S3 |
394-3 |
397-3 |
403-4 |
|
S4 |
389-7 |
392-7 |
402-2 |
|
|
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 |
5.5% |
8-5 |
2.1% |
62% |
False |
False |
85,574 |
10 |
413-2 |
379-0 |
34-2 |
8.5% |
10-0 |
2.5% |
75% |
False |
False |
100,164 |
20 |
421-0 |
379-0 |
42-0 |
10.4% |
9-6 |
2.4% |
61% |
False |
False |
113,225 |
40 |
424-4 |
377-4 |
47-0 |
11.6% |
10-4 |
2.6% |
58% |
False |
False |
87,118 |
60 |
424-4 |
343-4 |
81-0 |
20.0% |
10-5 |
2.6% |
76% |
False |
False |
67,611 |
80 |
424-4 |
319-4 |
105-0 |
25.9% |
10-3 |
2.6% |
81% |
False |
False |
55,728 |
100 |
424-4 |
319-4 |
105-0 |
25.9% |
10-0 |
2.5% |
81% |
False |
False |
47,189 |
120 |
424-4 |
319-4 |
105-0 |
25.9% |
9-5 |
2.4% |
81% |
False |
False |
41,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
424-1 |
2.618 |
416-6 |
1.618 |
412-2 |
1.000 |
409-4 |
0.618 |
407-6 |
HIGH |
405-0 |
0.618 |
403-2 |
0.500 |
402-6 |
0.382 |
402-2 |
LOW |
400-4 |
0.618 |
397-6 |
1.000 |
396-0 |
1.618 |
393-2 |
2.618 |
388-6 |
4.250 |
381-3 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
404-1 |
402-4 |
PP |
403-3 |
400-2 |
S1 |
402-6 |
398-0 |
|