CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
401-0 |
407-6 |
6-6 |
1.7% |
402-0 |
High |
405-0 |
408-6 |
3-6 |
0.9% |
413-2 |
Low |
400-4 |
405-2 |
4-6 |
1.2% |
391-0 |
Close |
404-6 |
408-4 |
3-6 |
0.9% |
397-6 |
Range |
4-4 |
3-4 |
-1-0 |
-22.2% |
22-2 |
ATR |
10-6 |
10-2 |
-0-4 |
-4.5% |
0-0 |
Volume |
63,153 |
47,989 |
-15,164 |
-24.0% |
514,249 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
418-0 |
416-6 |
410-3 |
|
R3 |
414-4 |
413-2 |
409-4 |
|
R2 |
411-0 |
411-0 |
409-1 |
|
R1 |
409-6 |
409-6 |
408-7 |
410-3 |
PP |
407-4 |
407-4 |
407-4 |
407-6 |
S1 |
406-2 |
406-2 |
408-1 |
406-7 |
S2 |
404-0 |
404-0 |
407-7 |
|
S3 |
400-4 |
402-6 |
407-4 |
|
S4 |
397-0 |
399-2 |
406-5 |
|
|
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 |
408-6 |
391-0 |
17-6 |
4.3% |
7-3 |
1.8% |
99% |
True |
False |
77,635 |
10 |
413-2 |
380-4 |
32-6 |
8.0% |
9-4 |
2.3% |
85% |
False |
False |
95,096 |
20 |
421-0 |
379-0 |
42-0 |
10.3% |
9-4 |
2.3% |
70% |
False |
False |
110,939 |
40 |
424-4 |
377-4 |
47-0 |
11.5% |
10-3 |
2.5% |
66% |
False |
False |
87,376 |
60 |
424-4 |
343-4 |
81-0 |
19.8% |
10-4 |
2.6% |
80% |
False |
False |
68,107 |
80 |
424-4 |
319-4 |
105-0 |
25.7% |
10-2 |
2.5% |
85% |
False |
False |
56,194 |
100 |
424-4 |
319-4 |
105-0 |
25.7% |
9-7 |
2.4% |
85% |
False |
False |
47,604 |
120 |
424-4 |
319-4 |
105-0 |
25.7% |
9-5 |
2.4% |
85% |
False |
False |
41,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
423-5 |
2.618 |
417-7 |
1.618 |
414-3 |
1.000 |
412-2 |
0.618 |
410-7 |
HIGH |
408-6 |
0.618 |
407-3 |
0.500 |
407-0 |
0.382 |
406-5 |
LOW |
405-2 |
0.618 |
403-1 |
1.000 |
401-6 |
1.618 |
399-5 |
2.618 |
396-1 |
4.250 |
390-3 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
408-0 |
406-0 |
PP |
407-4 |
403-5 |
S1 |
407-0 |
401-1 |
|