CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 28-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
407-6 |
415-4 |
7-6 |
1.9% |
400-0 |
High |
408-6 |
418-4 |
9-6 |
2.4% |
408-6 |
Low |
405-2 |
413-2 |
8-0 |
2.0% |
393-4 |
Close |
408-4 |
416-0 |
7-4 |
1.8% |
408-4 |
Range |
3-4 |
5-2 |
1-6 |
50.0% |
15-2 |
ATR |
10-2 |
10-2 |
0-0 |
-0.2% |
0-0 |
Volume |
47,989 |
23,834 |
-24,155 |
-50.3% |
184,563 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
431-5 |
429-1 |
418-7 |
|
R3 |
426-3 |
423-7 |
417-4 |
|
R2 |
421-1 |
421-1 |
417-0 |
|
R1 |
418-5 |
418-5 |
416-4 |
419-7 |
PP |
415-7 |
415-7 |
415-7 |
416-4 |
S1 |
413-3 |
413-3 |
415-4 |
414-5 |
S2 |
410-5 |
410-5 |
415-0 |
|
S3 |
405-3 |
408-1 |
414-4 |
|
S4 |
400-1 |
402-7 |
413-1 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
449-3 |
444-1 |
416-7 |
|
R3 |
434-1 |
428-7 |
412-6 |
|
R2 |
418-7 |
418-7 |
411-2 |
|
R1 |
413-5 |
413-5 |
409-7 |
416-2 |
PP |
403-5 |
403-5 |
403-5 |
404-7 |
S1 |
398-3 |
398-3 |
407-1 |
401-0 |
S2 |
388-3 |
388-3 |
405-6 |
|
S3 |
373-1 |
383-1 |
404-2 |
|
S4 |
357-7 |
367-7 |
400-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
418-4 |
391-0 |
27-4 |
6.6% |
6-1 |
1.5% |
91% |
True |
False |
63,208 |
10 |
418-4 |
390-4 |
28-0 |
6.7% |
8-4 |
2.0% |
91% |
True |
False |
85,636 |
20 |
421-0 |
379-0 |
42-0 |
10.1% |
9-2 |
2.2% |
88% |
False |
False |
106,146 |
40 |
424-4 |
377-4 |
47-0 |
11.3% |
10-2 |
2.5% |
82% |
False |
False |
87,031 |
60 |
424-4 |
343-4 |
81-0 |
19.5% |
10-4 |
2.5% |
90% |
False |
False |
68,170 |
80 |
424-4 |
319-4 |
105-0 |
25.2% |
10-2 |
2.5% |
92% |
False |
False |
56,026 |
100 |
424-4 |
319-4 |
105-0 |
25.2% |
9-7 |
2.4% |
92% |
False |
False |
47,717 |
120 |
424-4 |
319-4 |
105-0 |
25.2% |
9-4 |
2.3% |
92% |
False |
False |
41,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
440-6 |
2.618 |
432-2 |
1.618 |
427-0 |
1.000 |
423-6 |
0.618 |
421-6 |
HIGH |
418-4 |
0.618 |
416-4 |
0.500 |
415-7 |
0.382 |
415-2 |
LOW |
413-2 |
0.618 |
410-0 |
1.000 |
408-0 |
1.618 |
404-6 |
2.618 |
399-4 |
4.250 |
391-0 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
416-0 |
413-7 |
PP |
415-7 |
411-5 |
S1 |
415-7 |
409-4 |
|