CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 30-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
415-4 |
415-0 |
-0-4 |
-0.1% |
400-0 |
High |
417-6 |
418-0 |
0-2 |
0.1% |
408-6 |
Low |
413-4 |
406-0 |
-7-4 |
-1.8% |
393-4 |
Close |
417-0 |
413-6 |
-3-2 |
-0.8% |
408-4 |
Range |
4-2 |
12-0 |
7-6 |
182.4% |
15-2 |
ATR |
9-6 |
10-0 |
0-1 |
1.6% |
0-0 |
Volume |
75,665 |
68,013 |
-7,652 |
-10.1% |
184,563 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
448-5 |
443-1 |
420-3 |
|
R3 |
436-5 |
431-1 |
417-0 |
|
R2 |
424-5 |
424-5 |
416-0 |
|
R1 |
419-1 |
419-1 |
414-7 |
415-7 |
PP |
412-5 |
412-5 |
412-5 |
411-0 |
S1 |
407-1 |
407-1 |
412-5 |
403-7 |
S2 |
400-5 |
400-5 |
411-4 |
|
S3 |
388-5 |
395-1 |
410-4 |
|
S4 |
376-5 |
383-1 |
407-1 |
|
|
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 |
400-4 |
18-0 |
4.4% |
5-7 |
1.4% |
74% |
False |
False |
55,730 |
10 |
418-4 |
391-0 |
27-4 |
6.6% |
7-6 |
1.9% |
83% |
False |
False |
73,799 |
20 |
421-0 |
379-0 |
42-0 |
10.2% |
8-4 |
2.1% |
83% |
False |
False |
99,350 |
40 |
424-4 |
379-0 |
45-4 |
11.0% |
10-2 |
2.5% |
76% |
False |
False |
88,688 |
60 |
424-4 |
343-4 |
81-0 |
19.6% |
10-4 |
2.5% |
87% |
False |
False |
70,088 |
80 |
424-4 |
319-4 |
105-0 |
25.4% |
10-2 |
2.5% |
90% |
False |
False |
57,275 |
100 |
424-4 |
319-4 |
105-0 |
25.4% |
9-7 |
2.4% |
90% |
False |
False |
48,945 |
120 |
424-4 |
319-4 |
105-0 |
25.4% |
9-5 |
2.3% |
90% |
False |
False |
42,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
469-0 |
2.618 |
449-3 |
1.618 |
437-3 |
1.000 |
430-0 |
0.618 |
425-3 |
HIGH |
418-0 |
0.618 |
413-3 |
0.500 |
412-0 |
0.382 |
410-5 |
LOW |
406-0 |
0.618 |
398-5 |
1.000 |
394-0 |
1.618 |
386-5 |
2.618 |
374-5 |
4.250 |
355-0 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
413-1 |
413-2 |
PP |
412-5 |
412-6 |
S1 |
412-0 |
412-2 |
|