CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
415-0 |
416-0 |
1-0 |
0.2% |
400-0 |
High |
418-0 |
417-4 |
-0-4 |
-0.1% |
408-6 |
Low |
406-0 |
413-6 |
7-6 |
1.9% |
393-4 |
Close |
413-6 |
414-4 |
0-6 |
0.2% |
408-4 |
Range |
12-0 |
3-6 |
-8-2 |
-68.8% |
15-2 |
ATR |
10-0 |
9-4 |
-0-4 |
-4.5% |
0-0 |
Volume |
68,013 |
81,483 |
13,470 |
19.8% |
184,563 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
426-4 |
424-2 |
416-4 |
|
R3 |
422-6 |
420-4 |
415-4 |
|
R2 |
419-0 |
419-0 |
415-2 |
|
R1 |
416-6 |
416-6 |
414-7 |
416-0 |
PP |
415-2 |
415-2 |
415-2 |
414-7 |
S1 |
413-0 |
413-0 |
414-1 |
412-2 |
S2 |
411-4 |
411-4 |
413-6 |
|
S3 |
407-6 |
409-2 |
413-4 |
|
S4 |
404-0 |
405-4 |
412-4 |
|
|
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 |
405-2 |
13-2 |
3.2% |
5-6 |
1.4% |
70% |
False |
False |
59,396 |
10 |
418-4 |
391-0 |
27-4 |
6.6% |
7-2 |
1.7% |
85% |
False |
False |
72,485 |
20 |
418-4 |
379-0 |
39-4 |
9.5% |
8-2 |
2.0% |
90% |
False |
False |
95,929 |
40 |
424-4 |
379-0 |
45-4 |
11.0% |
9-7 |
2.4% |
78% |
False |
False |
89,548 |
60 |
424-4 |
367-0 |
57-4 |
13.9% |
10-2 |
2.5% |
83% |
False |
False |
71,120 |
80 |
424-4 |
319-4 |
105-0 |
25.3% |
10-2 |
2.5% |
90% |
False |
False |
58,035 |
100 |
424-4 |
319-4 |
105-0 |
25.3% |
9-6 |
2.3% |
90% |
False |
False |
49,631 |
120 |
424-4 |
319-4 |
105-0 |
25.3% |
9-5 |
2.3% |
90% |
False |
False |
43,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
433-4 |
2.618 |
427-3 |
1.618 |
423-5 |
1.000 |
421-2 |
0.618 |
419-7 |
HIGH |
417-4 |
0.618 |
416-1 |
0.500 |
415-5 |
0.382 |
415-1 |
LOW |
413-6 |
0.618 |
411-3 |
1.000 |
410-0 |
1.618 |
407-5 |
2.618 |
403-7 |
4.250 |
397-6 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
415-5 |
413-5 |
PP |
415-2 |
412-7 |
S1 |
414-7 |
412-0 |
|