CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
409-6 |
396-6 |
-13-0 |
-3.2% |
422-4 |
High |
410-0 |
399-4 |
-10-4 |
-2.6% |
430-4 |
Low |
398-6 |
394-0 |
-4-6 |
-1.2% |
398-6 |
Close |
399-0 |
394-6 |
-4-2 |
-1.1% |
399-0 |
Range |
11-2 |
5-4 |
-5-6 |
-51.1% |
31-6 |
ATR |
10-6 |
10-3 |
-0-3 |
-3.5% |
0-0 |
Volume |
15,193 |
17,872 |
2,679 |
17.6% |
69,639 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
412-5 |
409-1 |
397-6 |
|
R3 |
407-1 |
403-5 |
396-2 |
|
R2 |
401-5 |
401-5 |
395-6 |
|
R1 |
398-1 |
398-1 |
395-2 |
397-1 |
PP |
396-1 |
396-1 |
396-1 |
395-4 |
S1 |
392-5 |
392-5 |
394-2 |
391-5 |
S2 |
390-5 |
390-5 |
393-6 |
|
S3 |
385-1 |
387-1 |
393-2 |
|
S4 |
379-5 |
381-5 |
391-6 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
504-5 |
483-5 |
416-4 |
|
R3 |
472-7 |
451-7 |
407-6 |
|
R2 |
441-1 |
441-1 |
404-7 |
|
R1 |
420-1 |
420-1 |
401-7 |
414-6 |
PP |
409-3 |
409-3 |
409-3 |
406-6 |
S1 |
388-3 |
388-3 |
396-1 |
383-0 |
S2 |
377-5 |
377-5 |
393-1 |
|
S3 |
345-7 |
356-5 |
390-2 |
|
S4 |
314-1 |
324-7 |
381-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
430-4 |
394-0 |
36-4 |
9.2% |
6-7 |
1.7% |
2% |
False |
True |
14,185 |
10 |
430-4 |
394-0 |
36-4 |
9.2% |
8-7 |
2.2% |
2% |
False |
True |
14,577 |
20 |
433-6 |
393-4 |
40-2 |
10.2% |
9-2 |
2.3% |
3% |
False |
False |
13,144 |
40 |
433-6 |
386-4 |
47-2 |
12.0% |
9-2 |
2.3% |
17% |
False |
False |
10,065 |
60 |
433-6 |
333-4 |
100-2 |
25.4% |
8-7 |
2.2% |
61% |
False |
False |
8,343 |
80 |
433-6 |
328-4 |
105-2 |
26.7% |
7-6 |
2.0% |
63% |
False |
False |
7,005 |
100 |
433-6 |
328-4 |
105-2 |
26.7% |
7-1 |
1.8% |
63% |
False |
False |
6,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
422-7 |
2.618 |
413-7 |
1.618 |
408-3 |
1.000 |
405-0 |
0.618 |
402-7 |
HIGH |
399-4 |
0.618 |
397-3 |
0.500 |
396-6 |
0.382 |
396-1 |
LOW |
394-0 |
0.618 |
390-5 |
1.000 |
388-4 |
1.618 |
385-1 |
2.618 |
379-5 |
4.250 |
370-5 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
396-6 |
404-6 |
PP |
396-1 |
401-3 |
S1 |
395-3 |
398-1 |
|