CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
396-6 |
395-4 |
-1-2 |
-0.3% |
422-4 |
High |
399-4 |
397-2 |
-2-2 |
-0.6% |
430-4 |
Low |
394-0 |
394-0 |
0-0 |
0.0% |
398-6 |
Close |
394-6 |
396-0 |
1-2 |
0.3% |
399-0 |
Range |
5-4 |
3-2 |
-2-2 |
-40.9% |
31-6 |
ATR |
10-3 |
9-7 |
-0-4 |
-4.9% |
0-0 |
Volume |
17,872 |
27,450 |
9,578 |
53.6% |
69,639 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-4 |
404-0 |
397-6 |
|
R3 |
402-2 |
400-6 |
396-7 |
|
R2 |
399-0 |
399-0 |
396-5 |
|
R1 |
397-4 |
397-4 |
396-2 |
398-2 |
PP |
395-6 |
395-6 |
395-6 |
396-1 |
S1 |
394-2 |
394-2 |
395-6 |
395-0 |
S2 |
392-4 |
392-4 |
395-3 |
|
S3 |
389-2 |
391-0 |
395-1 |
|
S4 |
386-0 |
387-6 |
394-2 |
|
|
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 |
421-2 |
394-0 |
27-2 |
6.9% |
6-1 |
1.5% |
7% |
False |
True |
16,450 |
10 |
430-4 |
394-0 |
36-4 |
9.2% |
8-0 |
2.0% |
5% |
False |
True |
16,660 |
20 |
433-6 |
394-0 |
39-6 |
10.0% |
8-4 |
2.1% |
5% |
False |
True |
13,985 |
40 |
433-6 |
386-4 |
47-2 |
11.9% |
9-1 |
2.3% |
20% |
False |
False |
10,650 |
60 |
433-6 |
333-4 |
100-2 |
25.3% |
8-7 |
2.2% |
62% |
False |
False |
8,747 |
80 |
433-6 |
328-4 |
105-2 |
26.6% |
7-7 |
2.0% |
64% |
False |
False |
7,321 |
100 |
433-6 |
328-4 |
105-2 |
26.6% |
7-0 |
1.8% |
64% |
False |
False |
6,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
411-0 |
2.618 |
405-6 |
1.618 |
402-4 |
1.000 |
400-4 |
0.618 |
399-2 |
HIGH |
397-2 |
0.618 |
396-0 |
0.500 |
395-5 |
0.382 |
395-2 |
LOW |
394-0 |
0.618 |
392-0 |
1.000 |
390-6 |
1.618 |
388-6 |
2.618 |
385-4 |
4.250 |
380-2 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
395-7 |
402-0 |
PP |
395-6 |
400-0 |
S1 |
395-5 |
398-0 |
|