CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
395-4 |
398-0 |
2-4 |
0.6% |
422-4 |
| High |
397-2 |
398-2 |
1-0 |
0.3% |
430-4 |
| Low |
394-0 |
391-6 |
-2-2 |
-0.6% |
398-6 |
| Close |
396-0 |
394-4 |
-1-4 |
-0.4% |
399-0 |
| Range |
3-2 |
6-4 |
3-2 |
100.0% |
31-6 |
| ATR |
9-7 |
9-5 |
-0-2 |
-2.4% |
0-0 |
| Volume |
27,450 |
14,761 |
-12,689 |
-46.2% |
69,639 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414-3 |
410-7 |
398-1 |
|
| R3 |
407-7 |
404-3 |
396-2 |
|
| R2 |
401-3 |
401-3 |
395-6 |
|
| R1 |
397-7 |
397-7 |
395-1 |
396-3 |
| PP |
394-7 |
394-7 |
394-7 |
394-0 |
| S1 |
391-3 |
391-3 |
393-7 |
389-7 |
| S2 |
388-3 |
388-3 |
393-2 |
|
| S3 |
381-7 |
384-7 |
392-6 |
|
| S4 |
375-3 |
378-3 |
390-7 |
|
|
| 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 |
415-4 |
391-6 |
23-6 |
6.0% |
6-2 |
1.6% |
12% |
False |
True |
17,287 |
| 10 |
430-4 |
391-6 |
38-6 |
9.8% |
8-0 |
2.0% |
7% |
False |
True |
17,277 |
| 20 |
433-6 |
391-6 |
42-0 |
10.6% |
8-0 |
2.0% |
7% |
False |
True |
14,002 |
| 40 |
433-6 |
386-4 |
47-2 |
12.0% |
9-0 |
2.3% |
17% |
False |
False |
10,844 |
| 60 |
433-6 |
333-4 |
100-2 |
25.4% |
8-7 |
2.3% |
61% |
False |
False |
8,957 |
| 80 |
433-6 |
328-4 |
105-2 |
26.7% |
7-6 |
2.0% |
63% |
False |
False |
7,475 |
| 100 |
433-6 |
328-4 |
105-2 |
26.7% |
7-1 |
1.8% |
63% |
False |
False |
6,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
425-7 |
|
2.618 |
415-2 |
|
1.618 |
408-6 |
|
1.000 |
404-6 |
|
0.618 |
402-2 |
|
HIGH |
398-2 |
|
0.618 |
395-6 |
|
0.500 |
395-0 |
|
0.382 |
394-2 |
|
LOW |
391-6 |
|
0.618 |
387-6 |
|
1.000 |
385-2 |
|
1.618 |
381-2 |
|
2.618 |
374-6 |
|
4.250 |
364-1 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
395-0 |
395-5 |
| PP |
394-7 |
395-2 |
| S1 |
394-5 |
394-7 |
|