CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
398-0 |
392-4 |
-5-4 |
-1.4% |
422-4 |
High |
398-2 |
405-2 |
7-0 |
1.8% |
430-4 |
Low |
391-6 |
392-4 |
0-6 |
0.2% |
398-6 |
Close |
394-4 |
404-0 |
9-4 |
2.4% |
399-0 |
Range |
6-4 |
12-6 |
6-2 |
96.2% |
31-6 |
ATR |
9-5 |
9-7 |
0-2 |
2.4% |
0-0 |
Volume |
14,761 |
17,675 |
2,914 |
19.7% |
69,639 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438-7 |
434-1 |
411-0 |
|
R3 |
426-1 |
421-3 |
407-4 |
|
R2 |
413-3 |
413-3 |
406-3 |
|
R1 |
408-5 |
408-5 |
405-1 |
411-0 |
PP |
400-5 |
400-5 |
400-5 |
401-6 |
S1 |
395-7 |
395-7 |
402-7 |
398-2 |
S2 |
387-7 |
387-7 |
401-5 |
|
S3 |
375-1 |
383-1 |
400-4 |
|
S4 |
362-3 |
370-3 |
397-0 |
|
|
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 |
410-0 |
391-6 |
18-2 |
4.5% |
7-7 |
1.9% |
67% |
False |
False |
18,590 |
10 |
430-4 |
391-6 |
38-6 |
9.6% |
8-1 |
2.0% |
32% |
False |
False |
16,634 |
20 |
433-6 |
391-6 |
42-0 |
10.4% |
8-1 |
2.0% |
29% |
False |
False |
13,735 |
40 |
433-6 |
386-4 |
47-2 |
11.7% |
9-2 |
2.3% |
37% |
False |
False |
10,998 |
60 |
433-6 |
333-4 |
100-2 |
24.8% |
8-7 |
2.2% |
70% |
False |
False |
9,110 |
80 |
433-6 |
328-4 |
105-2 |
26.1% |
8-0 |
2.0% |
72% |
False |
False |
7,666 |
100 |
433-6 |
328-4 |
105-2 |
26.1% |
7-2 |
1.8% |
72% |
False |
False |
6,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
459-4 |
2.618 |
438-5 |
1.618 |
425-7 |
1.000 |
418-0 |
0.618 |
413-1 |
HIGH |
405-2 |
0.618 |
400-3 |
0.500 |
398-7 |
0.382 |
397-3 |
LOW |
392-4 |
0.618 |
384-5 |
1.000 |
379-6 |
1.618 |
371-7 |
2.618 |
359-1 |
4.250 |
338-2 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
402-2 |
402-1 |
PP |
400-5 |
400-3 |
S1 |
398-7 |
398-4 |
|