CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
422-0 |
414-0 |
-8-0 |
-1.9% |
396-6 |
High |
424-0 |
415-0 |
-9-0 |
-2.1% |
417-0 |
Low |
414-4 |
404-4 |
-10-0 |
-2.4% |
391-6 |
Close |
421-0 |
407-6 |
-13-2 |
-3.1% |
415-4 |
Range |
9-4 |
10-4 |
1-0 |
10.5% |
25-2 |
ATR |
9-4 |
10-0 |
0-4 |
5.2% |
0-0 |
Volume |
16,935 |
14,148 |
-2,787 |
-16.5% |
105,408 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
440-5 |
434-5 |
413-4 |
|
R3 |
430-1 |
424-1 |
410-5 |
|
R2 |
419-5 |
419-5 |
409-5 |
|
R1 |
413-5 |
413-5 |
408-6 |
411-3 |
PP |
409-1 |
409-1 |
409-1 |
408-0 |
S1 |
403-1 |
403-1 |
406-6 |
400-7 |
S2 |
398-5 |
398-5 |
405-7 |
|
S3 |
388-1 |
392-5 |
404-7 |
|
S4 |
377-5 |
382-1 |
402-0 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
483-7 |
474-7 |
429-3 |
|
R3 |
458-5 |
449-5 |
422-4 |
|
R2 |
433-3 |
433-3 |
420-1 |
|
R1 |
424-3 |
424-3 |
417-7 |
428-7 |
PP |
408-1 |
408-1 |
408-1 |
410-2 |
S1 |
399-1 |
399-1 |
413-1 |
403-5 |
S2 |
382-7 |
382-7 |
410-7 |
|
S3 |
357-5 |
373-7 |
408-4 |
|
S4 |
332-3 |
348-5 |
401-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
424-0 |
402-4 |
21-4 |
5.3% |
9-2 |
2.3% |
24% |
False |
False |
17,927 |
10 |
424-0 |
391-6 |
32-2 |
7.9% |
8-4 |
2.1% |
50% |
False |
False |
18,258 |
20 |
430-4 |
391-6 |
38-6 |
9.5% |
8-3 |
2.0% |
41% |
False |
False |
15,638 |
40 |
433-6 |
386-4 |
47-2 |
11.6% |
9-3 |
2.3% |
45% |
False |
False |
12,746 |
60 |
433-6 |
345-4 |
88-2 |
21.6% |
8-7 |
2.2% |
71% |
False |
False |
10,346 |
80 |
433-6 |
328-4 |
105-2 |
25.8% |
8-1 |
2.0% |
75% |
False |
False |
8,661 |
100 |
433-6 |
328-4 |
105-2 |
25.8% |
7-4 |
1.8% |
75% |
False |
False |
7,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
459-5 |
2.618 |
442-4 |
1.618 |
432-0 |
1.000 |
425-4 |
0.618 |
421-4 |
HIGH |
415-0 |
0.618 |
411-0 |
0.500 |
409-6 |
0.382 |
408-4 |
LOW |
404-4 |
0.618 |
398-0 |
1.000 |
394-0 |
1.618 |
387-4 |
2.618 |
377-0 |
4.250 |
359-7 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
409-6 |
414-2 |
PP |
409-1 |
412-1 |
S1 |
408-3 |
409-7 |
|