CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 22-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
407-4 |
410-6 |
3-2 |
0.8% |
412-4 |
High |
416-6 |
412-0 |
-4-6 |
-1.1% |
424-0 |
Low |
407-4 |
404-4 |
-3-0 |
-0.7% |
403-0 |
Close |
410-6 |
409-2 |
-1-4 |
-0.4% |
408-4 |
Range |
9-2 |
7-4 |
-1-6 |
-18.9% |
21-0 |
ATR |
9-7 |
9-5 |
-0-1 |
-1.7% |
0-0 |
Volume |
11,807 |
18,435 |
6,628 |
56.1% |
73,899 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
431-1 |
427-5 |
413-3 |
|
R3 |
423-5 |
420-1 |
411-2 |
|
R2 |
416-1 |
416-1 |
410-5 |
|
R1 |
412-5 |
412-5 |
410-0 |
410-5 |
PP |
408-5 |
408-5 |
408-5 |
407-4 |
S1 |
405-1 |
405-1 |
408-4 |
403-1 |
S2 |
401-1 |
401-1 |
407-7 |
|
S3 |
393-5 |
397-5 |
407-2 |
|
S4 |
386-1 |
390-1 |
405-1 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474-7 |
462-5 |
420-0 |
|
R3 |
453-7 |
441-5 |
414-2 |
|
R2 |
432-7 |
432-7 |
412-3 |
|
R1 |
420-5 |
420-5 |
410-3 |
416-2 |
PP |
411-7 |
411-7 |
411-7 |
409-5 |
S1 |
399-5 |
399-5 |
406-5 |
395-2 |
S2 |
390-7 |
390-7 |
404-5 |
|
S3 |
369-7 |
378-5 |
402-6 |
|
S4 |
348-7 |
357-5 |
397-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
424-0 |
403-0 |
21-0 |
5.1% |
8-7 |
2.2% |
30% |
False |
False |
14,647 |
10 |
424-0 |
391-6 |
32-2 |
7.9% |
9-0 |
2.2% |
54% |
False |
False |
16,422 |
20 |
430-4 |
391-6 |
38-6 |
9.5% |
8-4 |
2.1% |
45% |
False |
False |
16,541 |
40 |
433-6 |
386-4 |
47-2 |
11.5% |
9-0 |
2.2% |
48% |
False |
False |
13,233 |
60 |
433-6 |
352-4 |
81-2 |
19.9% |
9-0 |
2.2% |
70% |
False |
False |
10,781 |
80 |
433-6 |
328-4 |
105-2 |
25.7% |
8-2 |
2.0% |
77% |
False |
False |
9,108 |
100 |
433-6 |
328-4 |
105-2 |
25.7% |
7-5 |
1.9% |
77% |
False |
False |
7,733 |
120 |
433-6 |
328-4 |
105-2 |
25.7% |
7-0 |
1.7% |
77% |
False |
False |
6,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
443-7 |
2.618 |
431-5 |
1.618 |
424-1 |
1.000 |
419-4 |
0.618 |
416-5 |
HIGH |
412-0 |
0.618 |
409-1 |
0.500 |
408-2 |
0.382 |
407-3 |
LOW |
404-4 |
0.618 |
399-7 |
1.000 |
397-0 |
1.618 |
392-3 |
2.618 |
384-7 |
4.250 |
372-5 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
408-7 |
409-7 |
PP |
408-5 |
409-5 |
S1 |
408-2 |
409-4 |
|