CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 23-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
410-6 |
411-0 |
0-2 |
0.1% |
412-4 |
High |
412-0 |
415-4 |
3-4 |
0.8% |
424-0 |
Low |
404-4 |
411-0 |
6-4 |
1.6% |
403-0 |
Close |
409-2 |
415-2 |
6-0 |
1.5% |
408-4 |
Range |
7-4 |
4-4 |
-3-0 |
-40.0% |
21-0 |
ATR |
9-5 |
9-3 |
-0-2 |
-2.5% |
0-0 |
Volume |
18,435 |
6,446 |
-11,989 |
-65.0% |
73,899 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-3 |
425-7 |
417-6 |
|
R3 |
422-7 |
421-3 |
416-4 |
|
R2 |
418-3 |
418-3 |
416-1 |
|
R1 |
416-7 |
416-7 |
415-5 |
417-5 |
PP |
413-7 |
413-7 |
413-7 |
414-2 |
S1 |
412-3 |
412-3 |
414-7 |
413-1 |
S2 |
409-3 |
409-3 |
414-3 |
|
S3 |
404-7 |
407-7 |
414-0 |
|
S4 |
400-3 |
403-3 |
412-6 |
|
|
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 |
416-6 |
403-0 |
13-6 |
3.3% |
7-7 |
1.9% |
89% |
False |
False |
12,549 |
10 |
424-0 |
392-4 |
31-4 |
7.6% |
8-6 |
2.1% |
72% |
False |
False |
15,591 |
20 |
430-4 |
391-6 |
38-6 |
9.3% |
8-3 |
2.0% |
61% |
False |
False |
16,434 |
40 |
433-6 |
386-4 |
47-2 |
11.4% |
9-0 |
2.2% |
61% |
False |
False |
13,230 |
60 |
433-6 |
352-4 |
81-2 |
19.6% |
8-7 |
2.1% |
77% |
False |
False |
10,803 |
80 |
433-6 |
328-4 |
105-2 |
25.3% |
8-2 |
2.0% |
82% |
False |
False |
9,153 |
100 |
433-6 |
328-4 |
105-2 |
25.3% |
7-4 |
1.8% |
82% |
False |
False |
7,785 |
120 |
433-6 |
328-4 |
105-2 |
25.3% |
7-0 |
1.7% |
82% |
False |
False |
6,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
434-5 |
2.618 |
427-2 |
1.618 |
422-6 |
1.000 |
420-0 |
0.618 |
418-2 |
HIGH |
415-4 |
0.618 |
413-6 |
0.500 |
413-2 |
0.382 |
412-6 |
LOW |
411-0 |
0.618 |
408-2 |
1.000 |
406-4 |
1.618 |
403-6 |
2.618 |
399-2 |
4.250 |
391-7 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
414-5 |
413-6 |
PP |
413-7 |
412-1 |
S1 |
413-2 |
410-5 |
|