CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
411-0 |
418-2 |
7-2 |
1.8% |
412-4 |
High |
415-4 |
418-6 |
3-2 |
0.8% |
424-0 |
Low |
411-0 |
416-4 |
5-4 |
1.3% |
403-0 |
Close |
415-2 |
418-6 |
3-4 |
0.8% |
408-4 |
Range |
4-4 |
2-2 |
-2-2 |
-50.0% |
21-0 |
ATR |
9-3 |
9-0 |
-0-3 |
-4.5% |
0-0 |
Volume |
6,446 |
6,222 |
-224 |
-3.5% |
73,899 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
424-6 |
424-0 |
420-0 |
|
R3 |
422-4 |
421-6 |
419-3 |
|
R2 |
420-2 |
420-2 |
419-1 |
|
R1 |
419-4 |
419-4 |
419-0 |
419-7 |
PP |
418-0 |
418-0 |
418-0 |
418-2 |
S1 |
417-2 |
417-2 |
418-4 |
417-5 |
S2 |
415-6 |
415-6 |
418-3 |
|
S3 |
413-4 |
415-0 |
418-1 |
|
S4 |
411-2 |
412-6 |
417-4 |
|
|
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 |
418-6 |
403-0 |
15-6 |
3.8% |
6-2 |
1.5% |
100% |
True |
False |
10,964 |
10 |
424-0 |
402-4 |
21-4 |
5.1% |
7-6 |
1.8% |
76% |
False |
False |
14,445 |
20 |
430-4 |
391-6 |
38-6 |
9.3% |
7-7 |
1.9% |
70% |
False |
False |
15,539 |
40 |
433-6 |
386-4 |
47-2 |
11.3% |
8-7 |
2.1% |
68% |
False |
False |
13,263 |
60 |
433-6 |
352-4 |
81-2 |
19.4% |
8-7 |
2.1% |
82% |
False |
False |
10,827 |
80 |
433-6 |
328-4 |
105-2 |
25.1% |
8-2 |
2.0% |
86% |
False |
False |
9,146 |
100 |
433-6 |
328-4 |
105-2 |
25.1% |
7-4 |
1.8% |
86% |
False |
False |
7,813 |
120 |
433-6 |
328-4 |
105-2 |
25.1% |
6-7 |
1.7% |
86% |
False |
False |
6,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
428-2 |
2.618 |
424-5 |
1.618 |
422-3 |
1.000 |
421-0 |
0.618 |
420-1 |
HIGH |
418-6 |
0.618 |
417-7 |
0.500 |
417-5 |
0.382 |
417-3 |
LOW |
416-4 |
0.618 |
415-1 |
1.000 |
414-2 |
1.618 |
412-7 |
2.618 |
410-5 |
4.250 |
407-0 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
418-3 |
416-3 |
PP |
418-0 |
414-0 |
S1 |
417-5 |
411-5 |
|