CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 29-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
426-4 |
425-0 |
-1-4 |
-0.4% |
407-4 |
High |
427-6 |
427-4 |
-0-2 |
-0.1% |
418-6 |
Low |
423-6 |
424-0 |
0-2 |
0.1% |
404-4 |
Close |
426-0 |
427-0 |
1-0 |
0.2% |
418-6 |
Range |
4-0 |
3-4 |
-0-4 |
-12.5% |
14-2 |
ATR |
9-0 |
8-5 |
-0-3 |
-4.4% |
0-0 |
Volume |
4,903 |
14,570 |
9,667 |
197.2% |
42,910 |
|
Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
436-5 |
435-3 |
428-7 |
|
R3 |
433-1 |
431-7 |
428-0 |
|
R2 |
429-5 |
429-5 |
427-5 |
|
R1 |
428-3 |
428-3 |
427-3 |
429-0 |
PP |
426-1 |
426-1 |
426-1 |
426-4 |
S1 |
424-7 |
424-7 |
426-5 |
425-4 |
S2 |
422-5 |
422-5 |
426-3 |
|
S3 |
419-1 |
421-3 |
426-0 |
|
S4 |
415-5 |
417-7 |
425-1 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
456-6 |
452-0 |
426-5 |
|
R3 |
442-4 |
437-6 |
422-5 |
|
R2 |
428-2 |
428-2 |
421-3 |
|
R1 |
423-4 |
423-4 |
420-0 |
425-7 |
PP |
414-0 |
414-0 |
414-0 |
415-2 |
S1 |
409-2 |
409-2 |
417-4 |
411-5 |
S2 |
399-6 |
399-6 |
416-1 |
|
S3 |
385-4 |
395-0 |
414-7 |
|
S4 |
371-2 |
380-6 |
410-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
427-6 |
404-4 |
23-2 |
5.4% |
4-3 |
1.0% |
97% |
False |
False |
10,115 |
10 |
427-6 |
403-0 |
24-6 |
5.8% |
6-2 |
1.5% |
97% |
False |
False |
11,725 |
20 |
430-4 |
391-6 |
38-6 |
9.1% |
7-1 |
1.7% |
91% |
False |
False |
14,737 |
40 |
433-6 |
389-2 |
44-4 |
10.4% |
8-7 |
2.1% |
85% |
False |
False |
13,267 |
60 |
433-6 |
352-4 |
81-2 |
19.0% |
8-6 |
2.1% |
92% |
False |
False |
11,030 |
80 |
433-6 |
328-4 |
105-2 |
24.6% |
8-2 |
1.9% |
94% |
False |
False |
9,306 |
100 |
433-6 |
328-4 |
105-2 |
24.6% |
7-3 |
1.7% |
94% |
False |
False |
7,980 |
120 |
433-6 |
328-4 |
105-2 |
24.6% |
7-0 |
1.6% |
94% |
False |
False |
6,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
442-3 |
2.618 |
436-5 |
1.618 |
433-1 |
1.000 |
431-0 |
0.618 |
429-5 |
HIGH |
427-4 |
0.618 |
426-1 |
0.500 |
425-6 |
0.382 |
425-3 |
LOW |
424-0 |
0.618 |
421-7 |
1.000 |
420-4 |
1.618 |
418-3 |
2.618 |
414-7 |
4.250 |
409-1 |
|
|
Fisher Pivots for day following 29-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
426-5 |
425-3 |
PP |
426-1 |
423-6 |
S1 |
425-6 |
422-1 |
|