CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 30-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
425-0 |
424-2 |
-0-6 |
-0.2% |
407-4 |
High |
427-4 |
426-2 |
-1-2 |
-0.3% |
418-6 |
Low |
424-0 |
416-4 |
-7-4 |
-1.8% |
404-4 |
Close |
427-0 |
423-4 |
-3-4 |
-0.8% |
418-6 |
Range |
3-4 |
9-6 |
6-2 |
178.6% |
14-2 |
ATR |
8-5 |
8-6 |
0-1 |
1.6% |
0-0 |
Volume |
14,570 |
12,000 |
-2,570 |
-17.6% |
42,910 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451-3 |
447-1 |
428-7 |
|
R3 |
441-5 |
437-3 |
426-1 |
|
R2 |
431-7 |
431-7 |
425-2 |
|
R1 |
427-5 |
427-5 |
424-3 |
424-7 |
PP |
422-1 |
422-1 |
422-1 |
420-6 |
S1 |
417-7 |
417-7 |
422-5 |
415-1 |
S2 |
412-3 |
412-3 |
421-6 |
|
S3 |
402-5 |
408-1 |
420-7 |
|
S4 |
392-7 |
398-3 |
418-1 |
|
|
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 |
411-0 |
16-6 |
4.0% |
4-6 |
1.1% |
75% |
False |
False |
8,828 |
10 |
427-6 |
403-0 |
24-6 |
5.8% |
6-7 |
1.6% |
83% |
False |
False |
11,737 |
20 |
427-6 |
391-6 |
36-0 |
8.5% |
7-2 |
1.7% |
88% |
False |
False |
14,531 |
40 |
433-6 |
391-4 |
42-2 |
10.0% |
8-6 |
2.1% |
76% |
False |
False |
13,394 |
60 |
433-6 |
376-0 |
57-6 |
13.6% |
8-6 |
2.1% |
82% |
False |
False |
11,200 |
80 |
433-6 |
328-4 |
105-2 |
24.9% |
8-3 |
2.0% |
90% |
False |
False |
9,425 |
100 |
433-6 |
328-4 |
105-2 |
24.9% |
7-3 |
1.8% |
90% |
False |
False |
8,081 |
120 |
433-6 |
328-4 |
105-2 |
24.9% |
7-0 |
1.6% |
90% |
False |
False |
7,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
467-6 |
2.618 |
451-6 |
1.618 |
442-0 |
1.000 |
436-0 |
0.618 |
432-2 |
HIGH |
426-2 |
0.618 |
422-4 |
0.500 |
421-3 |
0.382 |
420-2 |
LOW |
416-4 |
0.618 |
410-4 |
1.000 |
406-6 |
1.618 |
400-6 |
2.618 |
391-0 |
4.250 |
375-0 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
422-6 |
423-0 |
PP |
422-1 |
422-5 |
S1 |
421-3 |
422-1 |
|