CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
424-2 |
426-0 |
1-6 |
0.4% |
407-4 |
High |
426-2 |
426-6 |
0-4 |
0.1% |
418-6 |
Low |
416-4 |
424-0 |
7-4 |
1.8% |
404-4 |
Close |
423-4 |
424-2 |
0-6 |
0.2% |
418-6 |
Range |
9-6 |
2-6 |
-7-0 |
-71.8% |
14-2 |
ATR |
8-6 |
8-3 |
-0-3 |
-4.5% |
0-0 |
Volume |
12,000 |
14,082 |
2,082 |
17.4% |
42,910 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
433-2 |
431-4 |
425-6 |
|
R3 |
430-4 |
428-6 |
425-0 |
|
R2 |
427-6 |
427-6 |
424-6 |
|
R1 |
426-0 |
426-0 |
424-4 |
425-4 |
PP |
425-0 |
425-0 |
425-0 |
424-6 |
S1 |
423-2 |
423-2 |
424-0 |
422-6 |
S2 |
422-2 |
422-2 |
423-6 |
|
S3 |
419-4 |
420-4 |
423-4 |
|
S4 |
416-6 |
417-6 |
422-6 |
|
|
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 |
416-4 |
11-2 |
2.7% |
4-4 |
1.0% |
69% |
False |
False |
10,355 |
10 |
427-6 |
403-0 |
24-6 |
5.8% |
6-1 |
1.4% |
86% |
False |
False |
11,452 |
20 |
427-6 |
391-6 |
36-0 |
8.5% |
7-1 |
1.7% |
90% |
False |
False |
14,706 |
40 |
433-6 |
391-4 |
42-2 |
10.0% |
8-2 |
2.0% |
78% |
False |
False |
13,596 |
60 |
433-6 |
376-0 |
57-6 |
13.6% |
8-4 |
2.0% |
84% |
False |
False |
11,315 |
80 |
433-6 |
328-4 |
105-2 |
24.8% |
8-3 |
2.0% |
91% |
False |
False |
9,552 |
100 |
433-6 |
328-4 |
105-2 |
24.8% |
7-3 |
1.8% |
91% |
False |
False |
8,201 |
120 |
433-6 |
328-4 |
105-2 |
24.8% |
7-0 |
1.6% |
91% |
False |
False |
7,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
438-4 |
2.618 |
434-0 |
1.618 |
431-2 |
1.000 |
429-4 |
0.618 |
428-4 |
HIGH |
426-6 |
0.618 |
425-6 |
0.500 |
425-3 |
0.382 |
425-0 |
LOW |
424-0 |
0.618 |
422-2 |
1.000 |
421-2 |
1.618 |
419-4 |
2.618 |
416-6 |
4.250 |
412-2 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
425-3 |
423-4 |
PP |
425-0 |
422-6 |
S1 |
424-5 |
422-0 |
|