CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
430-6 |
425-6 |
-5-0 |
-1.2% |
437-4 |
| High |
430-6 |
425-6 |
-5-0 |
-1.2% |
445-0 |
| Low |
427-0 |
417-4 |
-9-4 |
-2.2% |
417-4 |
| Close |
426-6 |
416-4 |
-10-2 |
-2.4% |
416-4 |
| Range |
3-6 |
8-2 |
4-4 |
120.0% |
27-4 |
| ATR |
8-3 |
8-4 |
0-0 |
0.7% |
0-0 |
| Volume |
1,112 |
1,325 |
213 |
19.2% |
8,493 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444-5 |
438-7 |
421-0 |
|
| R3 |
436-3 |
430-5 |
418-6 |
|
| R2 |
428-1 |
428-1 |
418-0 |
|
| R1 |
422-3 |
422-3 |
417-2 |
421-1 |
| PP |
419-7 |
419-7 |
419-7 |
419-2 |
| S1 |
414-1 |
414-1 |
415-6 |
412-7 |
| S2 |
411-5 |
411-5 |
415-0 |
|
| S3 |
403-3 |
405-7 |
414-2 |
|
| S4 |
395-1 |
397-5 |
412-0 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
508-7 |
490-1 |
431-5 |
|
| R3 |
481-3 |
462-5 |
424-0 |
|
| R2 |
453-7 |
453-7 |
421-4 |
|
| R1 |
435-1 |
435-1 |
419-0 |
430-6 |
| PP |
426-3 |
426-3 |
426-3 |
424-1 |
| S1 |
407-5 |
407-5 |
414-0 |
403-2 |
| S2 |
398-7 |
398-7 |
411-4 |
|
| S3 |
371-3 |
380-1 |
409-0 |
|
| S4 |
343-7 |
352-5 |
401-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
460-6 |
|
2.618 |
447-3 |
|
1.618 |
439-1 |
|
1.000 |
434-0 |
|
0.618 |
430-7 |
|
HIGH |
425-6 |
|
0.618 |
422-5 |
|
0.500 |
421-5 |
|
0.382 |
420-5 |
|
LOW |
417-4 |
|
0.618 |
412-3 |
|
1.000 |
409-2 |
|
1.618 |
404-1 |
|
2.618 |
395-7 |
|
4.250 |
382-4 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
421-5 |
426-0 |
| PP |
419-7 |
422-7 |
| S1 |
418-2 |
419-5 |
|