CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
419-4 |
428-4 |
9-0 |
2.1% |
411-4 |
| High |
430-0 |
435-0 |
5-0 |
1.2% |
430-0 |
| Low |
419-4 |
428-4 |
9-0 |
2.1% |
409-4 |
| Close |
431-2 |
434-0 |
2-6 |
0.6% |
431-2 |
| Range |
10-4 |
6-4 |
-4-0 |
-38.1% |
20-4 |
| ATR |
8-0 |
7-7 |
-0-1 |
-1.4% |
0-0 |
| Volume |
3,039 |
1,939 |
-1,100 |
-36.2% |
16,464 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
452-0 |
449-4 |
437-5 |
|
| R3 |
445-4 |
443-0 |
435-6 |
|
| R2 |
439-0 |
439-0 |
435-2 |
|
| R1 |
436-4 |
436-4 |
434-5 |
437-6 |
| PP |
432-4 |
432-4 |
432-4 |
433-1 |
| S1 |
430-0 |
430-0 |
433-3 |
431-2 |
| S2 |
426-0 |
426-0 |
432-6 |
|
| S3 |
419-4 |
423-4 |
432-2 |
|
| S4 |
413-0 |
417-0 |
430-3 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
485-1 |
478-5 |
442-4 |
|
| R3 |
464-5 |
458-1 |
436-7 |
|
| R2 |
444-1 |
444-1 |
435-0 |
|
| R1 |
437-5 |
437-5 |
433-1 |
440-7 |
| PP |
423-5 |
423-5 |
423-5 |
425-2 |
| S1 |
417-1 |
417-1 |
429-3 |
420-3 |
| S2 |
403-1 |
403-1 |
427-4 |
|
| S3 |
382-5 |
396-5 |
425-5 |
|
| S4 |
362-1 |
376-1 |
420-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
462-5 |
|
2.618 |
452-0 |
|
1.618 |
445-4 |
|
1.000 |
441-4 |
|
0.618 |
439-0 |
|
HIGH |
435-0 |
|
0.618 |
432-4 |
|
0.500 |
431-6 |
|
0.382 |
431-0 |
|
LOW |
428-4 |
|
0.618 |
424-4 |
|
1.000 |
422-0 |
|
1.618 |
418-0 |
|
2.618 |
411-4 |
|
4.250 |
400-7 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
433-2 |
430-1 |
| PP |
432-4 |
426-1 |
| S1 |
431-6 |
422-2 |
|