CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
428-4 |
432-6 |
4-2 |
1.0% |
411-4 |
| High |
435-0 |
434-4 |
-0-4 |
-0.1% |
430-0 |
| Low |
428-4 |
431-6 |
3-2 |
0.8% |
409-4 |
| Close |
434-0 |
432-2 |
-1-6 |
-0.4% |
431-2 |
| Range |
6-4 |
2-6 |
-3-6 |
-57.7% |
20-4 |
| ATR |
7-7 |
7-4 |
-0-3 |
-4.7% |
0-0 |
| Volume |
1,939 |
1,458 |
-481 |
-24.8% |
16,464 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
441-1 |
439-3 |
433-6 |
|
| R3 |
438-3 |
436-5 |
433-0 |
|
| R2 |
435-5 |
435-5 |
432-6 |
|
| R1 |
433-7 |
433-7 |
432-4 |
433-3 |
| PP |
432-7 |
432-7 |
432-7 |
432-4 |
| S1 |
431-1 |
431-1 |
432-0 |
430-5 |
| S2 |
430-1 |
430-1 |
431-6 |
|
| S3 |
427-3 |
428-3 |
431-4 |
|
| S4 |
424-5 |
425-5 |
430-6 |
|
|
| 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 |
446-2 |
|
2.618 |
441-6 |
|
1.618 |
439-0 |
|
1.000 |
437-2 |
|
0.618 |
436-2 |
|
HIGH |
434-4 |
|
0.618 |
433-4 |
|
0.500 |
433-1 |
|
0.382 |
432-6 |
|
LOW |
431-6 |
|
0.618 |
430-0 |
|
1.000 |
429-0 |
|
1.618 |
427-2 |
|
2.618 |
424-4 |
|
4.250 |
420-0 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
433-1 |
430-5 |
| PP |
432-7 |
428-7 |
| S1 |
432-4 |
427-2 |
|