CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
372-0 |
370-4 |
-1-4 |
-0.4% |
397-4 |
| High |
374-2 |
371-0 |
-3-2 |
-0.9% |
405-4 |
| Low |
367-4 |
368-0 |
0-4 |
0.1% |
373-4 |
| Close |
368-6 |
369-4 |
0-6 |
0.2% |
373-6 |
| Range |
6-6 |
3-0 |
-3-6 |
-55.6% |
32-0 |
| ATR |
11-5 |
11-0 |
-0-5 |
-5.3% |
0-0 |
| Volume |
28,400 |
26,026 |
-2,374 |
-8.4% |
320,633 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
378-4 |
377-0 |
371-1 |
|
| R3 |
375-4 |
374-0 |
370-3 |
|
| R2 |
372-4 |
372-4 |
370-0 |
|
| R1 |
371-0 |
371-0 |
369-6 |
370-2 |
| PP |
369-4 |
369-4 |
369-4 |
369-1 |
| S1 |
368-0 |
368-0 |
369-2 |
367-2 |
| S2 |
366-4 |
366-4 |
369-0 |
|
| S3 |
363-4 |
365-0 |
368-5 |
|
| S4 |
360-4 |
362-0 |
367-7 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
480-2 |
459-0 |
391-3 |
|
| R3 |
448-2 |
427-0 |
382-4 |
|
| R2 |
416-2 |
416-2 |
379-5 |
|
| R1 |
395-0 |
395-0 |
376-5 |
389-5 |
| PP |
384-2 |
384-2 |
384-2 |
381-4 |
| S1 |
363-0 |
363-0 |
370-7 |
357-5 |
| S2 |
352-2 |
352-2 |
367-7 |
|
| S3 |
320-2 |
331-0 |
365-0 |
|
| S4 |
288-2 |
299-0 |
356-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
398-0 |
367-4 |
30-4 |
8.3% |
7-1 |
1.9% |
7% |
False |
False |
33,954 |
| 10 |
405-4 |
367-4 |
38-0 |
10.3% |
9-1 |
2.5% |
5% |
False |
False |
82,272 |
| 20 |
409-0 |
367-4 |
41-4 |
11.2% |
9-7 |
2.7% |
5% |
False |
False |
115,725 |
| 40 |
413-0 |
364-0 |
49-0 |
13.3% |
11-1 |
3.0% |
11% |
False |
False |
126,611 |
| 60 |
413-0 |
310-4 |
102-4 |
27.7% |
11-3 |
3.1% |
58% |
False |
False |
124,675 |
| 80 |
413-0 |
305-2 |
107-6 |
29.2% |
10-4 |
2.8% |
60% |
False |
False |
118,558 |
| 100 |
413-0 |
305-2 |
107-6 |
29.2% |
10-4 |
2.8% |
60% |
False |
False |
118,837 |
| 120 |
427-6 |
305-2 |
122-4 |
33.2% |
10-1 |
2.8% |
52% |
False |
False |
117,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
383-6 |
|
2.618 |
378-7 |
|
1.618 |
375-7 |
|
1.000 |
374-0 |
|
0.618 |
372-7 |
|
HIGH |
371-0 |
|
0.618 |
369-7 |
|
0.500 |
369-4 |
|
0.382 |
369-1 |
|
LOW |
368-0 |
|
0.618 |
366-1 |
|
1.000 |
365-0 |
|
1.618 |
363-1 |
|
2.618 |
360-1 |
|
4.250 |
355-2 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
369-4 |
376-1 |
| PP |
369-4 |
373-7 |
| S1 |
369-4 |
371-6 |
|