CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
367-0 |
378-0 |
11-0 |
3.0% |
372-0 |
| High |
380-0 |
391-0 |
11-0 |
2.9% |
391-0 |
| Low |
366-0 |
374-4 |
8-4 |
2.3% |
364-0 |
| Close |
377-2 |
389-2 |
12-0 |
3.2% |
389-2 |
| Range |
14-0 |
16-4 |
2-4 |
17.9% |
27-0 |
| ATR |
11-0 |
11-4 |
0-3 |
3.5% |
0-0 |
| Volume |
18,140 |
13,306 |
-4,834 |
-26.6% |
106,369 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
434-3 |
428-3 |
398-3 |
|
| R3 |
417-7 |
411-7 |
393-6 |
|
| R2 |
401-3 |
401-3 |
392-2 |
|
| R1 |
395-3 |
395-3 |
390-6 |
398-3 |
| PP |
384-7 |
384-7 |
384-7 |
386-4 |
| S1 |
378-7 |
378-7 |
387-6 |
381-7 |
| S2 |
368-3 |
368-3 |
386-2 |
|
| S3 |
351-7 |
362-3 |
384-6 |
|
| S4 |
335-3 |
345-7 |
380-1 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
462-3 |
452-7 |
404-1 |
|
| R3 |
435-3 |
425-7 |
396-5 |
|
| R2 |
408-3 |
408-3 |
394-2 |
|
| R1 |
398-7 |
398-7 |
391-6 |
403-5 |
| PP |
381-3 |
381-3 |
381-3 |
383-6 |
| S1 |
371-7 |
371-7 |
386-6 |
376-5 |
| S2 |
354-3 |
354-3 |
384-2 |
|
| S3 |
327-3 |
344-7 |
381-7 |
|
| S4 |
300-3 |
317-7 |
374-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
391-0 |
364-0 |
27-0 |
6.9% |
9-6 |
2.5% |
94% |
True |
False |
21,273 |
| 10 |
405-4 |
364-0 |
41-4 |
10.7% |
9-4 |
2.4% |
61% |
False |
False |
42,700 |
| 20 |
409-0 |
364-0 |
45-0 |
11.6% |
9-7 |
2.5% |
56% |
False |
False |
87,196 |
| 40 |
413-0 |
364-0 |
49-0 |
12.6% |
11-3 |
2.9% |
52% |
False |
False |
117,396 |
| 60 |
413-0 |
310-4 |
102-4 |
26.3% |
11-2 |
2.9% |
77% |
False |
False |
117,490 |
| 80 |
413-0 |
305-2 |
107-6 |
27.7% |
10-6 |
2.8% |
78% |
False |
False |
115,536 |
| 100 |
413-0 |
305-2 |
107-6 |
27.7% |
10-5 |
2.7% |
78% |
False |
False |
116,550 |
| 120 |
413-0 |
305-2 |
107-6 |
27.7% |
10-2 |
2.6% |
78% |
False |
False |
116,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
461-1 |
|
2.618 |
434-2 |
|
1.618 |
417-6 |
|
1.000 |
407-4 |
|
0.618 |
401-2 |
|
HIGH |
391-0 |
|
0.618 |
384-6 |
|
0.500 |
382-6 |
|
0.382 |
380-6 |
|
LOW |
374-4 |
|
0.618 |
364-2 |
|
1.000 |
358-0 |
|
1.618 |
347-6 |
|
2.618 |
331-2 |
|
4.250 |
304-3 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
387-1 |
385-3 |
| PP |
384-7 |
381-3 |
| S1 |
382-6 |
377-4 |
|