CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
399-2 |
386-4 |
-12-6 |
-3.2% |
412-0 |
| High |
400-0 |
389-0 |
-11-0 |
-2.8% |
421-0 |
| Low |
388-0 |
382-4 |
-5-4 |
-1.4% |
388-0 |
| Close |
388-4 |
383-6 |
-4-6 |
-1.2% |
388-4 |
| Range |
12-0 |
6-4 |
-5-4 |
-45.8% |
33-0 |
| ATR |
12-0 |
11-5 |
-0-3 |
-3.3% |
0-0 |
| Volume |
124,777 |
139,288 |
14,511 |
11.6% |
663,579 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
404-5 |
400-5 |
387-3 |
|
| R3 |
398-1 |
394-1 |
385-4 |
|
| R2 |
391-5 |
391-5 |
385-0 |
|
| R1 |
387-5 |
387-5 |
384-3 |
386-3 |
| PP |
385-1 |
385-1 |
385-1 |
384-4 |
| S1 |
381-1 |
381-1 |
383-1 |
379-7 |
| S2 |
378-5 |
378-5 |
382-4 |
|
| S3 |
372-1 |
374-5 |
382-0 |
|
| S4 |
365-5 |
368-1 |
380-1 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
498-1 |
476-3 |
406-5 |
|
| R3 |
465-1 |
443-3 |
397-5 |
|
| R2 |
432-1 |
432-1 |
394-4 |
|
| R1 |
410-3 |
410-3 |
391-4 |
404-6 |
| PP |
399-1 |
399-1 |
399-1 |
396-3 |
| S1 |
377-3 |
377-3 |
385-4 |
371-6 |
| S2 |
366-1 |
366-1 |
382-4 |
|
| S3 |
333-1 |
344-3 |
379-3 |
|
| S4 |
300-1 |
311-3 |
370-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
421-0 |
382-4 |
38-4 |
10.0% |
8-4 |
2.2% |
3% |
False |
True |
130,405 |
| 10 |
421-0 |
382-4 |
38-4 |
10.0% |
10-7 |
2.8% |
3% |
False |
True |
120,409 |
| 20 |
424-4 |
382-4 |
42-0 |
10.9% |
10-5 |
2.8% |
3% |
False |
True |
98,658 |
| 40 |
424-4 |
377-4 |
47-0 |
12.2% |
11-0 |
2.9% |
13% |
False |
False |
67,554 |
| 60 |
424-4 |
324-2 |
100-2 |
26.1% |
11-0 |
2.9% |
59% |
False |
False |
52,739 |
| 80 |
424-4 |
319-4 |
105-0 |
27.4% |
10-0 |
2.6% |
61% |
False |
False |
43,466 |
| 100 |
424-4 |
319-4 |
105-0 |
27.4% |
9-7 |
2.6% |
61% |
False |
False |
37,256 |
| 120 |
439-2 |
319-4 |
119-6 |
31.2% |
9-2 |
2.4% |
54% |
False |
False |
32,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
416-5 |
|
2.618 |
406-0 |
|
1.618 |
399-4 |
|
1.000 |
395-4 |
|
0.618 |
393-0 |
|
HIGH |
389-0 |
|
0.618 |
386-4 |
|
0.500 |
385-6 |
|
0.382 |
385-0 |
|
LOW |
382-4 |
|
0.618 |
378-4 |
|
1.000 |
376-0 |
|
1.618 |
372-0 |
|
2.618 |
365-4 |
|
4.250 |
354-7 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
385-6 |
394-7 |
| PP |
385-1 |
391-1 |
| S1 |
384-3 |
387-4 |
|