CME Pit-Traded Corn Future March 2010
| 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 |
381-6 |
393-4 |
11-6 |
3.1% |
386-4 |
| High |
395-4 |
406-0 |
10-4 |
2.7% |
406-0 |
| Low |
380-4 |
390-4 |
10-0 |
2.6% |
379-0 |
| Close |
393-0 |
404-4 |
11-4 |
2.9% |
404-4 |
| Range |
15-0 |
15-4 |
0-4 |
3.3% |
27-0 |
| ATR |
11-2 |
11-4 |
0-2 |
2.7% |
0-0 |
| Volume |
118,431 |
133,720 |
15,289 |
12.9% |
607,939 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
446-7 |
441-1 |
413-0 |
|
| R3 |
431-3 |
425-5 |
408-6 |
|
| R2 |
415-7 |
415-7 |
407-3 |
|
| R1 |
410-1 |
410-1 |
405-7 |
413-0 |
| PP |
400-3 |
400-3 |
400-3 |
401-6 |
| S1 |
394-5 |
394-5 |
403-1 |
397-4 |
| S2 |
384-7 |
384-7 |
401-5 |
|
| S3 |
369-3 |
379-1 |
400-2 |
|
| S4 |
353-7 |
363-5 |
396-0 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
477-4 |
468-0 |
419-3 |
|
| R3 |
450-4 |
441-0 |
411-7 |
|
| R2 |
423-4 |
423-4 |
409-4 |
|
| R1 |
414-0 |
414-0 |
407-0 |
418-6 |
| PP |
396-4 |
396-4 |
396-4 |
398-7 |
| S1 |
387-0 |
387-0 |
402-0 |
391-6 |
| S2 |
369-4 |
369-4 |
399-4 |
|
| S3 |
342-4 |
360-0 |
397-1 |
|
| S4 |
315-4 |
333-0 |
389-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
406-0 |
379-0 |
27-0 |
6.7% |
10-0 |
2.5% |
94% |
True |
False |
121,587 |
| 10 |
421-0 |
379-0 |
42-0 |
10.4% |
9-7 |
2.4% |
61% |
False |
False |
127,151 |
| 20 |
424-4 |
379-0 |
45-4 |
11.2% |
10-0 |
2.5% |
56% |
False |
False |
102,339 |
| 40 |
424-4 |
377-4 |
47-0 |
11.6% |
11-1 |
2.7% |
57% |
False |
False |
76,240 |
| 60 |
424-4 |
324-2 |
100-2 |
24.8% |
10-7 |
2.7% |
80% |
False |
False |
58,917 |
| 80 |
424-4 |
319-4 |
105-0 |
26.0% |
10-2 |
2.5% |
81% |
False |
False |
48,735 |
| 100 |
424-4 |
319-4 |
105-0 |
26.0% |
10-0 |
2.5% |
81% |
False |
False |
41,504 |
| 120 |
424-4 |
319-4 |
105-0 |
26.0% |
9-4 |
2.3% |
81% |
False |
False |
36,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
471-7 |
|
2.618 |
446-5 |
|
1.618 |
431-1 |
|
1.000 |
421-4 |
|
0.618 |
415-5 |
|
HIGH |
406-0 |
|
0.618 |
400-1 |
|
0.500 |
398-2 |
|
0.382 |
396-3 |
|
LOW |
390-4 |
|
0.618 |
380-7 |
|
1.000 |
375-0 |
|
1.618 |
365-3 |
|
2.618 |
349-7 |
|
4.250 |
324-5 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
402-3 |
400-4 |
| PP |
400-3 |
396-4 |
| S1 |
398-2 |
392-4 |
|