CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
415-4 |
415-4 |
0-0 |
0.0% |
400-0 |
| High |
418-4 |
417-6 |
-0-6 |
-0.2% |
408-6 |
| Low |
413-2 |
413-4 |
0-2 |
0.1% |
393-4 |
| Close |
416-0 |
417-0 |
1-0 |
0.2% |
408-4 |
| Range |
5-2 |
4-2 |
-1-0 |
-19.0% |
15-2 |
| ATR |
10-2 |
9-6 |
-0-3 |
-4.2% |
0-0 |
| Volume |
23,834 |
75,665 |
51,831 |
217.5% |
184,563 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
428-7 |
427-1 |
419-3 |
|
| R3 |
424-5 |
422-7 |
418-1 |
|
| R2 |
420-3 |
420-3 |
417-6 |
|
| R1 |
418-5 |
418-5 |
417-3 |
419-4 |
| PP |
416-1 |
416-1 |
416-1 |
416-4 |
| S1 |
414-3 |
414-3 |
416-5 |
415-2 |
| S2 |
411-7 |
411-7 |
416-2 |
|
| S3 |
407-5 |
410-1 |
415-7 |
|
| S4 |
403-3 |
405-7 |
414-5 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
449-3 |
444-1 |
416-7 |
|
| R3 |
434-1 |
428-7 |
412-6 |
|
| R2 |
418-7 |
418-7 |
411-2 |
|
| R1 |
413-5 |
413-5 |
409-7 |
416-2 |
| PP |
403-5 |
403-5 |
403-5 |
404-7 |
| S1 |
398-3 |
398-3 |
407-1 |
401-0 |
| S2 |
388-3 |
388-3 |
405-6 |
|
| S3 |
373-1 |
383-1 |
404-2 |
|
| S4 |
357-7 |
367-7 |
400-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
418-4 |
393-4 |
25-0 |
6.0% |
5-2 |
1.2% |
94% |
False |
False |
56,812 |
| 10 |
418-4 |
391-0 |
27-4 |
6.6% |
7-3 |
1.8% |
95% |
False |
False |
79,831 |
| 20 |
421-0 |
379-0 |
42-0 |
10.1% |
8-5 |
2.1% |
90% |
False |
False |
103,491 |
| 40 |
424-4 |
377-4 |
47-0 |
11.3% |
10-2 |
2.4% |
84% |
False |
False |
87,972 |
| 60 |
424-4 |
343-4 |
81-0 |
19.4% |
10-4 |
2.5% |
91% |
False |
False |
69,135 |
| 80 |
424-4 |
319-4 |
105-0 |
25.2% |
10-2 |
2.5% |
93% |
False |
False |
56,750 |
| 100 |
424-4 |
319-4 |
105-0 |
25.2% |
9-6 |
2.4% |
93% |
False |
False |
48,367 |
| 120 |
424-4 |
319-4 |
105-0 |
25.2% |
9-4 |
2.3% |
93% |
False |
False |
42,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
435-6 |
|
2.618 |
428-7 |
|
1.618 |
424-5 |
|
1.000 |
422-0 |
|
0.618 |
420-3 |
|
HIGH |
417-6 |
|
0.618 |
416-1 |
|
0.500 |
415-5 |
|
0.382 |
415-1 |
|
LOW |
413-4 |
|
0.618 |
410-7 |
|
1.000 |
409-2 |
|
1.618 |
406-5 |
|
2.618 |
402-3 |
|
4.250 |
395-4 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
416-4 |
415-2 |
| PP |
416-1 |
413-5 |
| S1 |
415-5 |
411-7 |
|