CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
428-0 |
421-2 |
-6-6 |
-1.6% |
423-6 |
| High |
430-4 |
421-2 |
-9-2 |
-2.1% |
424-4 |
| Low |
423-4 |
415-6 |
-7-6 |
-1.8% |
401-4 |
| Close |
424-4 |
416-6 |
-7-6 |
-1.8% |
424-0 |
| Range |
7-0 |
5-4 |
-1-4 |
-21.4% |
23-0 |
| ATR |
11-1 |
10-7 |
-0-1 |
-1.5% |
0-0 |
| Volume |
16,127 |
10,574 |
-5,553 |
-34.4% |
58,262 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
434-3 |
431-1 |
419-6 |
|
| R3 |
428-7 |
425-5 |
418-2 |
|
| R2 |
423-3 |
423-3 |
417-6 |
|
| R1 |
420-1 |
420-1 |
417-2 |
419-0 |
| PP |
417-7 |
417-7 |
417-7 |
417-3 |
| S1 |
414-5 |
414-5 |
416-2 |
413-4 |
| S2 |
412-3 |
412-3 |
415-6 |
|
| S3 |
406-7 |
409-1 |
415-2 |
|
| S4 |
401-3 |
403-5 |
413-6 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
485-5 |
477-7 |
436-5 |
|
| R3 |
462-5 |
454-7 |
430-3 |
|
| R2 |
439-5 |
439-5 |
428-2 |
|
| R1 |
431-7 |
431-7 |
426-1 |
435-6 |
| PP |
416-5 |
416-5 |
416-5 |
418-5 |
| S1 |
408-7 |
408-7 |
421-7 |
412-6 |
| S2 |
393-5 |
393-5 |
419-6 |
|
| S3 |
370-5 |
385-7 |
417-5 |
|
| S4 |
347-5 |
362-7 |
411-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
430-4 |
408-0 |
22-4 |
5.4% |
9-5 |
2.3% |
39% |
False |
False |
17,267 |
| 10 |
433-6 |
401-4 |
32-2 |
7.7% |
8-5 |
2.1% |
47% |
False |
False |
12,790 |
| 20 |
433-6 |
391-4 |
42-2 |
10.1% |
9-4 |
2.3% |
60% |
False |
False |
12,485 |
| 40 |
433-6 |
376-0 |
57-6 |
13.9% |
9-2 |
2.2% |
71% |
False |
False |
9,620 |
| 60 |
433-6 |
328-4 |
105-2 |
25.3% |
8-6 |
2.1% |
84% |
False |
False |
7,835 |
| 80 |
433-6 |
328-4 |
105-2 |
25.3% |
7-4 |
1.8% |
84% |
False |
False |
6,574 |
| 100 |
433-6 |
328-4 |
105-2 |
25.3% |
7-0 |
1.7% |
84% |
False |
False |
5,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
444-5 |
|
2.618 |
435-5 |
|
1.618 |
430-1 |
|
1.000 |
426-6 |
|
0.618 |
424-5 |
|
HIGH |
421-2 |
|
0.618 |
419-1 |
|
0.500 |
418-4 |
|
0.382 |
417-7 |
|
LOW |
415-6 |
|
0.618 |
412-3 |
|
1.000 |
410-2 |
|
1.618 |
406-7 |
|
2.618 |
401-3 |
|
4.250 |
392-3 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
418-4 |
423-1 |
| PP |
417-7 |
421-0 |
| S1 |
417-3 |
418-7 |
|