CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
421-2 |
415-4 |
-5-6 |
-1.4% |
423-6 |
| High |
421-2 |
415-4 |
-5-6 |
-1.4% |
424-4 |
| Low |
415-6 |
410-4 |
-5-2 |
-1.3% |
401-4 |
| Close |
416-6 |
411-2 |
-5-4 |
-1.3% |
424-0 |
| Range |
5-4 |
5-0 |
-0-4 |
-9.1% |
23-0 |
| ATR |
10-7 |
10-5 |
-0-3 |
-3.0% |
0-0 |
| Volume |
10,574 |
11,163 |
589 |
5.6% |
58,262 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
427-3 |
424-3 |
414-0 |
|
| R3 |
422-3 |
419-3 |
412-5 |
|
| R2 |
417-3 |
417-3 |
412-1 |
|
| R1 |
414-3 |
414-3 |
411-6 |
413-3 |
| PP |
412-3 |
412-3 |
412-3 |
412-0 |
| S1 |
409-3 |
409-3 |
410-6 |
408-3 |
| S2 |
407-3 |
407-3 |
410-3 |
|
| S3 |
402-3 |
404-3 |
409-7 |
|
| S4 |
397-3 |
399-3 |
408-4 |
|
|
| 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 |
409-2 |
21-2 |
5.2% |
8-2 |
2.0% |
9% |
False |
False |
14,677 |
| 10 |
430-4 |
401-4 |
29-0 |
7.1% |
8-1 |
2.0% |
34% |
False |
False |
13,017 |
| 20 |
433-6 |
391-4 |
42-2 |
10.3% |
9-0 |
2.2% |
47% |
False |
False |
12,643 |
| 40 |
433-6 |
380-4 |
53-2 |
12.9% |
9-1 |
2.2% |
58% |
False |
False |
9,601 |
| 60 |
433-6 |
332-0 |
101-6 |
24.7% |
8-7 |
2.1% |
78% |
False |
False |
7,922 |
| 80 |
433-6 |
328-4 |
105-2 |
25.6% |
7-5 |
1.8% |
79% |
False |
False |
6,646 |
| 100 |
433-6 |
328-4 |
105-2 |
25.6% |
7-0 |
1.7% |
79% |
False |
False |
5,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
436-6 |
|
2.618 |
428-5 |
|
1.618 |
423-5 |
|
1.000 |
420-4 |
|
0.618 |
418-5 |
|
HIGH |
415-4 |
|
0.618 |
413-5 |
|
0.500 |
413-0 |
|
0.382 |
412-3 |
|
LOW |
410-4 |
|
0.618 |
407-3 |
|
1.000 |
405-4 |
|
1.618 |
402-3 |
|
2.618 |
397-3 |
|
4.250 |
389-2 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
413-0 |
420-4 |
| PP |
412-3 |
417-3 |
| S1 |
411-7 |
414-3 |
|