CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
415-4 |
409-6 |
-5-6 |
-1.4% |
422-4 |
High |
415-4 |
410-0 |
-5-4 |
-1.3% |
430-4 |
Low |
410-4 |
398-6 |
-11-6 |
-2.9% |
398-6 |
Close |
411-2 |
399-0 |
-12-2 |
-3.0% |
399-0 |
Range |
5-0 |
11-2 |
6-2 |
125.0% |
31-6 |
ATR |
10-5 |
10-6 |
0-1 |
1.3% |
0-0 |
Volume |
11,163 |
15,193 |
4,030 |
36.1% |
69,639 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
436-3 |
428-7 |
405-2 |
|
R3 |
425-1 |
417-5 |
402-1 |
|
R2 |
413-7 |
413-7 |
401-0 |
|
R1 |
406-3 |
406-3 |
400-0 |
404-4 |
PP |
402-5 |
402-5 |
402-5 |
401-5 |
S1 |
395-1 |
395-1 |
398-0 |
393-2 |
S2 |
391-3 |
391-3 |
397-0 |
|
S3 |
380-1 |
383-7 |
395-7 |
|
S4 |
368-7 |
372-5 |
392-6 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
504-5 |
483-5 |
416-4 |
|
R3 |
472-7 |
451-7 |
407-6 |
|
R2 |
441-1 |
441-1 |
404-7 |
|
R1 |
420-1 |
420-1 |
401-7 |
414-6 |
PP |
409-3 |
409-3 |
409-3 |
406-6 |
S1 |
388-3 |
388-3 |
396-1 |
383-0 |
S2 |
377-5 |
377-5 |
393-1 |
|
S3 |
345-7 |
356-5 |
390-2 |
|
S4 |
314-1 |
324-7 |
381-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
430-4 |
398-6 |
31-6 |
8.0% |
7-4 |
1.9% |
1% |
False |
True |
13,927 |
10 |
430-4 |
398-6 |
31-6 |
8.0% |
8-3 |
2.1% |
1% |
False |
True |
13,461 |
20 |
433-6 |
391-4 |
42-2 |
10.6% |
9-1 |
2.3% |
18% |
False |
False |
12,912 |
40 |
433-6 |
380-4 |
53-2 |
13.3% |
9-2 |
2.3% |
35% |
False |
False |
9,846 |
60 |
433-6 |
333-0 |
100-6 |
25.3% |
8-7 |
2.2% |
66% |
False |
False |
8,131 |
80 |
433-6 |
328-4 |
105-2 |
26.4% |
7-6 |
1.9% |
67% |
False |
False |
6,817 |
100 |
433-6 |
328-4 |
105-2 |
26.4% |
7-0 |
1.8% |
67% |
False |
False |
5,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
457-6 |
2.618 |
439-4 |
1.618 |
428-2 |
1.000 |
421-2 |
0.618 |
417-0 |
HIGH |
410-0 |
0.618 |
405-6 |
0.500 |
404-3 |
0.382 |
403-0 |
LOW |
398-6 |
0.618 |
391-6 |
1.000 |
387-4 |
1.618 |
380-4 |
2.618 |
369-2 |
4.250 |
351-0 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
404-3 |
410-0 |
PP |
402-5 |
406-3 |
S1 |
400-6 |
402-5 |
|