CME Pit-Traded Corn Future May 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 |
392-4 |
403-6 |
11-2 |
2.9% |
396-6 |
| High |
405-2 |
417-0 |
11-6 |
2.9% |
417-0 |
| Low |
392-4 |
402-4 |
10-0 |
2.5% |
391-6 |
| Close |
404-0 |
415-4 |
11-4 |
2.8% |
415-4 |
| Range |
12-6 |
14-4 |
1-6 |
13.7% |
25-2 |
| ATR |
9-7 |
10-1 |
0-3 |
3.4% |
0-0 |
| Volume |
17,675 |
27,650 |
9,975 |
56.4% |
105,408 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
455-1 |
449-7 |
423-4 |
|
| R3 |
440-5 |
435-3 |
419-4 |
|
| R2 |
426-1 |
426-1 |
418-1 |
|
| R1 |
420-7 |
420-7 |
416-7 |
423-4 |
| PP |
411-5 |
411-5 |
411-5 |
413-0 |
| S1 |
406-3 |
406-3 |
414-1 |
409-0 |
| S2 |
397-1 |
397-1 |
412-7 |
|
| S3 |
382-5 |
391-7 |
411-4 |
|
| S4 |
368-1 |
377-3 |
407-4 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
483-7 |
474-7 |
429-3 |
|
| R3 |
458-5 |
449-5 |
422-4 |
|
| R2 |
433-3 |
433-3 |
420-1 |
|
| R1 |
424-3 |
424-3 |
417-7 |
428-7 |
| PP |
408-1 |
408-1 |
408-1 |
410-2 |
| S1 |
399-1 |
399-1 |
413-1 |
403-5 |
| S2 |
382-7 |
382-7 |
410-7 |
|
| S3 |
357-5 |
373-7 |
408-4 |
|
| S4 |
332-3 |
348-5 |
401-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
417-0 |
391-6 |
25-2 |
6.1% |
8-4 |
2.0% |
94% |
True |
False |
21,081 |
| 10 |
430-4 |
391-6 |
38-6 |
9.3% |
8-0 |
1.9% |
61% |
False |
False |
17,504 |
| 20 |
433-6 |
391-6 |
42-0 |
10.1% |
8-2 |
2.0% |
57% |
False |
False |
14,287 |
| 40 |
433-6 |
386-4 |
47-2 |
11.4% |
9-3 |
2.3% |
61% |
False |
False |
11,546 |
| 60 |
433-6 |
333-4 |
100-2 |
24.1% |
9-0 |
2.2% |
82% |
False |
False |
9,520 |
| 80 |
433-6 |
328-4 |
105-2 |
25.3% |
8-0 |
1.9% |
83% |
False |
False |
7,990 |
| 100 |
433-6 |
328-4 |
105-2 |
25.3% |
7-3 |
1.8% |
83% |
False |
False |
6,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
478-5 |
|
2.618 |
455-0 |
|
1.618 |
440-4 |
|
1.000 |
431-4 |
|
0.618 |
426-0 |
|
HIGH |
417-0 |
|
0.618 |
411-4 |
|
0.500 |
409-6 |
|
0.382 |
408-0 |
|
LOW |
402-4 |
|
0.618 |
393-4 |
|
1.000 |
388-0 |
|
1.618 |
379-0 |
|
2.618 |
364-4 |
|
4.250 |
340-7 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
413-5 |
411-6 |
| PP |
411-5 |
408-1 |
| S1 |
409-6 |
404-3 |
|