CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
403-6 |
412-4 |
8-6 |
2.2% |
396-6 |
| High |
417-0 |
420-2 |
3-2 |
0.8% |
417-0 |
| Low |
402-4 |
412-4 |
10-0 |
2.5% |
391-6 |
| Close |
415-4 |
419-2 |
3-6 |
0.9% |
415-4 |
| Range |
14-4 |
7-6 |
-6-6 |
-46.6% |
25-2 |
| ATR |
10-1 |
10-0 |
-0-1 |
-1.7% |
0-0 |
| Volume |
27,650 |
19,029 |
-8,621 |
-31.2% |
105,408 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
440-5 |
437-5 |
423-4 |
|
| R3 |
432-7 |
429-7 |
421-3 |
|
| R2 |
425-1 |
425-1 |
420-5 |
|
| R1 |
422-1 |
422-1 |
420-0 |
423-5 |
| PP |
417-3 |
417-3 |
417-3 |
418-0 |
| S1 |
414-3 |
414-3 |
418-4 |
415-7 |
| S2 |
409-5 |
409-5 |
417-7 |
|
| S3 |
401-7 |
406-5 |
417-1 |
|
| S4 |
394-1 |
398-7 |
415-0 |
|
|
| 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 |
420-2 |
391-6 |
28-4 |
6.8% |
9-0 |
2.1% |
96% |
True |
False |
21,313 |
| 10 |
430-4 |
391-6 |
38-6 |
9.2% |
7-7 |
1.9% |
71% |
False |
False |
17,749 |
| 20 |
433-6 |
391-6 |
42-0 |
10.0% |
8-2 |
2.0% |
65% |
False |
False |
14,607 |
| 40 |
433-6 |
386-4 |
47-2 |
11.3% |
9-4 |
2.3% |
69% |
False |
False |
11,905 |
| 60 |
433-6 |
333-4 |
100-2 |
23.9% |
8-7 |
2.1% |
86% |
False |
False |
9,812 |
| 80 |
433-6 |
328-4 |
105-2 |
25.1% |
8-1 |
1.9% |
86% |
False |
False |
8,210 |
| 100 |
433-6 |
328-4 |
105-2 |
25.1% |
7-2 |
1.7% |
86% |
False |
False |
6,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
453-2 |
|
2.618 |
440-4 |
|
1.618 |
432-6 |
|
1.000 |
428-0 |
|
0.618 |
425-0 |
|
HIGH |
420-2 |
|
0.618 |
417-2 |
|
0.500 |
416-3 |
|
0.382 |
415-4 |
|
LOW |
412-4 |
|
0.618 |
407-6 |
|
1.000 |
404-6 |
|
1.618 |
400-0 |
|
2.618 |
392-2 |
|
4.250 |
379-4 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
418-2 |
415-0 |
| PP |
417-3 |
410-5 |
| S1 |
416-3 |
406-3 |
|