CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
412-4 |
416-6 |
4-2 |
1.0% |
396-6 |
| High |
420-2 |
420-0 |
-0-2 |
-0.1% |
417-0 |
| Low |
412-4 |
416-0 |
3-4 |
0.8% |
391-6 |
| Close |
419-2 |
418-2 |
-1-0 |
-0.2% |
415-4 |
| Range |
7-6 |
4-0 |
-3-6 |
-48.4% |
25-2 |
| ATR |
10-0 |
9-4 |
-0-3 |
-4.3% |
0-0 |
| Volume |
19,029 |
11,875 |
-7,154 |
-37.6% |
105,408 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
430-1 |
428-1 |
420-4 |
|
| R3 |
426-1 |
424-1 |
419-3 |
|
| R2 |
422-1 |
422-1 |
419-0 |
|
| R1 |
420-1 |
420-1 |
418-5 |
421-1 |
| PP |
418-1 |
418-1 |
418-1 |
418-4 |
| S1 |
416-1 |
416-1 |
417-7 |
417-1 |
| S2 |
414-1 |
414-1 |
417-4 |
|
| S3 |
410-1 |
412-1 |
417-1 |
|
| S4 |
406-1 |
408-1 |
416-0 |
|
|
| 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% |
9-1 |
2.2% |
93% |
False |
False |
18,198 |
| 10 |
421-2 |
391-6 |
29-4 |
7.1% |
7-5 |
1.8% |
90% |
False |
False |
17,324 |
| 20 |
433-6 |
391-6 |
42-0 |
10.0% |
8-2 |
2.0% |
63% |
False |
False |
14,812 |
| 40 |
433-6 |
386-4 |
47-2 |
11.3% |
9-3 |
2.2% |
67% |
False |
False |
12,138 |
| 60 |
433-6 |
340-0 |
93-6 |
22.4% |
8-7 |
2.1% |
83% |
False |
False |
9,950 |
| 80 |
433-6 |
328-4 |
105-2 |
25.2% |
8-0 |
1.9% |
85% |
False |
False |
8,342 |
| 100 |
433-6 |
328-4 |
105-2 |
25.2% |
7-3 |
1.8% |
85% |
False |
False |
7,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
437-0 |
|
2.618 |
430-4 |
|
1.618 |
426-4 |
|
1.000 |
424-0 |
|
0.618 |
422-4 |
|
HIGH |
420-0 |
|
0.618 |
418-4 |
|
0.500 |
418-0 |
|
0.382 |
417-4 |
|
LOW |
416-0 |
|
0.618 |
413-4 |
|
1.000 |
412-0 |
|
1.618 |
409-4 |
|
2.618 |
405-4 |
|
4.250 |
399-0 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
418-1 |
416-0 |
| PP |
418-1 |
413-5 |
| S1 |
418-0 |
411-3 |
|