CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
416-6 |
422-0 |
5-2 |
1.3% |
396-6 |
| High |
420-0 |
424-0 |
4-0 |
1.0% |
417-0 |
| Low |
416-0 |
414-4 |
-1-4 |
-0.4% |
391-6 |
| Close |
418-2 |
421-0 |
2-6 |
0.7% |
415-4 |
| Range |
4-0 |
9-4 |
5-4 |
137.5% |
25-2 |
| ATR |
9-4 |
9-4 |
0-0 |
0.0% |
0-0 |
| Volume |
11,875 |
16,935 |
5,060 |
42.6% |
105,408 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
448-3 |
444-1 |
426-2 |
|
| R3 |
438-7 |
434-5 |
423-5 |
|
| R2 |
429-3 |
429-3 |
422-6 |
|
| R1 |
425-1 |
425-1 |
421-7 |
422-4 |
| PP |
419-7 |
419-7 |
419-7 |
418-4 |
| S1 |
415-5 |
415-5 |
420-1 |
413-0 |
| S2 |
410-3 |
410-3 |
419-2 |
|
| S3 |
400-7 |
406-1 |
418-3 |
|
| S4 |
391-3 |
396-5 |
415-6 |
|
|
| 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 |
424-0 |
392-4 |
31-4 |
7.5% |
9-6 |
2.3% |
90% |
True |
False |
18,632 |
| 10 |
424-0 |
391-6 |
32-2 |
7.7% |
8-0 |
1.9% |
91% |
True |
False |
17,960 |
| 20 |
433-6 |
391-6 |
42-0 |
10.0% |
8-3 |
2.0% |
70% |
False |
False |
15,375 |
| 40 |
433-6 |
386-4 |
47-2 |
11.2% |
9-4 |
2.2% |
73% |
False |
False |
12,471 |
| 60 |
433-6 |
342-4 |
91-2 |
21.7% |
9-0 |
2.1% |
86% |
False |
False |
10,161 |
| 80 |
433-6 |
328-4 |
105-2 |
25.0% |
8-1 |
1.9% |
88% |
False |
False |
8,509 |
| 100 |
433-6 |
328-4 |
105-2 |
25.0% |
7-3 |
1.8% |
88% |
False |
False |
7,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
464-3 |
|
2.618 |
448-7 |
|
1.618 |
439-3 |
|
1.000 |
433-4 |
|
0.618 |
429-7 |
|
HIGH |
424-0 |
|
0.618 |
420-3 |
|
0.500 |
419-2 |
|
0.382 |
418-1 |
|
LOW |
414-4 |
|
0.618 |
408-5 |
|
1.000 |
405-0 |
|
1.618 |
399-1 |
|
2.618 |
389-5 |
|
4.250 |
374-1 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
420-3 |
420-1 |
| PP |
419-7 |
419-1 |
| S1 |
419-2 |
418-2 |
|