CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
414-0 |
410-0 |
-4-0 |
-1.0% |
412-4 |
| High |
415-0 |
410-4 |
-4-4 |
-1.1% |
424-0 |
| Low |
404-4 |
403-0 |
-1-4 |
-0.4% |
403-0 |
| Close |
407-6 |
408-4 |
0-6 |
0.2% |
408-4 |
| Range |
10-4 |
7-4 |
-3-0 |
-28.6% |
21-0 |
| ATR |
10-0 |
9-7 |
-0-1 |
-1.8% |
0-0 |
| Volume |
14,148 |
11,912 |
-2,236 |
-15.8% |
73,899 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
429-7 |
426-5 |
412-5 |
|
| R3 |
422-3 |
419-1 |
410-4 |
|
| R2 |
414-7 |
414-7 |
409-7 |
|
| R1 |
411-5 |
411-5 |
409-2 |
409-4 |
| PP |
407-3 |
407-3 |
407-3 |
406-2 |
| S1 |
404-1 |
404-1 |
407-6 |
402-0 |
| S2 |
399-7 |
399-7 |
407-1 |
|
| S3 |
392-3 |
396-5 |
406-4 |
|
| S4 |
384-7 |
389-1 |
404-3 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
474-7 |
462-5 |
420-0 |
|
| R3 |
453-7 |
441-5 |
414-2 |
|
| R2 |
432-7 |
432-7 |
412-3 |
|
| R1 |
420-5 |
420-5 |
410-3 |
416-2 |
| PP |
411-7 |
411-7 |
411-7 |
409-5 |
| S1 |
399-5 |
399-5 |
406-5 |
395-2 |
| S2 |
390-7 |
390-7 |
404-5 |
|
| S3 |
369-7 |
378-5 |
402-6 |
|
| S4 |
348-7 |
357-5 |
397-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
424-0 |
403-0 |
21-0 |
5.1% |
7-7 |
1.9% |
26% |
False |
True |
14,779 |
| 10 |
424-0 |
391-6 |
32-2 |
7.9% |
8-1 |
2.0% |
52% |
False |
False |
17,930 |
| 20 |
430-4 |
391-6 |
38-6 |
9.5% |
8-2 |
2.0% |
43% |
False |
False |
15,696 |
| 40 |
433-6 |
386-4 |
47-2 |
11.6% |
9-3 |
2.3% |
47% |
False |
False |
12,876 |
| 60 |
433-6 |
352-4 |
81-2 |
19.9% |
8-6 |
2.1% |
69% |
False |
False |
10,488 |
| 80 |
433-6 |
328-4 |
105-2 |
25.8% |
8-1 |
2.0% |
76% |
False |
False |
8,790 |
| 100 |
433-6 |
328-4 |
105-2 |
25.8% |
7-4 |
1.8% |
76% |
False |
False |
7,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
442-3 |
|
2.618 |
430-1 |
|
1.618 |
422-5 |
|
1.000 |
418-0 |
|
0.618 |
415-1 |
|
HIGH |
410-4 |
|
0.618 |
407-5 |
|
0.500 |
406-6 |
|
0.382 |
405-7 |
|
LOW |
403-0 |
|
0.618 |
398-3 |
|
1.000 |
395-4 |
|
1.618 |
390-7 |
|
2.618 |
383-3 |
|
4.250 |
371-1 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
407-7 |
413-4 |
| PP |
407-3 |
411-7 |
| S1 |
406-6 |
410-1 |
|