CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
410-0 |
407-4 |
-2-4 |
-0.6% |
412-4 |
| High |
410-4 |
416-6 |
6-2 |
1.5% |
424-0 |
| Low |
403-0 |
407-4 |
4-4 |
1.1% |
403-0 |
| Close |
408-4 |
410-6 |
2-2 |
0.6% |
408-4 |
| Range |
7-4 |
9-2 |
1-6 |
23.3% |
21-0 |
| ATR |
9-7 |
9-7 |
0-0 |
-0.4% |
0-0 |
| Volume |
11,912 |
11,807 |
-105 |
-0.9% |
73,899 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
439-3 |
434-3 |
415-7 |
|
| R3 |
430-1 |
425-1 |
413-2 |
|
| R2 |
420-7 |
420-7 |
412-4 |
|
| R1 |
415-7 |
415-7 |
411-5 |
418-3 |
| PP |
411-5 |
411-5 |
411-5 |
413-0 |
| S1 |
406-5 |
406-5 |
409-7 |
409-1 |
| S2 |
402-3 |
402-3 |
409-0 |
|
| S3 |
393-1 |
397-3 |
408-2 |
|
| S4 |
383-7 |
388-1 |
405-5 |
|
|
| 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% |
8-1 |
2.0% |
37% |
False |
False |
13,335 |
| 10 |
424-0 |
391-6 |
32-2 |
7.9% |
8-4 |
2.1% |
59% |
False |
False |
17,324 |
| 20 |
430-4 |
391-6 |
38-6 |
9.4% |
8-6 |
2.1% |
49% |
False |
False |
15,950 |
| 40 |
433-6 |
386-4 |
47-2 |
11.5% |
9-2 |
2.3% |
51% |
False |
False |
13,013 |
| 60 |
433-6 |
352-4 |
81-2 |
19.8% |
8-7 |
2.2% |
72% |
False |
False |
10,617 |
| 80 |
433-6 |
328-4 |
105-2 |
25.6% |
8-2 |
2.0% |
78% |
False |
False |
8,900 |
| 100 |
433-6 |
328-4 |
105-2 |
25.6% |
7-5 |
1.8% |
78% |
False |
False |
7,561 |
| 120 |
433-6 |
328-4 |
105-2 |
25.6% |
7-0 |
1.7% |
78% |
False |
False |
6,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
456-0 |
|
2.618 |
441-0 |
|
1.618 |
431-6 |
|
1.000 |
426-0 |
|
0.618 |
422-4 |
|
HIGH |
416-6 |
|
0.618 |
413-2 |
|
0.500 |
412-1 |
|
0.382 |
411-0 |
|
LOW |
407-4 |
|
0.618 |
401-6 |
|
1.000 |
398-2 |
|
1.618 |
392-4 |
|
2.618 |
383-2 |
|
4.250 |
368-2 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
412-1 |
410-4 |
| PP |
411-5 |
410-1 |
| S1 |
411-2 |
409-7 |
|