CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
418-2 |
426-4 |
8-2 |
2.0% |
407-4 |
| High |
418-6 |
427-6 |
9-0 |
2.1% |
418-6 |
| Low |
416-4 |
423-6 |
7-2 |
1.7% |
404-4 |
| Close |
418-6 |
426-0 |
7-2 |
1.7% |
418-6 |
| Range |
2-2 |
4-0 |
1-6 |
77.8% |
14-2 |
| ATR |
9-0 |
9-0 |
0-0 |
0.0% |
0-0 |
| Volume |
6,222 |
4,903 |
-1,319 |
-21.2% |
42,910 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
437-7 |
435-7 |
428-2 |
|
| R3 |
433-7 |
431-7 |
427-1 |
|
| R2 |
429-7 |
429-7 |
426-6 |
|
| R1 |
427-7 |
427-7 |
426-3 |
426-7 |
| PP |
425-7 |
425-7 |
425-7 |
425-2 |
| S1 |
423-7 |
423-7 |
425-5 |
422-7 |
| S2 |
421-7 |
421-7 |
425-2 |
|
| S3 |
417-7 |
419-7 |
424-7 |
|
| S4 |
413-7 |
415-7 |
423-6 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
456-6 |
452-0 |
426-5 |
|
| R3 |
442-4 |
437-6 |
422-5 |
|
| R2 |
428-2 |
428-2 |
421-3 |
|
| R1 |
423-4 |
423-4 |
420-0 |
425-7 |
| PP |
414-0 |
414-0 |
414-0 |
415-2 |
| S1 |
409-2 |
409-2 |
417-4 |
411-5 |
| S2 |
399-6 |
399-6 |
416-1 |
|
| S3 |
385-4 |
395-0 |
414-7 |
|
| S4 |
371-2 |
380-6 |
410-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
427-6 |
404-4 |
23-2 |
5.5% |
5-4 |
1.3% |
92% |
True |
False |
9,562 |
| 10 |
427-6 |
403-0 |
24-6 |
5.8% |
6-5 |
1.6% |
93% |
True |
False |
12,171 |
| 20 |
430-4 |
391-6 |
38-6 |
9.1% |
7-3 |
1.7% |
88% |
False |
False |
14,837 |
| 40 |
433-6 |
386-4 |
47-2 |
11.1% |
9-0 |
2.1% |
84% |
False |
False |
13,137 |
| 60 |
433-6 |
352-4 |
81-2 |
19.1% |
8-7 |
2.1% |
90% |
False |
False |
10,833 |
| 80 |
433-6 |
328-4 |
105-2 |
24.7% |
8-2 |
1.9% |
93% |
False |
False |
9,150 |
| 100 |
433-6 |
328-4 |
105-2 |
24.7% |
7-4 |
1.7% |
93% |
False |
False |
7,850 |
| 120 |
433-6 |
328-4 |
105-2 |
24.7% |
7-0 |
1.6% |
93% |
False |
False |
6,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
444-6 |
|
2.618 |
438-2 |
|
1.618 |
434-2 |
|
1.000 |
431-6 |
|
0.618 |
430-2 |
|
HIGH |
427-6 |
|
0.618 |
426-2 |
|
0.500 |
425-6 |
|
0.382 |
425-2 |
|
LOW |
423-6 |
|
0.618 |
421-2 |
|
1.000 |
419-6 |
|
1.618 |
417-2 |
|
2.618 |
413-2 |
|
4.250 |
406-6 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
425-7 |
423-6 |
| PP |
425-7 |
421-5 |
| S1 |
425-6 |
419-3 |
|