CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
427-6 |
434-0 |
6-2 |
1.5% |
428-4 |
| High |
431-4 |
434-2 |
2-6 |
0.6% |
437-4 |
| Low |
427-6 |
431-2 |
3-4 |
0.8% |
421-4 |
| Close |
431-0 |
434-0 |
3-0 |
0.7% |
424-0 |
| Range |
3-6 |
3-0 |
-0-6 |
-20.0% |
16-0 |
| ATR |
7-1 |
6-7 |
-0-2 |
-3.9% |
0-0 |
| Volume |
778 |
759 |
-19 |
-2.4% |
7,113 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
442-1 |
441-1 |
435-5 |
|
| R3 |
439-1 |
438-1 |
434-7 |
|
| R2 |
436-1 |
436-1 |
434-4 |
|
| R1 |
435-1 |
435-1 |
434-2 |
435-4 |
| PP |
433-1 |
433-1 |
433-1 |
433-3 |
| S1 |
432-1 |
432-1 |
433-6 |
432-4 |
| S2 |
430-1 |
430-1 |
433-4 |
|
| S3 |
427-1 |
429-1 |
433-1 |
|
| S4 |
424-1 |
426-1 |
432-3 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
475-5 |
465-7 |
432-6 |
|
| R3 |
459-5 |
449-7 |
428-3 |
|
| R2 |
443-5 |
443-5 |
426-7 |
|
| R1 |
433-7 |
433-7 |
425-4 |
430-6 |
| PP |
427-5 |
427-5 |
427-5 |
426-1 |
| S1 |
417-7 |
417-7 |
422-4 |
414-6 |
| S2 |
411-5 |
411-5 |
421-1 |
|
| S3 |
395-5 |
401-7 |
419-5 |
|
| S4 |
379-5 |
385-7 |
415-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
447-0 |
|
2.618 |
442-1 |
|
1.618 |
439-1 |
|
1.000 |
437-2 |
|
0.618 |
436-1 |
|
HIGH |
434-2 |
|
0.618 |
433-1 |
|
0.500 |
432-6 |
|
0.382 |
432-3 |
|
LOW |
431-2 |
|
0.618 |
429-3 |
|
1.000 |
428-2 |
|
1.618 |
426-3 |
|
2.618 |
423-3 |
|
4.250 |
418-4 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
433-5 |
432-2 |
| PP |
433-1 |
430-3 |
| S1 |
432-6 |
428-5 |
|