CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
437-2 |
439-0 |
1-6 |
0.4% |
425-0 |
| High |
437-6 |
439-0 |
1-2 |
0.3% |
434-2 |
| Low |
436-6 |
436-4 |
-0-2 |
-0.1% |
423-0 |
| Close |
437-2 |
437-4 |
0-2 |
0.1% |
434-0 |
| Range |
1-0 |
2-4 |
1-4 |
150.0% |
11-2 |
| ATR |
6-3 |
6-0 |
-0-2 |
-4.3% |
0-0 |
| Volume |
1,783 |
1,731 |
-52 |
-2.9% |
5,272 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
445-1 |
443-7 |
438-7 |
|
| R3 |
442-5 |
441-3 |
438-2 |
|
| R2 |
440-1 |
440-1 |
438-0 |
|
| R1 |
438-7 |
438-7 |
437-6 |
438-2 |
| PP |
437-5 |
437-5 |
437-5 |
437-3 |
| S1 |
436-3 |
436-3 |
437-2 |
435-6 |
| S2 |
435-1 |
435-1 |
437-0 |
|
| S3 |
432-5 |
433-7 |
436-6 |
|
| S4 |
430-1 |
431-3 |
436-1 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
464-1 |
460-3 |
440-2 |
|
| R3 |
452-7 |
449-1 |
437-1 |
|
| R2 |
441-5 |
441-5 |
436-0 |
|
| R1 |
437-7 |
437-7 |
435-0 |
439-6 |
| PP |
430-3 |
430-3 |
430-3 |
431-3 |
| S1 |
426-5 |
426-5 |
433-0 |
428-4 |
| S2 |
419-1 |
419-1 |
432-0 |
|
| S3 |
407-7 |
415-3 |
430-7 |
|
| S4 |
396-5 |
404-1 |
427-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
449-5 |
|
2.618 |
445-4 |
|
1.618 |
443-0 |
|
1.000 |
441-4 |
|
0.618 |
440-4 |
|
HIGH |
439-0 |
|
0.618 |
438-0 |
|
0.500 |
437-6 |
|
0.382 |
437-4 |
|
LOW |
436-4 |
|
0.618 |
435-0 |
|
1.000 |
434-0 |
|
1.618 |
432-4 |
|
2.618 |
430-0 |
|
4.250 |
425-7 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
437-6 |
438-2 |
| PP |
437-5 |
438-0 |
| S1 |
437-5 |
437-6 |
|