CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
331-4 |
325-0 |
-6-4 |
-2.0% |
350-4 |
High |
333-4 |
334-2 |
0-6 |
0.2% |
364-4 |
Low |
321-4 |
324-2 |
2-6 |
0.9% |
321-4 |
Close |
322-0 |
324-2 |
2-2 |
0.7% |
322-0 |
Range |
12-0 |
10-0 |
-2-0 |
-16.7% |
43-0 |
ATR |
12-0 |
12-0 |
0-0 |
0.2% |
0-0 |
Volume |
84,753 |
91,180 |
6,427 |
7.6% |
357,338 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
357-5 |
350-7 |
329-6 |
|
R3 |
347-5 |
340-7 |
327-0 |
|
R2 |
337-5 |
337-5 |
326-1 |
|
R1 |
330-7 |
330-7 |
325-1 |
329-2 |
PP |
327-5 |
327-5 |
327-5 |
326-6 |
S1 |
320-7 |
320-7 |
323-3 |
319-2 |
S2 |
317-5 |
317-5 |
322-3 |
|
S3 |
307-5 |
310-7 |
321-4 |
|
S4 |
297-5 |
300-7 |
318-6 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
465-0 |
436-4 |
345-5 |
|
R3 |
422-0 |
393-4 |
333-7 |
|
R2 |
379-0 |
379-0 |
329-7 |
|
R1 |
350-4 |
350-4 |
326-0 |
343-2 |
PP |
336-0 |
336-0 |
336-0 |
332-3 |
S1 |
307-4 |
307-4 |
318-0 |
300-2 |
S2 |
293-0 |
293-0 |
314-1 |
|
S3 |
250-0 |
264-4 |
310-1 |
|
S4 |
207-0 |
221-4 |
298-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
360-4 |
321-4 |
39-0 |
12.0% |
11-4 |
3.5% |
7% |
False |
False |
77,352 |
10 |
364-4 |
315-4 |
49-0 |
15.1% |
10-0 |
3.1% |
18% |
False |
False |
71,066 |
20 |
364-4 |
304-4 |
60-0 |
18.5% |
9-4 |
2.9% |
33% |
False |
False |
67,864 |
40 |
425-0 |
304-4 |
120-4 |
37.2% |
9-0 |
2.8% |
16% |
False |
False |
67,725 |
60 |
459-6 |
304-4 |
155-2 |
47.9% |
9-1 |
2.8% |
13% |
False |
False |
56,208 |
80 |
459-6 |
304-4 |
155-2 |
47.9% |
8-5 |
2.7% |
13% |
False |
False |
47,200 |
100 |
459-6 |
304-4 |
155-2 |
47.9% |
7-7 |
2.4% |
13% |
False |
False |
39,624 |
120 |
459-6 |
304-4 |
155-2 |
47.9% |
7-4 |
2.3% |
13% |
False |
False |
34,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
376-6 |
2.618 |
360-3 |
1.618 |
350-3 |
1.000 |
344-2 |
0.618 |
340-3 |
HIGH |
334-2 |
0.618 |
330-3 |
0.500 |
329-2 |
0.382 |
328-1 |
LOW |
324-2 |
0.618 |
318-1 |
1.000 |
314-2 |
1.618 |
308-1 |
2.618 |
298-1 |
4.250 |
281-6 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
329-2 |
332-0 |
PP |
327-5 |
329-3 |
S1 |
325-7 |
326-7 |
|