CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
325-0 |
325-0 |
0-0 |
0.0% |
350-4 |
High |
334-2 |
328-2 |
-6-0 |
-1.8% |
364-4 |
Low |
324-2 |
323-6 |
-0-4 |
-0.2% |
321-4 |
Close |
324-2 |
326-4 |
2-2 |
0.7% |
322-0 |
Range |
10-0 |
4-4 |
-5-4 |
-55.0% |
43-0 |
ATR |
12-0 |
11-4 |
-0-4 |
-4.5% |
0-0 |
Volume |
91,180 |
99,696 |
8,516 |
9.3% |
357,338 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
339-5 |
337-5 |
329-0 |
|
R3 |
335-1 |
333-1 |
327-6 |
|
R2 |
330-5 |
330-5 |
327-3 |
|
R1 |
328-5 |
328-5 |
326-7 |
329-5 |
PP |
326-1 |
326-1 |
326-1 |
326-6 |
S1 |
324-1 |
324-1 |
326-1 |
325-1 |
S2 |
321-5 |
321-5 |
325-5 |
|
S3 |
317-1 |
319-5 |
325-2 |
|
S4 |
312-5 |
315-1 |
324-0 |
|
|
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 |
357-2 |
321-4 |
35-6 |
10.9% |
10-7 |
3.3% |
14% |
False |
False |
81,311 |
10 |
364-4 |
315-4 |
49-0 |
15.0% |
9-7 |
3.0% |
22% |
False |
False |
75,813 |
20 |
364-4 |
304-4 |
60-0 |
18.4% |
9-4 |
2.9% |
37% |
False |
False |
69,093 |
40 |
419-4 |
304-4 |
115-0 |
35.2% |
8-6 |
2.7% |
19% |
False |
False |
69,003 |
60 |
459-6 |
304-4 |
155-2 |
47.5% |
8-7 |
2.7% |
14% |
False |
False |
57,728 |
80 |
459-6 |
304-4 |
155-2 |
47.5% |
8-4 |
2.6% |
14% |
False |
False |
48,330 |
100 |
459-6 |
304-4 |
155-2 |
47.5% |
7-7 |
2.4% |
14% |
False |
False |
40,543 |
120 |
459-6 |
304-4 |
155-2 |
47.5% |
7-4 |
2.3% |
14% |
False |
False |
35,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
347-3 |
2.618 |
340-0 |
1.618 |
335-4 |
1.000 |
332-6 |
0.618 |
331-0 |
HIGH |
328-2 |
0.618 |
326-4 |
0.500 |
326-0 |
0.382 |
325-4 |
LOW |
323-6 |
0.618 |
321-0 |
1.000 |
319-2 |
1.618 |
316-4 |
2.618 |
312-0 |
4.250 |
304-5 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
326-3 |
327-7 |
PP |
326-1 |
327-3 |
S1 |
326-0 |
327-0 |
|