CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 12-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
325-0 |
320-0 |
-5-0 |
-1.5% |
350-4 |
High |
328-2 |
335-4 |
7-2 |
2.2% |
364-4 |
Low |
323-6 |
319-4 |
-4-2 |
-1.3% |
321-4 |
Close |
326-4 |
330-6 |
4-2 |
1.3% |
322-0 |
Range |
4-4 |
16-0 |
11-4 |
255.6% |
43-0 |
ATR |
11-4 |
11-6 |
0-3 |
2.8% |
0-0 |
Volume |
99,696 |
98,630 |
-1,066 |
-1.1% |
357,338 |
|
Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
376-5 |
369-5 |
339-4 |
|
R3 |
360-5 |
353-5 |
335-1 |
|
R2 |
344-5 |
344-5 |
333-5 |
|
R1 |
337-5 |
337-5 |
332-2 |
341-1 |
PP |
328-5 |
328-5 |
328-5 |
330-2 |
S1 |
321-5 |
321-5 |
329-2 |
325-1 |
S2 |
312-5 |
312-5 |
327-7 |
|
S3 |
296-5 |
305-5 |
326-3 |
|
S4 |
280-5 |
289-5 |
322-0 |
|
|
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 |
342-4 |
319-4 |
23-0 |
7.0% |
10-5 |
3.2% |
49% |
False |
True |
90,003 |
10 |
364-4 |
319-4 |
45-0 |
13.6% |
10-7 |
3.3% |
25% |
False |
True |
76,789 |
20 |
364-4 |
304-4 |
60-0 |
18.1% |
9-4 |
2.9% |
44% |
False |
False |
70,674 |
40 |
416-4 |
304-4 |
112-0 |
33.9% |
9-0 |
2.7% |
23% |
False |
False |
70,406 |
60 |
459-6 |
304-4 |
155-2 |
46.9% |
9-0 |
2.7% |
17% |
False |
False |
59,034 |
80 |
459-6 |
304-4 |
155-2 |
46.9% |
8-5 |
2.6% |
17% |
False |
False |
49,451 |
100 |
459-6 |
304-4 |
155-2 |
46.9% |
8-0 |
2.4% |
17% |
False |
False |
41,453 |
120 |
459-6 |
304-4 |
155-2 |
46.9% |
7-5 |
2.3% |
17% |
False |
False |
35,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403-4 |
2.618 |
377-3 |
1.618 |
361-3 |
1.000 |
351-4 |
0.618 |
345-3 |
HIGH |
335-4 |
0.618 |
329-3 |
0.500 |
327-4 |
0.382 |
325-5 |
LOW |
319-4 |
0.618 |
309-5 |
1.000 |
303-4 |
1.618 |
293-5 |
2.618 |
277-5 |
4.250 |
251-4 |
|
|
Fisher Pivots for day following 12-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
329-5 |
329-5 |
PP |
328-5 |
328-5 |
S1 |
327-4 |
327-4 |
|