CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
320-0 |
334-0 |
14-0 |
4.4% |
350-4 |
High |
335-4 |
336-0 |
0-4 |
0.1% |
364-4 |
Low |
319-4 |
324-4 |
5-0 |
1.6% |
321-4 |
Close |
330-6 |
324-4 |
-6-2 |
-1.9% |
322-0 |
Range |
16-0 |
11-4 |
-4-4 |
-28.1% |
43-0 |
ATR |
11-6 |
11-6 |
0-0 |
-0.2% |
0-0 |
Volume |
98,630 |
99,513 |
883 |
0.9% |
357,338 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
362-7 |
355-1 |
330-7 |
|
R3 |
351-3 |
343-5 |
327-5 |
|
R2 |
339-7 |
339-7 |
326-5 |
|
R1 |
332-1 |
332-1 |
325-4 |
330-2 |
PP |
328-3 |
328-3 |
328-3 |
327-3 |
S1 |
320-5 |
320-5 |
323-4 |
318-6 |
S2 |
316-7 |
316-7 |
322-3 |
|
S3 |
305-3 |
309-1 |
321-3 |
|
S4 |
293-7 |
297-5 |
318-1 |
|
|
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 |
336-0 |
319-4 |
16-4 |
5.1% |
10-6 |
3.3% |
30% |
True |
False |
94,754 |
10 |
364-4 |
319-4 |
45-0 |
13.9% |
11-2 |
3.5% |
11% |
False |
False |
80,004 |
20 |
364-4 |
304-4 |
60-0 |
18.5% |
9-6 |
3.0% |
33% |
False |
False |
72,144 |
40 |
415-4 |
304-4 |
111-0 |
34.2% |
9-0 |
2.8% |
18% |
False |
False |
71,871 |
60 |
459-6 |
304-4 |
155-2 |
47.8% |
9-0 |
2.8% |
13% |
False |
False |
60,315 |
80 |
459-6 |
304-4 |
155-2 |
47.8% |
8-6 |
2.7% |
13% |
False |
False |
50,362 |
100 |
459-6 |
304-4 |
155-2 |
47.8% |
8-0 |
2.5% |
13% |
False |
False |
42,418 |
120 |
459-6 |
304-4 |
155-2 |
47.8% |
7-5 |
2.4% |
13% |
False |
False |
36,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
384-7 |
2.618 |
366-1 |
1.618 |
354-5 |
1.000 |
347-4 |
0.618 |
343-1 |
HIGH |
336-0 |
0.618 |
331-5 |
0.500 |
330-2 |
0.382 |
328-7 |
LOW |
324-4 |
0.618 |
317-3 |
1.000 |
313-0 |
1.618 |
305-7 |
2.618 |
294-3 |
4.250 |
275-5 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
330-2 |
327-6 |
PP |
328-3 |
326-5 |
S1 |
326-3 |
325-5 |
|