CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
334-0 |
320-0 |
-14-0 |
-4.2% |
325-0 |
High |
336-0 |
321-4 |
-14-4 |
-4.3% |
336-0 |
Low |
324-4 |
318-0 |
-6-4 |
-2.0% |
318-0 |
Close |
324-4 |
319-2 |
-5-2 |
-1.6% |
319-2 |
Range |
11-4 |
3-4 |
-8-0 |
-69.6% |
18-0 |
ATR |
11-6 |
11-3 |
-0-3 |
-3.2% |
0-0 |
Volume |
99,513 |
100,230 |
717 |
0.7% |
489,249 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
330-1 |
328-1 |
321-1 |
|
R3 |
326-5 |
324-5 |
320-2 |
|
R2 |
323-1 |
323-1 |
319-7 |
|
R1 |
321-1 |
321-1 |
319-5 |
320-3 |
PP |
319-5 |
319-5 |
319-5 |
319-2 |
S1 |
317-5 |
317-5 |
318-7 |
316-7 |
S2 |
316-1 |
316-1 |
318-5 |
|
S3 |
312-5 |
314-1 |
318-2 |
|
S4 |
309-1 |
310-5 |
317-3 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
378-3 |
366-7 |
329-1 |
|
R3 |
360-3 |
348-7 |
324-2 |
|
R2 |
342-3 |
342-3 |
322-4 |
|
R1 |
330-7 |
330-7 |
320-7 |
327-5 |
PP |
324-3 |
324-3 |
324-3 |
322-6 |
S1 |
312-7 |
312-7 |
317-5 |
309-5 |
S2 |
306-3 |
306-3 |
316-0 |
|
S3 |
288-3 |
294-7 |
314-2 |
|
S4 |
270-3 |
276-7 |
309-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
336-0 |
318-0 |
18-0 |
5.6% |
9-1 |
2.9% |
7% |
False |
True |
97,849 |
10 |
364-4 |
318-0 |
46-4 |
14.6% |
10-5 |
3.3% |
3% |
False |
True |
84,658 |
20 |
364-4 |
304-4 |
60-0 |
18.8% |
9-4 |
3.0% |
25% |
False |
False |
73,675 |
40 |
415-4 |
304-4 |
111-0 |
34.8% |
9-0 |
2.8% |
13% |
False |
False |
73,110 |
60 |
459-6 |
304-4 |
155-2 |
48.6% |
8-7 |
2.8% |
10% |
False |
False |
61,661 |
80 |
459-6 |
304-4 |
155-2 |
48.6% |
8-6 |
2.7% |
10% |
False |
False |
51,430 |
100 |
459-6 |
304-4 |
155-2 |
48.6% |
8-1 |
2.5% |
10% |
False |
False |
43,371 |
120 |
459-6 |
304-4 |
155-2 |
48.6% |
7-5 |
2.4% |
10% |
False |
False |
37,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
336-3 |
2.618 |
330-5 |
1.618 |
327-1 |
1.000 |
325-0 |
0.618 |
323-5 |
HIGH |
321-4 |
0.618 |
320-1 |
0.500 |
319-6 |
0.382 |
319-3 |
LOW |
318-0 |
0.618 |
315-7 |
1.000 |
314-4 |
1.618 |
312-3 |
2.618 |
308-7 |
4.250 |
303-1 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
319-6 |
327-0 |
PP |
319-5 |
324-3 |
S1 |
319-3 |
321-7 |
|