CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
320-0 |
309-4 |
-10-4 |
-3.3% |
325-0 |
High |
321-4 |
315-0 |
-6-4 |
-2.0% |
336-0 |
Low |
318-0 |
304-4 |
-13-4 |
-4.2% |
318-0 |
Close |
319-2 |
314-2 |
-5-0 |
-1.6% |
319-2 |
Range |
3-4 |
10-4 |
7-0 |
200.0% |
18-0 |
ATR |
11-3 |
11-5 |
0-2 |
2.1% |
0-0 |
Volume |
100,230 |
59,297 |
-40,933 |
-40.8% |
489,249 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
342-6 |
339-0 |
320-0 |
|
R3 |
332-2 |
328-4 |
317-1 |
|
R2 |
321-6 |
321-6 |
316-1 |
|
R1 |
318-0 |
318-0 |
315-2 |
319-7 |
PP |
311-2 |
311-2 |
311-2 |
312-2 |
S1 |
307-4 |
307-4 |
313-2 |
309-3 |
S2 |
300-6 |
300-6 |
312-3 |
|
S3 |
290-2 |
297-0 |
311-3 |
|
S4 |
279-6 |
286-4 |
308-4 |
|
|
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 |
304-4 |
31-4 |
10.0% |
9-2 |
2.9% |
31% |
False |
True |
91,473 |
10 |
360-4 |
304-4 |
56-0 |
17.8% |
10-3 |
3.3% |
17% |
False |
True |
84,413 |
20 |
364-4 |
304-4 |
60-0 |
19.1% |
9-6 |
3.1% |
16% |
False |
True |
74,345 |
40 |
399-0 |
304-4 |
94-4 |
30.1% |
9-0 |
2.9% |
10% |
False |
True |
73,919 |
60 |
459-6 |
304-4 |
155-2 |
49.4% |
9-0 |
2.9% |
6% |
False |
True |
62,431 |
80 |
459-6 |
304-4 |
155-2 |
49.4% |
8-6 |
2.8% |
6% |
False |
True |
52,002 |
100 |
459-6 |
304-4 |
155-2 |
49.4% |
8-1 |
2.6% |
6% |
False |
True |
43,897 |
120 |
459-6 |
304-4 |
155-2 |
49.4% |
7-5 |
2.4% |
6% |
False |
True |
37,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
359-5 |
2.618 |
342-4 |
1.618 |
332-0 |
1.000 |
325-4 |
0.618 |
321-4 |
HIGH |
315-0 |
0.618 |
311-0 |
0.500 |
309-6 |
0.382 |
308-4 |
LOW |
304-4 |
0.618 |
298-0 |
1.000 |
294-0 |
1.618 |
287-4 |
2.618 |
277-0 |
4.250 |
259-7 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
312-6 |
320-2 |
PP |
311-2 |
318-2 |
S1 |
309-6 |
316-2 |
|