CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
309-4 |
313-4 |
4-0 |
1.3% |
325-0 |
High |
315-0 |
315-0 |
0-0 |
0.0% |
336-0 |
Low |
304-4 |
311-0 |
6-4 |
2.1% |
318-0 |
Close |
314-2 |
314-4 |
0-2 |
0.1% |
319-2 |
Range |
10-4 |
4-0 |
-6-4 |
-61.9% |
18-0 |
ATR |
11-5 |
11-1 |
-0-4 |
-4.7% |
0-0 |
Volume |
59,297 |
70,690 |
11,393 |
19.2% |
489,249 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
325-4 |
324-0 |
316-6 |
|
R3 |
321-4 |
320-0 |
315-5 |
|
R2 |
317-4 |
317-4 |
315-2 |
|
R1 |
316-0 |
316-0 |
314-7 |
316-6 |
PP |
313-4 |
313-4 |
313-4 |
313-7 |
S1 |
312-0 |
312-0 |
314-1 |
312-6 |
S2 |
309-4 |
309-4 |
313-6 |
|
S3 |
305-4 |
308-0 |
313-3 |
|
S4 |
301-4 |
304-0 |
312-2 |
|
|
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% |
9-1 |
2.9% |
32% |
False |
False |
85,672 |
10 |
357-2 |
304-4 |
52-6 |
16.8% |
10-0 |
3.2% |
19% |
False |
False |
83,491 |
20 |
364-4 |
304-4 |
60-0 |
19.1% |
9-4 |
3.0% |
17% |
False |
False |
74,019 |
40 |
399-0 |
304-4 |
94-4 |
30.0% |
9-0 |
2.8% |
11% |
False |
False |
74,536 |
60 |
459-6 |
304-4 |
155-2 |
49.4% |
8-7 |
2.8% |
6% |
False |
False |
63,484 |
80 |
459-6 |
304-4 |
155-2 |
49.4% |
8-6 |
2.8% |
6% |
False |
False |
52,690 |
100 |
459-6 |
304-4 |
155-2 |
49.4% |
8-1 |
2.6% |
6% |
False |
False |
44,487 |
120 |
459-6 |
304-4 |
155-2 |
49.4% |
7-5 |
2.4% |
6% |
False |
False |
38,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
332-0 |
2.618 |
325-4 |
1.618 |
321-4 |
1.000 |
319-0 |
0.618 |
317-4 |
HIGH |
315-0 |
0.618 |
313-4 |
0.500 |
313-0 |
0.382 |
312-4 |
LOW |
311-0 |
0.618 |
308-4 |
1.000 |
307-0 |
1.618 |
304-4 |
2.618 |
300-4 |
4.250 |
294-0 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
314-0 |
314-0 |
PP |
313-4 |
313-4 |
S1 |
313-0 |
313-0 |
|