CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
313-4 |
313-0 |
-0-4 |
-0.2% |
325-0 |
High |
315-0 |
321-4 |
6-4 |
2.1% |
336-0 |
Low |
311-0 |
313-0 |
2-0 |
0.6% |
318-0 |
Close |
314-4 |
320-0 |
5-4 |
1.7% |
319-2 |
Range |
4-0 |
8-4 |
4-4 |
112.5% |
18-0 |
ATR |
11-1 |
10-7 |
-0-1 |
-1.7% |
0-0 |
Volume |
70,690 |
46,943 |
-23,747 |
-33.6% |
489,249 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
343-5 |
340-3 |
324-5 |
|
R3 |
335-1 |
331-7 |
322-3 |
|
R2 |
326-5 |
326-5 |
321-4 |
|
R1 |
323-3 |
323-3 |
320-6 |
325-0 |
PP |
318-1 |
318-1 |
318-1 |
319-0 |
S1 |
314-7 |
314-7 |
319-2 |
316-4 |
S2 |
309-5 |
309-5 |
318-4 |
|
S3 |
301-1 |
306-3 |
317-5 |
|
S4 |
292-5 |
297-7 |
315-3 |
|
|
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 |
304-4 |
31-4 |
9.8% |
7-5 |
2.4% |
49% |
False |
False |
75,334 |
10 |
342-4 |
304-4 |
38-0 |
11.9% |
9-1 |
2.8% |
41% |
False |
False |
82,669 |
20 |
364-4 |
304-4 |
60-0 |
18.8% |
9-5 |
3.0% |
26% |
False |
False |
72,886 |
40 |
399-0 |
304-4 |
94-4 |
29.5% |
9-0 |
2.8% |
16% |
False |
False |
73,905 |
60 |
459-6 |
304-4 |
155-2 |
48.5% |
8-7 |
2.8% |
10% |
False |
False |
63,871 |
80 |
459-6 |
304-4 |
155-2 |
48.5% |
8-6 |
2.7% |
10% |
False |
False |
53,129 |
100 |
459-6 |
304-4 |
155-2 |
48.5% |
8-2 |
2.6% |
10% |
False |
False |
44,916 |
120 |
459-6 |
304-4 |
155-2 |
48.5% |
7-5 |
2.4% |
10% |
False |
False |
38,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
357-5 |
2.618 |
343-6 |
1.618 |
335-2 |
1.000 |
330-0 |
0.618 |
326-6 |
HIGH |
321-4 |
0.618 |
318-2 |
0.500 |
317-2 |
0.382 |
316-2 |
LOW |
313-0 |
0.618 |
307-6 |
1.000 |
304-4 |
1.618 |
299-2 |
2.618 |
290-6 |
4.250 |
276-7 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
319-1 |
317-5 |
PP |
318-1 |
315-3 |
S1 |
317-2 |
313-0 |
|