CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
313-0 |
321-4 |
8-4 |
2.7% |
325-0 |
High |
321-4 |
321-4 |
0-0 |
0.0% |
336-0 |
Low |
313-0 |
316-6 |
3-6 |
1.2% |
318-0 |
Close |
320-0 |
318-4 |
-1-4 |
-0.5% |
319-2 |
Range |
8-4 |
4-6 |
-3-6 |
-44.1% |
18-0 |
ATR |
10-7 |
10-4 |
-0-4 |
-4.0% |
0-0 |
Volume |
46,943 |
45,718 |
-1,225 |
-2.6% |
489,249 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
333-1 |
330-5 |
321-1 |
|
R3 |
328-3 |
325-7 |
319-6 |
|
R2 |
323-5 |
323-5 |
319-3 |
|
R1 |
321-1 |
321-1 |
318-7 |
320-0 |
PP |
318-7 |
318-7 |
318-7 |
318-3 |
S1 |
316-3 |
316-3 |
318-1 |
315-2 |
S2 |
314-1 |
314-1 |
317-5 |
|
S3 |
309-3 |
311-5 |
317-2 |
|
S4 |
304-5 |
306-7 |
315-7 |
|
|
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 |
321-4 |
304-4 |
17-0 |
5.3% |
6-2 |
2.0% |
82% |
True |
False |
64,575 |
10 |
336-0 |
304-4 |
31-4 |
9.9% |
8-4 |
2.7% |
44% |
False |
False |
79,665 |
20 |
364-4 |
304-4 |
60-0 |
18.8% |
9-2 |
2.9% |
23% |
False |
False |
71,993 |
40 |
396-4 |
304-4 |
92-0 |
28.9% |
8-7 |
2.8% |
15% |
False |
False |
73,443 |
60 |
459-6 |
304-4 |
155-2 |
48.7% |
8-7 |
2.8% |
9% |
False |
False |
63,891 |
80 |
459-6 |
304-4 |
155-2 |
48.7% |
8-6 |
2.7% |
9% |
False |
False |
53,520 |
100 |
459-6 |
304-4 |
155-2 |
48.7% |
8-2 |
2.6% |
9% |
False |
False |
45,332 |
120 |
459-6 |
304-4 |
155-2 |
48.7% |
7-5 |
2.4% |
9% |
False |
False |
39,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
341-6 |
2.618 |
333-7 |
1.618 |
329-1 |
1.000 |
326-2 |
0.618 |
324-3 |
HIGH |
321-4 |
0.618 |
319-5 |
0.500 |
319-1 |
0.382 |
318-5 |
LOW |
316-6 |
0.618 |
313-7 |
1.000 |
312-0 |
1.618 |
309-1 |
2.618 |
304-3 |
4.250 |
296-4 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
319-1 |
317-6 |
PP |
318-7 |
317-0 |
S1 |
318-6 |
316-2 |
|