CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
321-4 |
324-0 |
2-4 |
0.8% |
309-4 |
High |
321-4 |
327-0 |
5-4 |
1.7% |
327-0 |
Low |
316-6 |
318-0 |
1-2 |
0.4% |
304-4 |
Close |
318-4 |
321-6 |
3-2 |
1.0% |
321-6 |
Range |
4-6 |
9-0 |
4-2 |
89.5% |
22-4 |
ATR |
10-4 |
10-3 |
-0-1 |
-1.0% |
0-0 |
Volume |
45,718 |
34,627 |
-11,091 |
-24.3% |
257,275 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
349-2 |
344-4 |
326-6 |
|
R3 |
340-2 |
335-4 |
324-2 |
|
R2 |
331-2 |
331-2 |
323-3 |
|
R1 |
326-4 |
326-4 |
322-5 |
324-3 |
PP |
322-2 |
322-2 |
322-2 |
321-2 |
S1 |
317-4 |
317-4 |
320-7 |
315-3 |
S2 |
313-2 |
313-2 |
320-1 |
|
S3 |
304-2 |
308-4 |
319-2 |
|
S4 |
295-2 |
299-4 |
316-6 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-2 |
376-0 |
334-1 |
|
R3 |
362-6 |
353-4 |
328-0 |
|
R2 |
340-2 |
340-2 |
325-7 |
|
R1 |
331-0 |
331-0 |
323-6 |
335-5 |
PP |
317-6 |
317-6 |
317-6 |
320-0 |
S1 |
308-4 |
308-4 |
319-6 |
313-1 |
S2 |
295-2 |
295-2 |
317-5 |
|
S3 |
272-6 |
286-0 |
315-4 |
|
S4 |
250-2 |
263-4 |
309-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
327-0 |
304-4 |
22-4 |
7.0% |
7-3 |
2.3% |
77% |
True |
False |
51,455 |
10 |
336-0 |
304-4 |
31-4 |
9.8% |
8-2 |
2.6% |
55% |
False |
False |
74,652 |
20 |
364-4 |
304-4 |
60-0 |
18.6% |
9-0 |
2.8% |
29% |
False |
False |
70,668 |
40 |
393-4 |
304-4 |
89-0 |
27.7% |
8-7 |
2.8% |
19% |
False |
False |
73,307 |
60 |
459-6 |
304-4 |
155-2 |
48.3% |
8-7 |
2.7% |
11% |
False |
False |
63,989 |
80 |
459-6 |
304-4 |
155-2 |
48.3% |
8-6 |
2.7% |
11% |
False |
False |
53,862 |
100 |
459-6 |
304-4 |
155-2 |
48.3% |
8-1 |
2.5% |
11% |
False |
False |
45,582 |
120 |
459-6 |
304-4 |
155-2 |
48.3% |
7-5 |
2.4% |
11% |
False |
False |
39,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
365-2 |
2.618 |
350-4 |
1.618 |
341-4 |
1.000 |
336-0 |
0.618 |
332-4 |
HIGH |
327-0 |
0.618 |
323-4 |
0.500 |
322-4 |
0.382 |
321-4 |
LOW |
318-0 |
0.618 |
312-4 |
1.000 |
309-0 |
1.618 |
303-4 |
2.618 |
294-4 |
4.250 |
279-6 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
322-4 |
321-1 |
PP |
322-2 |
320-5 |
S1 |
322-0 |
320-0 |
|