CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
324-0 |
326-0 |
2-0 |
0.6% |
309-4 |
High |
327-0 |
330-0 |
3-0 |
0.9% |
327-0 |
Low |
318-0 |
324-4 |
6-4 |
2.0% |
304-4 |
Close |
321-6 |
329-4 |
7-6 |
2.4% |
321-6 |
Range |
9-0 |
5-4 |
-3-4 |
-38.9% |
22-4 |
ATR |
10-3 |
10-2 |
-0-1 |
-1.4% |
0-0 |
Volume |
34,627 |
43,812 |
9,185 |
26.5% |
257,275 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
344-4 |
342-4 |
332-4 |
|
R3 |
339-0 |
337-0 |
331-0 |
|
R2 |
333-4 |
333-4 |
330-4 |
|
R1 |
331-4 |
331-4 |
330-0 |
332-4 |
PP |
328-0 |
328-0 |
328-0 |
328-4 |
S1 |
326-0 |
326-0 |
329-0 |
327-0 |
S2 |
322-4 |
322-4 |
328-4 |
|
S3 |
317-0 |
320-4 |
328-0 |
|
S4 |
311-4 |
315-0 |
326-4 |
|
|
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 |
330-0 |
311-0 |
19-0 |
5.8% |
6-3 |
1.9% |
97% |
True |
False |
48,358 |
10 |
336-0 |
304-4 |
31-4 |
9.6% |
7-6 |
2.4% |
79% |
False |
False |
69,915 |
20 |
364-4 |
304-4 |
60-0 |
18.2% |
8-7 |
2.7% |
42% |
False |
False |
70,491 |
40 |
390-6 |
304-4 |
86-2 |
26.2% |
8-7 |
2.7% |
29% |
False |
False |
72,770 |
60 |
459-6 |
304-4 |
155-2 |
47.1% |
8-7 |
2.7% |
16% |
False |
False |
63,787 |
80 |
459-6 |
304-4 |
155-2 |
47.1% |
8-5 |
2.6% |
16% |
False |
False |
54,139 |
100 |
459-6 |
304-4 |
155-2 |
47.1% |
8-1 |
2.5% |
16% |
False |
False |
45,940 |
120 |
459-6 |
304-4 |
155-2 |
47.1% |
7-5 |
2.3% |
16% |
False |
False |
39,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
353-3 |
2.618 |
344-3 |
1.618 |
338-7 |
1.000 |
335-4 |
0.618 |
333-3 |
HIGH |
330-0 |
0.618 |
327-7 |
0.500 |
327-2 |
0.382 |
326-5 |
LOW |
324-4 |
0.618 |
321-1 |
1.000 |
319-0 |
1.618 |
315-5 |
2.618 |
310-1 |
4.250 |
301-1 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
328-6 |
327-4 |
PP |
328-0 |
325-3 |
S1 |
327-2 |
323-3 |
|