CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 25-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
326-0 |
327-0 |
1-0 |
0.3% |
309-4 |
High |
330-0 |
331-0 |
1-0 |
0.3% |
327-0 |
Low |
324-4 |
318-0 |
-6-4 |
-2.0% |
304-4 |
Close |
329-4 |
321-4 |
-8-0 |
-2.4% |
321-6 |
Range |
5-4 |
13-0 |
7-4 |
136.4% |
22-4 |
ATR |
10-2 |
10-3 |
0-2 |
2.0% |
0-0 |
Volume |
43,812 |
52,786 |
8,974 |
20.5% |
257,275 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
362-4 |
355-0 |
328-5 |
|
R3 |
349-4 |
342-0 |
325-1 |
|
R2 |
336-4 |
336-4 |
323-7 |
|
R1 |
329-0 |
329-0 |
322-6 |
326-2 |
PP |
323-4 |
323-4 |
323-4 |
322-1 |
S1 |
316-0 |
316-0 |
320-2 |
313-2 |
S2 |
310-4 |
310-4 |
319-1 |
|
S3 |
297-4 |
303-0 |
317-7 |
|
S4 |
284-4 |
290-0 |
314-3 |
|
|
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 |
331-0 |
313-0 |
18-0 |
5.6% |
8-1 |
2.5% |
47% |
True |
False |
44,777 |
10 |
336-0 |
304-4 |
31-4 |
9.8% |
8-5 |
2.7% |
54% |
False |
False |
65,224 |
20 |
364-4 |
304-4 |
60-0 |
18.7% |
9-2 |
2.9% |
28% |
False |
False |
70,518 |
40 |
364-4 |
304-4 |
60-0 |
18.7% |
9-0 |
2.8% |
28% |
False |
False |
72,393 |
60 |
459-6 |
304-4 |
155-2 |
48.3% |
9-0 |
2.8% |
11% |
False |
False |
64,313 |
80 |
459-6 |
304-4 |
155-2 |
48.3% |
8-5 |
2.7% |
11% |
False |
False |
54,500 |
100 |
459-6 |
304-4 |
155-2 |
48.3% |
8-2 |
2.6% |
11% |
False |
False |
46,369 |
120 |
459-6 |
304-4 |
155-2 |
48.3% |
7-6 |
2.4% |
11% |
False |
False |
39,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
386-2 |
2.618 |
365-0 |
1.618 |
352-0 |
1.000 |
344-0 |
0.618 |
339-0 |
HIGH |
331-0 |
0.618 |
326-0 |
0.500 |
324-4 |
0.382 |
323-0 |
LOW |
318-0 |
0.618 |
310-0 |
1.000 |
305-0 |
1.618 |
297-0 |
2.618 |
284-0 |
4.250 |
262-6 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
324-4 |
324-4 |
PP |
323-4 |
323-4 |
S1 |
322-4 |
322-4 |
|