CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
327-0 |
321-0 |
-6-0 |
-1.8% |
309-4 |
High |
331-0 |
323-0 |
-8-0 |
-2.4% |
327-0 |
Low |
318-0 |
318-0 |
0-0 |
0.0% |
304-4 |
Close |
321-4 |
320-4 |
-1-0 |
-0.3% |
321-6 |
Range |
13-0 |
5-0 |
-8-0 |
-61.5% |
22-4 |
ATR |
10-3 |
10-0 |
-0-3 |
-3.7% |
0-0 |
Volume |
52,786 |
48,731 |
-4,055 |
-7.7% |
257,275 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
335-4 |
333-0 |
323-2 |
|
R3 |
330-4 |
328-0 |
321-7 |
|
R2 |
325-4 |
325-4 |
321-3 |
|
R1 |
323-0 |
323-0 |
321-0 |
321-6 |
PP |
320-4 |
320-4 |
320-4 |
319-7 |
S1 |
318-0 |
318-0 |
320-0 |
316-6 |
S2 |
315-4 |
315-4 |
319-5 |
|
S3 |
310-4 |
313-0 |
319-1 |
|
S4 |
305-4 |
308-0 |
317-6 |
|
|
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 |
331-0 |
316-6 |
14-2 |
4.4% |
7-4 |
2.3% |
26% |
False |
False |
45,134 |
10 |
336-0 |
304-4 |
31-4 |
9.8% |
7-4 |
2.3% |
51% |
False |
False |
60,234 |
20 |
364-4 |
304-4 |
60-0 |
18.7% |
9-2 |
2.9% |
27% |
False |
False |
68,511 |
40 |
364-4 |
304-4 |
60-0 |
18.7% |
9-0 |
2.8% |
27% |
False |
False |
71,607 |
60 |
458-4 |
304-4 |
154-0 |
48.0% |
8-7 |
2.8% |
10% |
False |
False |
64,758 |
80 |
459-6 |
304-4 |
155-2 |
48.4% |
8-5 |
2.7% |
10% |
False |
False |
54,962 |
100 |
459-6 |
304-4 |
155-2 |
48.4% |
8-2 |
2.6% |
10% |
False |
False |
46,733 |
120 |
459-6 |
304-4 |
155-2 |
48.4% |
7-6 |
2.4% |
10% |
False |
False |
40,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
344-2 |
2.618 |
336-1 |
1.618 |
331-1 |
1.000 |
328-0 |
0.618 |
326-1 |
HIGH |
323-0 |
0.618 |
321-1 |
0.500 |
320-4 |
0.382 |
319-7 |
LOW |
318-0 |
0.618 |
314-7 |
1.000 |
313-0 |
1.618 |
309-7 |
2.618 |
304-7 |
4.250 |
296-6 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
320-4 |
324-4 |
PP |
320-4 |
323-1 |
S1 |
320-4 |
321-7 |
|