CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 27-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
321-0 |
322-0 |
1-0 |
0.3% |
309-4 |
High |
323-0 |
324-0 |
1-0 |
0.3% |
327-0 |
Low |
318-0 |
315-0 |
-3-0 |
-0.9% |
304-4 |
Close |
320-4 |
323-0 |
2-4 |
0.8% |
321-6 |
Range |
5-0 |
9-0 |
4-0 |
80.0% |
22-4 |
ATR |
10-0 |
9-7 |
-0-1 |
-0.7% |
0-0 |
Volume |
48,731 |
43,896 |
-4,835 |
-9.9% |
257,275 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
347-5 |
344-3 |
328-0 |
|
R3 |
338-5 |
335-3 |
325-4 |
|
R2 |
329-5 |
329-5 |
324-5 |
|
R1 |
326-3 |
326-3 |
323-7 |
328-0 |
PP |
320-5 |
320-5 |
320-5 |
321-4 |
S1 |
317-3 |
317-3 |
322-1 |
319-0 |
S2 |
311-5 |
311-5 |
321-3 |
|
S3 |
302-5 |
308-3 |
320-4 |
|
S4 |
293-5 |
299-3 |
318-0 |
|
|
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 |
315-0 |
16-0 |
5.0% |
8-2 |
2.6% |
50% |
False |
True |
44,770 |
10 |
331-0 |
304-4 |
26-4 |
8.2% |
7-2 |
2.3% |
70% |
False |
False |
54,673 |
20 |
364-4 |
304-4 |
60-0 |
18.6% |
9-2 |
2.9% |
31% |
False |
False |
67,338 |
40 |
364-4 |
304-4 |
60-0 |
18.6% |
9-0 |
2.8% |
31% |
False |
False |
71,176 |
60 |
458-4 |
304-4 |
154-0 |
47.7% |
8-7 |
2.7% |
12% |
False |
False |
65,060 |
80 |
459-6 |
304-4 |
155-2 |
48.1% |
8-5 |
2.7% |
12% |
False |
False |
55,330 |
100 |
459-6 |
304-4 |
155-2 |
48.1% |
8-2 |
2.6% |
12% |
False |
False |
47,104 |
120 |
459-6 |
304-4 |
155-2 |
48.1% |
7-7 |
2.4% |
12% |
False |
False |
40,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
362-2 |
2.618 |
347-4 |
1.618 |
338-4 |
1.000 |
333-0 |
0.618 |
329-4 |
HIGH |
324-0 |
0.618 |
320-4 |
0.500 |
319-4 |
0.382 |
318-4 |
LOW |
315-0 |
0.618 |
309-4 |
1.000 |
306-0 |
1.618 |
300-4 |
2.618 |
291-4 |
4.250 |
276-6 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
321-7 |
323-0 |
PP |
320-5 |
323-0 |
S1 |
319-4 |
323-0 |
|