CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 28-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
322-0 |
324-0 |
2-0 |
0.6% |
326-0 |
High |
324-0 |
325-4 |
1-4 |
0.5% |
331-0 |
Low |
315-0 |
317-4 |
2-4 |
0.8% |
315-0 |
Close |
323-0 |
321-0 |
-2-0 |
-0.6% |
321-0 |
Range |
9-0 |
8-0 |
-1-0 |
-11.1% |
16-0 |
ATR |
9-7 |
9-6 |
-0-1 |
-1.4% |
0-0 |
Volume |
43,896 |
57,228 |
13,332 |
30.4% |
246,453 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
345-3 |
341-1 |
325-3 |
|
R3 |
337-3 |
333-1 |
323-2 |
|
R2 |
329-3 |
329-3 |
322-4 |
|
R1 |
325-1 |
325-1 |
321-6 |
323-2 |
PP |
321-3 |
321-3 |
321-3 |
320-3 |
S1 |
317-1 |
317-1 |
320-2 |
315-2 |
S2 |
313-3 |
313-3 |
319-4 |
|
S3 |
305-3 |
309-1 |
318-6 |
|
S4 |
297-3 |
301-1 |
316-5 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
370-3 |
361-5 |
329-6 |
|
R3 |
354-3 |
345-5 |
325-3 |
|
R2 |
338-3 |
338-3 |
323-7 |
|
R1 |
329-5 |
329-5 |
322-4 |
326-0 |
PP |
322-3 |
322-3 |
322-3 |
320-4 |
S1 |
313-5 |
313-5 |
319-4 |
310-0 |
S2 |
306-3 |
306-3 |
318-1 |
|
S3 |
290-3 |
297-5 |
316-5 |
|
S4 |
274-3 |
281-5 |
312-2 |
|
|
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% |
8-1 |
2.5% |
38% |
False |
False |
49,290 |
10 |
331-0 |
304-4 |
26-4 |
8.3% |
7-6 |
2.4% |
62% |
False |
False |
50,372 |
20 |
364-4 |
304-4 |
60-0 |
18.7% |
9-2 |
2.9% |
28% |
False |
False |
67,515 |
40 |
364-4 |
304-4 |
60-0 |
18.7% |
9-0 |
2.8% |
28% |
False |
False |
70,583 |
60 |
458-0 |
304-4 |
153-4 |
47.8% |
8-6 |
2.7% |
11% |
False |
False |
65,340 |
80 |
459-6 |
304-4 |
155-2 |
48.4% |
8-5 |
2.7% |
11% |
False |
False |
55,703 |
100 |
459-6 |
304-4 |
155-2 |
48.4% |
8-2 |
2.6% |
11% |
False |
False |
47,601 |
120 |
459-6 |
304-4 |
155-2 |
48.4% |
7-7 |
2.4% |
11% |
False |
False |
40,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
359-4 |
2.618 |
346-4 |
1.618 |
338-4 |
1.000 |
333-4 |
0.618 |
330-4 |
HIGH |
325-4 |
0.618 |
322-4 |
0.500 |
321-4 |
0.382 |
320-4 |
LOW |
317-4 |
0.618 |
312-4 |
1.000 |
309-4 |
1.618 |
304-4 |
2.618 |
296-4 |
4.250 |
283-4 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
321-4 |
320-6 |
PP |
321-3 |
320-4 |
S1 |
321-1 |
320-2 |
|