CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 31-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
324-0 |
316-4 |
-7-4 |
-2.3% |
326-0 |
High |
325-4 |
326-2 |
0-6 |
0.2% |
331-0 |
Low |
317-4 |
315-0 |
-2-4 |
-0.8% |
315-0 |
Close |
321-0 |
326-2 |
5-2 |
1.6% |
321-0 |
Range |
8-0 |
11-2 |
3-2 |
40.6% |
16-0 |
ATR |
9-6 |
9-7 |
0-1 |
1.1% |
0-0 |
Volume |
57,228 |
77,099 |
19,871 |
34.7% |
246,453 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
356-2 |
352-4 |
332-4 |
|
R3 |
345-0 |
341-2 |
329-3 |
|
R2 |
333-6 |
333-6 |
328-2 |
|
R1 |
330-0 |
330-0 |
327-2 |
331-7 |
PP |
322-4 |
322-4 |
322-4 |
323-4 |
S1 |
318-6 |
318-6 |
325-2 |
320-5 |
S2 |
311-2 |
311-2 |
324-2 |
|
S3 |
300-0 |
307-4 |
323-1 |
|
S4 |
288-6 |
296-2 |
320-0 |
|
|
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 |
4.9% |
9-2 |
2.8% |
70% |
False |
True |
55,948 |
10 |
331-0 |
311-0 |
20-0 |
6.1% |
7-6 |
2.4% |
76% |
False |
False |
52,153 |
20 |
360-4 |
304-4 |
56-0 |
17.2% |
9-0 |
2.8% |
39% |
False |
False |
68,283 |
40 |
364-4 |
304-4 |
60-0 |
18.4% |
9-1 |
2.8% |
36% |
False |
False |
69,923 |
60 |
458-0 |
304-4 |
153-4 |
47.0% |
8-7 |
2.7% |
14% |
False |
False |
66,064 |
80 |
459-6 |
304-4 |
155-2 |
47.6% |
8-5 |
2.7% |
14% |
False |
False |
56,397 |
100 |
459-6 |
304-4 |
155-2 |
47.6% |
8-3 |
2.6% |
14% |
False |
False |
48,279 |
120 |
459-6 |
304-4 |
155-2 |
47.6% |
7-6 |
2.4% |
14% |
False |
False |
41,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
374-0 |
2.618 |
355-6 |
1.618 |
344-4 |
1.000 |
337-4 |
0.618 |
333-2 |
HIGH |
326-2 |
0.618 |
322-0 |
0.500 |
320-5 |
0.382 |
319-2 |
LOW |
315-0 |
0.618 |
308-0 |
1.000 |
303-6 |
1.618 |
296-6 |
2.618 |
285-4 |
4.250 |
267-2 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
324-3 |
324-3 |
PP |
322-4 |
322-4 |
S1 |
320-5 |
320-5 |
|