CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 01-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
316-4 |
323-0 |
6-4 |
2.1% |
326-0 |
High |
326-2 |
324-0 |
-2-2 |
-0.7% |
331-0 |
Low |
315-0 |
311-0 |
-4-0 |
-1.3% |
315-0 |
Close |
326-2 |
312-2 |
-14-0 |
-4.3% |
321-0 |
Range |
11-2 |
13-0 |
1-6 |
15.6% |
16-0 |
ATR |
9-7 |
10-2 |
0-3 |
3.9% |
0-0 |
Volume |
77,099 |
36,359 |
-40,740 |
-52.8% |
246,453 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
354-6 |
346-4 |
319-3 |
|
R3 |
341-6 |
333-4 |
315-7 |
|
R2 |
328-6 |
328-6 |
314-5 |
|
R1 |
320-4 |
320-4 |
313-4 |
318-1 |
PP |
315-6 |
315-6 |
315-6 |
314-4 |
S1 |
307-4 |
307-4 |
311-0 |
305-1 |
S2 |
302-6 |
302-6 |
309-7 |
|
S3 |
289-6 |
294-4 |
308-5 |
|
S4 |
276-6 |
281-4 |
305-1 |
|
|
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 |
326-2 |
311-0 |
15-2 |
4.9% |
9-2 |
3.0% |
8% |
False |
True |
52,662 |
10 |
331-0 |
311-0 |
20-0 |
6.4% |
8-6 |
2.8% |
6% |
False |
True |
48,719 |
20 |
357-2 |
304-4 |
52-6 |
16.9% |
9-3 |
3.0% |
15% |
False |
False |
66,105 |
40 |
364-4 |
304-4 |
60-0 |
19.2% |
9-1 |
2.9% |
13% |
False |
False |
67,718 |
60 |
458-0 |
304-4 |
153-4 |
49.2% |
9-0 |
2.9% |
5% |
False |
False |
66,116 |
80 |
459-6 |
304-4 |
155-2 |
49.7% |
8-6 |
2.8% |
5% |
False |
False |
56,417 |
100 |
459-6 |
304-4 |
155-2 |
49.7% |
8-4 |
2.7% |
5% |
False |
False |
48,499 |
120 |
459-6 |
304-4 |
155-2 |
49.7% |
7-7 |
2.5% |
5% |
False |
False |
41,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
379-2 |
2.618 |
358-0 |
1.618 |
345-0 |
1.000 |
337-0 |
0.618 |
332-0 |
HIGH |
324-0 |
0.618 |
319-0 |
0.500 |
317-4 |
0.382 |
316-0 |
LOW |
311-0 |
0.618 |
303-0 |
1.000 |
298-0 |
1.618 |
290-0 |
2.618 |
277-0 |
4.250 |
255-6 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
317-4 |
318-5 |
PP |
315-6 |
316-4 |
S1 |
314-0 |
314-3 |
|