CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
323-0 |
311-4 |
-11-4 |
-3.6% |
326-0 |
High |
324-0 |
313-4 |
-10-4 |
-3.2% |
331-0 |
Low |
311-0 |
310-0 |
-1-0 |
-0.3% |
315-0 |
Close |
312-2 |
313-2 |
1-0 |
0.3% |
321-0 |
Range |
13-0 |
3-4 |
-9-4 |
-73.1% |
16-0 |
ATR |
10-2 |
9-6 |
-0-4 |
-4.7% |
0-0 |
Volume |
36,359 |
30,264 |
-6,095 |
-16.8% |
246,453 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
322-6 |
321-4 |
315-1 |
|
R3 |
319-2 |
318-0 |
314-2 |
|
R2 |
315-6 |
315-6 |
313-7 |
|
R1 |
314-4 |
314-4 |
313-5 |
315-1 |
PP |
312-2 |
312-2 |
312-2 |
312-4 |
S1 |
311-0 |
311-0 |
312-7 |
311-5 |
S2 |
308-6 |
308-6 |
312-5 |
|
S3 |
305-2 |
307-4 |
312-2 |
|
S4 |
301-6 |
304-0 |
311-3 |
|
|
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 |
310-0 |
16-2 |
5.2% |
9-0 |
2.9% |
20% |
False |
True |
48,969 |
10 |
331-0 |
310-0 |
21-0 |
6.7% |
8-2 |
2.6% |
15% |
False |
True |
47,052 |
20 |
342-4 |
304-4 |
38-0 |
12.1% |
8-5 |
2.8% |
23% |
False |
False |
64,860 |
40 |
364-4 |
304-4 |
60-0 |
19.2% |
9-0 |
2.9% |
15% |
False |
False |
64,397 |
60 |
458-0 |
304-4 |
153-4 |
49.0% |
8-7 |
2.9% |
6% |
False |
False |
65,660 |
80 |
459-6 |
304-4 |
155-2 |
49.6% |
8-6 |
2.8% |
6% |
False |
False |
56,585 |
100 |
459-6 |
304-4 |
155-2 |
49.6% |
8-4 |
2.7% |
6% |
False |
False |
48,624 |
120 |
459-6 |
304-4 |
155-2 |
49.6% |
7-7 |
2.5% |
6% |
False |
False |
41,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
328-3 |
2.618 |
322-5 |
1.618 |
319-1 |
1.000 |
317-0 |
0.618 |
315-5 |
HIGH |
313-4 |
0.618 |
312-1 |
0.500 |
311-6 |
0.382 |
311-3 |
LOW |
310-0 |
0.618 |
307-7 |
1.000 |
306-4 |
1.618 |
304-3 |
2.618 |
300-7 |
4.250 |
295-1 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
312-6 |
318-1 |
PP |
312-2 |
316-4 |
S1 |
311-6 |
314-7 |
|