CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 03-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
311-4 |
315-0 |
3-4 |
1.1% |
326-0 |
High |
313-4 |
315-0 |
1-4 |
0.5% |
331-0 |
Low |
310-0 |
307-2 |
-2-6 |
-0.9% |
315-0 |
Close |
313-2 |
311-0 |
-2-2 |
-0.7% |
321-0 |
Range |
3-4 |
7-6 |
4-2 |
121.4% |
16-0 |
ATR |
9-6 |
9-5 |
-0-1 |
-1.5% |
0-0 |
Volume |
30,264 |
12,833 |
-17,431 |
-57.6% |
246,453 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
334-3 |
330-3 |
315-2 |
|
R3 |
326-5 |
322-5 |
313-1 |
|
R2 |
318-7 |
318-7 |
312-3 |
|
R1 |
314-7 |
314-7 |
311-6 |
313-0 |
PP |
311-1 |
311-1 |
311-1 |
310-1 |
S1 |
307-1 |
307-1 |
310-2 |
305-2 |
S2 |
303-3 |
303-3 |
309-5 |
|
S3 |
295-5 |
299-3 |
308-7 |
|
S4 |
287-7 |
291-5 |
306-6 |
|
|
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 |
307-2 |
19-0 |
6.1% |
8-6 |
2.8% |
20% |
False |
True |
42,756 |
10 |
331-0 |
307-2 |
23-6 |
7.6% |
8-4 |
2.7% |
16% |
False |
True |
43,763 |
20 |
336-0 |
304-4 |
31-4 |
10.1% |
8-4 |
2.7% |
21% |
False |
False |
61,714 |
40 |
364-4 |
304-4 |
60-0 |
19.3% |
9-0 |
2.9% |
11% |
False |
False |
63,322 |
60 |
456-0 |
304-4 |
151-4 |
48.7% |
8-7 |
2.8% |
4% |
False |
False |
64,697 |
80 |
459-6 |
304-4 |
155-2 |
49.9% |
8-7 |
2.8% |
4% |
False |
False |
56,590 |
100 |
459-6 |
304-4 |
155-2 |
49.9% |
8-4 |
2.7% |
4% |
False |
False |
48,684 |
120 |
459-6 |
304-4 |
155-2 |
49.9% |
7-7 |
2.5% |
4% |
False |
False |
41,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
348-0 |
2.618 |
335-2 |
1.618 |
327-4 |
1.000 |
322-6 |
0.618 |
319-6 |
HIGH |
315-0 |
0.618 |
312-0 |
0.500 |
311-1 |
0.382 |
310-2 |
LOW |
307-2 |
0.618 |
302-4 |
1.000 |
299-4 |
1.618 |
294-6 |
2.618 |
287-0 |
4.250 |
274-2 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
311-1 |
315-5 |
PP |
311-1 |
314-1 |
S1 |
311-0 |
312-4 |
|