CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
315-0 |
308-4 |
-6-4 |
-2.1% |
316-4 |
High |
315-0 |
308-4 |
-6-4 |
-2.1% |
326-2 |
Low |
307-2 |
300-2 |
-7-0 |
-2.3% |
300-2 |
Close |
311-0 |
300-4 |
-10-4 |
-3.4% |
300-4 |
Range |
7-6 |
8-2 |
0-4 |
6.5% |
26-0 |
ATR |
9-5 |
9-6 |
0-1 |
0.8% |
0-0 |
Volume |
12,833 |
9,587 |
-3,246 |
-25.3% |
166,142 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
327-7 |
322-3 |
305-0 |
|
R3 |
319-5 |
314-1 |
302-6 |
|
R2 |
311-3 |
311-3 |
302-0 |
|
R1 |
305-7 |
305-7 |
301-2 |
304-4 |
PP |
303-1 |
303-1 |
303-1 |
302-3 |
S1 |
297-5 |
297-5 |
299-6 |
296-2 |
S2 |
294-7 |
294-7 |
299-0 |
|
S3 |
286-5 |
289-3 |
298-2 |
|
S4 |
278-3 |
281-1 |
296-0 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
387-0 |
369-6 |
314-6 |
|
R3 |
361-0 |
343-6 |
307-5 |
|
R2 |
335-0 |
335-0 |
305-2 |
|
R1 |
317-6 |
317-6 |
302-7 |
313-3 |
PP |
309-0 |
309-0 |
309-0 |
306-6 |
S1 |
291-6 |
291-6 |
298-1 |
287-3 |
S2 |
283-0 |
283-0 |
295-6 |
|
S3 |
257-0 |
265-6 |
293-3 |
|
S4 |
231-0 |
239-6 |
286-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
326-2 |
300-2 |
26-0 |
8.7% |
8-6 |
2.9% |
1% |
False |
True |
33,228 |
10 |
331-0 |
300-2 |
30-6 |
10.2% |
8-3 |
2.8% |
1% |
False |
True |
41,259 |
20 |
336-0 |
300-2 |
35-6 |
11.9% |
8-3 |
2.8% |
1% |
False |
True |
57,955 |
40 |
364-4 |
300-2 |
64-2 |
21.4% |
9-0 |
3.0% |
0% |
False |
True |
62,235 |
60 |
446-0 |
300-2 |
145-6 |
48.5% |
8-7 |
2.9% |
0% |
False |
True |
63,914 |
80 |
459-6 |
300-2 |
159-4 |
53.1% |
8-6 |
2.9% |
0% |
False |
True |
55,996 |
100 |
459-6 |
300-2 |
159-4 |
53.1% |
8-4 |
2.8% |
0% |
False |
True |
48,569 |
120 |
459-6 |
300-2 |
159-4 |
53.1% |
7-7 |
2.6% |
0% |
False |
True |
41,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
343-4 |
2.618 |
330-1 |
1.618 |
321-7 |
1.000 |
316-6 |
0.618 |
313-5 |
HIGH |
308-4 |
0.618 |
305-3 |
0.500 |
304-3 |
0.382 |
303-3 |
LOW |
300-2 |
0.618 |
295-1 |
1.000 |
292-0 |
1.618 |
286-7 |
2.618 |
278-5 |
4.250 |
265-2 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
304-3 |
307-5 |
PP |
303-1 |
305-2 |
S1 |
301-6 |
302-7 |
|