CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 08-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
308-4 |
302-0 |
-6-4 |
-2.1% |
316-4 |
High |
308-4 |
305-4 |
-3-0 |
-1.0% |
326-2 |
Low |
300-2 |
301-0 |
0-6 |
0.2% |
300-2 |
Close |
300-4 |
302-6 |
2-2 |
0.7% |
300-4 |
Range |
8-2 |
4-4 |
-3-6 |
-45.5% |
26-0 |
ATR |
9-6 |
9-3 |
-0-3 |
-3.5% |
0-0 |
Volume |
9,587 |
5,911 |
-3,676 |
-38.3% |
166,142 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
316-5 |
314-1 |
305-2 |
|
R3 |
312-1 |
309-5 |
304-0 |
|
R2 |
307-5 |
307-5 |
303-5 |
|
R1 |
305-1 |
305-1 |
303-1 |
306-3 |
PP |
303-1 |
303-1 |
303-1 |
303-6 |
S1 |
300-5 |
300-5 |
302-3 |
301-7 |
S2 |
298-5 |
298-5 |
301-7 |
|
S3 |
294-1 |
296-1 |
301-4 |
|
S4 |
289-5 |
291-5 |
300-2 |
|
|
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 |
324-0 |
300-2 |
23-6 |
7.8% |
7-3 |
2.4% |
11% |
False |
False |
18,990 |
10 |
331-0 |
300-2 |
30-6 |
10.2% |
8-3 |
2.7% |
8% |
False |
False |
37,469 |
20 |
336-0 |
300-2 |
35-6 |
11.8% |
8-0 |
2.7% |
7% |
False |
False |
53,692 |
40 |
364-4 |
300-2 |
64-2 |
21.2% |
8-6 |
2.9% |
4% |
False |
False |
60,778 |
60 |
425-0 |
300-2 |
124-6 |
41.2% |
8-5 |
2.9% |
2% |
False |
False |
63,048 |
80 |
459-6 |
300-2 |
159-4 |
52.7% |
8-7 |
2.9% |
2% |
False |
False |
55,579 |
100 |
459-6 |
300-2 |
159-4 |
52.7% |
8-4 |
2.8% |
2% |
False |
False |
48,498 |
120 |
459-6 |
300-2 |
159-4 |
52.7% |
7-7 |
2.6% |
2% |
False |
False |
41,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
324-5 |
2.618 |
317-2 |
1.618 |
312-6 |
1.000 |
310-0 |
0.618 |
308-2 |
HIGH |
305-4 |
0.618 |
303-6 |
0.500 |
303-2 |
0.382 |
302-6 |
LOW |
301-0 |
0.618 |
298-2 |
1.000 |
296-4 |
1.618 |
293-6 |
2.618 |
289-2 |
4.250 |
281-7 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
303-2 |
307-5 |
PP |
303-1 |
306-0 |
S1 |
302-7 |
304-3 |
|