CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
304-2 |
306-0 |
1-6 |
0.6% |
316-4 |
High |
307-0 |
313-4 |
6-4 |
2.1% |
326-2 |
Low |
304-2 |
306-0 |
1-6 |
0.6% |
300-2 |
Close |
305-4 |
309-4 |
4-0 |
1.3% |
300-4 |
Range |
2-6 |
7-4 |
4-6 |
172.7% |
26-0 |
ATR |
9-0 |
9-0 |
-0-1 |
-0.8% |
0-0 |
Volume |
6,103 |
2,829 |
-3,274 |
-53.6% |
166,142 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
332-1 |
328-3 |
313-5 |
|
R3 |
324-5 |
320-7 |
311-4 |
|
R2 |
317-1 |
317-1 |
310-7 |
|
R1 |
313-3 |
313-3 |
310-2 |
315-2 |
PP |
309-5 |
309-5 |
309-5 |
310-5 |
S1 |
305-7 |
305-7 |
308-6 |
307-6 |
S2 |
302-1 |
302-1 |
308-1 |
|
S3 |
294-5 |
298-3 |
307-4 |
|
S4 |
287-1 |
290-7 |
305-3 |
|
|
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 |
315-0 |
300-2 |
14-6 |
4.8% |
6-1 |
2.0% |
63% |
False |
False |
7,452 |
10 |
326-2 |
300-2 |
26-0 |
8.4% |
7-4 |
2.4% |
36% |
False |
False |
28,210 |
20 |
336-0 |
300-2 |
35-6 |
11.6% |
7-4 |
2.4% |
26% |
False |
False |
44,222 |
40 |
364-4 |
300-2 |
64-2 |
20.8% |
8-4 |
2.8% |
14% |
False |
False |
57,448 |
60 |
416-4 |
300-2 |
116-2 |
37.6% |
8-4 |
2.7% |
8% |
False |
False |
61,678 |
80 |
459-6 |
300-2 |
159-4 |
51.5% |
8-5 |
2.8% |
6% |
False |
False |
55,331 |
100 |
459-6 |
300-2 |
159-4 |
51.5% |
8-4 |
2.7% |
6% |
False |
False |
48,405 |
120 |
459-6 |
300-2 |
159-4 |
51.5% |
7-7 |
2.6% |
6% |
False |
False |
41,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
345-3 |
2.618 |
333-1 |
1.618 |
325-5 |
1.000 |
321-0 |
0.618 |
318-1 |
HIGH |
313-4 |
0.618 |
310-5 |
0.500 |
309-6 |
0.382 |
308-7 |
LOW |
306-0 |
0.618 |
301-3 |
1.000 |
298-4 |
1.618 |
293-7 |
2.618 |
286-3 |
4.250 |
274-1 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
309-6 |
308-6 |
PP |
309-5 |
308-0 |
S1 |
309-5 |
307-2 |
|