CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
306-0 |
306-0 |
0-0 |
0.0% |
302-0 |
High |
313-4 |
314-4 |
1-0 |
0.3% |
314-4 |
Low |
306-0 |
300-0 |
-6-0 |
-2.0% |
300-0 |
Close |
309-4 |
314-4 |
5-0 |
1.6% |
314-4 |
Range |
7-4 |
14-4 |
7-0 |
93.3% |
14-4 |
ATR |
9-0 |
9-3 |
0-3 |
4.4% |
0-0 |
Volume |
2,829 |
2,027 |
-802 |
-28.3% |
16,870 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
353-1 |
348-3 |
322-4 |
|
R3 |
338-5 |
333-7 |
318-4 |
|
R2 |
324-1 |
324-1 |
317-1 |
|
R1 |
319-3 |
319-3 |
315-7 |
321-6 |
PP |
309-5 |
309-5 |
309-5 |
310-7 |
S1 |
304-7 |
304-7 |
313-1 |
307-2 |
S2 |
295-1 |
295-1 |
311-7 |
|
S3 |
280-5 |
290-3 |
310-4 |
|
S4 |
266-1 |
275-7 |
306-4 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
353-1 |
348-3 |
322-4 |
|
R3 |
338-5 |
333-7 |
318-4 |
|
R2 |
324-1 |
324-1 |
317-1 |
|
R1 |
319-3 |
319-3 |
315-7 |
321-6 |
PP |
309-5 |
309-5 |
309-5 |
310-7 |
S1 |
304-7 |
304-7 |
313-1 |
307-2 |
S2 |
295-1 |
295-1 |
311-7 |
|
S3 |
280-5 |
290-3 |
310-4 |
|
S4 |
266-1 |
275-7 |
306-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
314-4 |
300-0 |
14-4 |
4.6% |
7-4 |
2.4% |
100% |
True |
True |
5,291 |
10 |
326-2 |
300-0 |
26-2 |
8.3% |
8-1 |
2.6% |
55% |
False |
True |
24,024 |
20 |
331-0 |
300-0 |
31-0 |
9.9% |
7-6 |
2.4% |
47% |
False |
True |
39,348 |
40 |
364-4 |
300-0 |
64-4 |
20.5% |
8-6 |
2.8% |
22% |
False |
True |
55,746 |
60 |
415-4 |
300-0 |
115-4 |
36.7% |
8-5 |
2.7% |
13% |
False |
True |
61,030 |
80 |
459-6 |
300-0 |
159-6 |
50.8% |
8-6 |
2.8% |
9% |
False |
True |
55,073 |
100 |
459-6 |
300-0 |
159-6 |
50.8% |
8-4 |
2.7% |
9% |
False |
True |
48,159 |
120 |
459-6 |
300-0 |
159-6 |
50.8% |
8-0 |
2.5% |
9% |
False |
True |
41,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
376-1 |
2.618 |
352-4 |
1.618 |
338-0 |
1.000 |
329-0 |
0.618 |
323-4 |
HIGH |
314-4 |
0.618 |
309-0 |
0.500 |
307-2 |
0.382 |
305-4 |
LOW |
300-0 |
0.618 |
291-0 |
1.000 |
285-4 |
1.618 |
276-4 |
2.618 |
262-0 |
4.250 |
238-3 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
312-1 |
312-1 |
PP |
309-5 |
309-5 |
S1 |
307-2 |
307-2 |
|