CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
306-0 |
313-0 |
7-0 |
2.3% |
302-0 |
High |
314-4 |
316-4 |
2-0 |
0.6% |
314-4 |
Low |
300-0 |
305-0 |
5-0 |
1.7% |
300-0 |
Close |
314-4 |
305-0 |
-9-4 |
-3.0% |
314-4 |
Range |
14-4 |
11-4 |
-3-0 |
-20.7% |
14-4 |
ATR |
9-3 |
9-4 |
0-1 |
1.6% |
0-0 |
Volume |
2,027 |
3,882 |
1,855 |
91.5% |
16,870 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
343-3 |
335-5 |
311-3 |
|
R3 |
331-7 |
324-1 |
308-1 |
|
R2 |
320-3 |
320-3 |
307-1 |
|
R1 |
312-5 |
312-5 |
306-0 |
310-6 |
PP |
308-7 |
308-7 |
308-7 |
307-7 |
S1 |
301-1 |
301-1 |
304-0 |
299-2 |
S2 |
297-3 |
297-3 |
302-7 |
|
S3 |
285-7 |
289-5 |
301-7 |
|
S4 |
274-3 |
278-1 |
298-5 |
|
|
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 |
316-4 |
300-0 |
16-4 |
5.4% |
8-1 |
2.7% |
30% |
True |
False |
4,150 |
10 |
326-2 |
300-0 |
26-2 |
8.6% |
8-4 |
2.8% |
19% |
False |
False |
18,689 |
20 |
331-0 |
300-0 |
31-0 |
10.2% |
8-1 |
2.7% |
16% |
False |
False |
34,531 |
40 |
364-4 |
300-0 |
64-4 |
21.1% |
8-7 |
2.9% |
8% |
False |
False |
54,103 |
60 |
415-4 |
300-0 |
115-4 |
37.9% |
8-6 |
2.9% |
4% |
False |
False |
60,250 |
80 |
459-6 |
300-0 |
159-6 |
52.4% |
8-6 |
2.9% |
3% |
False |
False |
54,879 |
100 |
459-6 |
300-0 |
159-6 |
52.4% |
8-5 |
2.8% |
3% |
False |
False |
48,050 |
120 |
459-6 |
300-0 |
159-6 |
52.4% |
8-1 |
2.7% |
3% |
False |
False |
41,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
365-3 |
2.618 |
346-5 |
1.618 |
335-1 |
1.000 |
328-0 |
0.618 |
323-5 |
HIGH |
316-4 |
0.618 |
312-1 |
0.500 |
310-6 |
0.382 |
309-3 |
LOW |
305-0 |
0.618 |
297-7 |
1.000 |
293-4 |
1.618 |
286-3 |
2.618 |
274-7 |
4.250 |
256-1 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
310-6 |
308-2 |
PP |
308-7 |
307-1 |
S1 |
306-7 |
306-1 |
|