CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
338-4 |
327-4 |
-11-0 |
-3.2% |
361-0 |
High |
340-0 |
336-2 |
-3-6 |
-1.1% |
375-2 |
Low |
326-0 |
327-4 |
1-4 |
0.5% |
326-0 |
Close |
326-4 |
330-4 |
4-0 |
1.2% |
326-4 |
Range |
14-0 |
8-6 |
-5-2 |
-37.5% |
49-2 |
ATR |
12-6 |
12-5 |
-0-2 |
-1.7% |
0-0 |
Volume |
125,325 |
153,735 |
28,410 |
22.7% |
640,281 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
357-5 |
352-7 |
335-2 |
|
R3 |
348-7 |
344-1 |
332-7 |
|
R2 |
340-1 |
340-1 |
332-1 |
|
R1 |
335-3 |
335-3 |
331-2 |
337-6 |
PP |
331-3 |
331-3 |
331-3 |
332-5 |
S1 |
326-5 |
326-5 |
329-6 |
329-0 |
S2 |
322-5 |
322-5 |
328-7 |
|
S3 |
313-7 |
317-7 |
328-1 |
|
S4 |
305-1 |
309-1 |
325-6 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-3 |
457-5 |
353-5 |
|
R3 |
441-1 |
408-3 |
340-0 |
|
R2 |
391-7 |
391-7 |
335-4 |
|
R1 |
359-1 |
359-1 |
331-0 |
350-7 |
PP |
342-5 |
342-5 |
342-5 |
338-4 |
S1 |
309-7 |
309-7 |
322-0 |
301-5 |
S2 |
293-3 |
293-3 |
317-4 |
|
S3 |
244-1 |
260-5 |
313-0 |
|
S4 |
194-7 |
211-3 |
299-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
372-0 |
326-0 |
46-0 |
13.9% |
12-2 |
3.7% |
10% |
False |
False |
137,875 |
10 |
375-2 |
322-6 |
52-4 |
15.9% |
10-6 |
3.3% |
15% |
False |
False |
119,487 |
20 |
375-2 |
314-6 |
60-4 |
18.3% |
10-1 |
3.1% |
26% |
False |
False |
113,661 |
40 |
438-0 |
314-6 |
123-2 |
37.3% |
9-3 |
2.9% |
13% |
False |
False |
110,021 |
60 |
473-0 |
314-6 |
158-2 |
47.9% |
9-4 |
2.9% |
10% |
False |
False |
89,815 |
80 |
473-0 |
314-6 |
158-2 |
47.9% |
9-2 |
2.8% |
10% |
False |
False |
77,874 |
100 |
473-0 |
314-6 |
158-2 |
47.9% |
8-7 |
2.7% |
10% |
False |
False |
67,138 |
120 |
473-0 |
314-6 |
158-2 |
47.9% |
8-6 |
2.7% |
10% |
False |
False |
59,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
373-4 |
2.618 |
359-1 |
1.618 |
350-3 |
1.000 |
345-0 |
0.618 |
341-5 |
HIGH |
336-2 |
0.618 |
332-7 |
0.500 |
331-7 |
0.382 |
330-7 |
LOW |
327-4 |
0.618 |
322-1 |
1.000 |
318-6 |
1.618 |
313-3 |
2.618 |
304-5 |
4.250 |
290-2 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
331-7 |
338-5 |
PP |
331-3 |
335-7 |
S1 |
331-0 |
333-2 |
|