CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
330-2 |
324-0 |
-6-2 |
-1.9% |
361-0 |
| High |
333-2 |
339-0 |
5-6 |
1.7% |
375-2 |
| Low |
328-4 |
322-0 |
-6-4 |
-2.0% |
326-0 |
| Close |
331-0 |
336-2 |
5-2 |
1.6% |
326-4 |
| Range |
4-6 |
17-0 |
12-2 |
257.9% |
49-2 |
| ATR |
12-0 |
12-3 |
0-3 |
3.0% |
0-0 |
| Volume |
146,443 |
127,428 |
-19,015 |
-13.0% |
640,281 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
383-3 |
376-7 |
345-5 |
|
| R3 |
366-3 |
359-7 |
340-7 |
|
| R2 |
349-3 |
349-3 |
339-3 |
|
| R1 |
342-7 |
342-7 |
337-6 |
346-1 |
| PP |
332-3 |
332-3 |
332-3 |
334-0 |
| S1 |
325-7 |
325-7 |
334-6 |
329-1 |
| S2 |
315-3 |
315-3 |
333-1 |
|
| S3 |
298-3 |
308-7 |
331-5 |
|
| S4 |
281-3 |
291-7 |
326-7 |
|
|
| 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 |
351-2 |
322-0 |
29-2 |
8.7% |
11-3 |
3.4% |
49% |
False |
True |
137,987 |
| 10 |
375-2 |
322-0 |
53-2 |
15.8% |
11-6 |
3.5% |
27% |
False |
True |
125,767 |
| 20 |
375-2 |
314-6 |
60-4 |
18.0% |
10-2 |
3.1% |
36% |
False |
False |
116,445 |
| 40 |
429-6 |
314-6 |
115-0 |
34.2% |
9-4 |
2.8% |
19% |
False |
False |
112,925 |
| 60 |
473-0 |
314-6 |
158-2 |
47.1% |
9-3 |
2.8% |
14% |
False |
False |
93,337 |
| 80 |
473-0 |
314-6 |
158-2 |
47.1% |
9-2 |
2.8% |
14% |
False |
False |
80,605 |
| 100 |
473-0 |
314-6 |
158-2 |
47.1% |
9-0 |
2.7% |
14% |
False |
False |
69,273 |
| 120 |
473-0 |
314-6 |
158-2 |
47.1% |
8-7 |
2.6% |
14% |
False |
False |
61,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
411-2 |
|
2.618 |
383-4 |
|
1.618 |
366-4 |
|
1.000 |
356-0 |
|
0.618 |
349-4 |
|
HIGH |
339-0 |
|
0.618 |
332-4 |
|
0.500 |
330-4 |
|
0.382 |
328-4 |
|
LOW |
322-0 |
|
0.618 |
311-4 |
|
1.000 |
305-0 |
|
1.618 |
294-4 |
|
2.618 |
277-4 |
|
4.250 |
249-6 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
334-3 |
334-3 |
| PP |
332-3 |
332-3 |
| S1 |
330-4 |
330-4 |
|