CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
324-0 |
339-4 |
15-4 |
4.8% |
361-0 |
High |
339-0 |
342-4 |
3-4 |
1.0% |
375-2 |
Low |
322-0 |
331-2 |
9-2 |
2.9% |
326-0 |
Close |
336-2 |
332-0 |
-4-2 |
-1.3% |
326-4 |
Range |
17-0 |
11-2 |
-5-6 |
-33.8% |
49-2 |
ATR |
12-3 |
12-2 |
-0-1 |
-0.6% |
0-0 |
Volume |
127,428 |
160,517 |
33,089 |
26.0% |
640,281 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
369-0 |
361-6 |
338-2 |
|
R3 |
357-6 |
350-4 |
335-1 |
|
R2 |
346-4 |
346-4 |
334-0 |
|
R1 |
339-2 |
339-2 |
333-0 |
337-2 |
PP |
335-2 |
335-2 |
335-2 |
334-2 |
S1 |
328-0 |
328-0 |
331-0 |
326-0 |
S2 |
324-0 |
324-0 |
330-0 |
|
S3 |
312-6 |
316-6 |
328-7 |
|
S4 |
301-4 |
305-4 |
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 |
342-4 |
322-0 |
20-4 |
6.2% |
11-1 |
3.4% |
49% |
True |
False |
142,689 |
10 |
375-2 |
322-0 |
53-2 |
16.0% |
12-0 |
3.6% |
19% |
False |
False |
132,395 |
20 |
375-2 |
314-6 |
60-4 |
18.2% |
10-3 |
3.1% |
29% |
False |
False |
118,554 |
40 |
428-0 |
314-6 |
113-2 |
34.1% |
9-4 |
2.9% |
15% |
False |
False |
114,913 |
60 |
473-0 |
314-6 |
158-2 |
47.7% |
9-4 |
2.9% |
11% |
False |
False |
94,957 |
80 |
473-0 |
314-6 |
158-2 |
47.7% |
9-2 |
2.8% |
11% |
False |
False |
82,101 |
100 |
473-0 |
314-6 |
158-2 |
47.7% |
9-0 |
2.7% |
11% |
False |
False |
70,736 |
120 |
473-0 |
314-6 |
158-2 |
47.7% |
8-7 |
2.7% |
11% |
False |
False |
62,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
390-2 |
2.618 |
372-0 |
1.618 |
360-6 |
1.000 |
353-6 |
0.618 |
349-4 |
HIGH |
342-4 |
0.618 |
338-2 |
0.500 |
336-7 |
0.382 |
335-4 |
LOW |
331-2 |
0.618 |
324-2 |
1.000 |
320-0 |
1.618 |
313-0 |
2.618 |
301-6 |
4.250 |
283-4 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
336-7 |
332-2 |
PP |
335-2 |
332-1 |
S1 |
333-5 |
332-1 |
|