CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
339-4 |
326-4 |
-13-0 |
-3.8% |
327-4 |
High |
342-4 |
329-2 |
-13-2 |
-3.9% |
342-4 |
Low |
331-2 |
325-6 |
-5-4 |
-1.7% |
322-0 |
Close |
332-0 |
327-6 |
-4-2 |
-1.3% |
327-6 |
Range |
11-2 |
3-4 |
-7-6 |
-68.9% |
20-4 |
ATR |
12-2 |
11-7 |
-0-3 |
-3.5% |
0-0 |
Volume |
160,517 |
146,339 |
-14,178 |
-8.8% |
734,462 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
338-1 |
336-3 |
329-5 |
|
R3 |
334-5 |
332-7 |
328-6 |
|
R2 |
331-1 |
331-1 |
328-3 |
|
R1 |
329-3 |
329-3 |
328-1 |
330-2 |
PP |
327-5 |
327-5 |
327-5 |
328-0 |
S1 |
325-7 |
325-7 |
327-3 |
326-6 |
S2 |
324-1 |
324-1 |
327-1 |
|
S3 |
320-5 |
322-3 |
326-6 |
|
S4 |
317-1 |
318-7 |
325-7 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-2 |
380-4 |
339-0 |
|
R3 |
371-6 |
360-0 |
333-3 |
|
R2 |
351-2 |
351-2 |
331-4 |
|
R1 |
339-4 |
339-4 |
329-5 |
345-3 |
PP |
330-6 |
330-6 |
330-6 |
333-6 |
S1 |
319-0 |
319-0 |
325-7 |
324-7 |
S2 |
310-2 |
310-2 |
324-0 |
|
S3 |
289-6 |
298-4 |
322-1 |
|
S4 |
269-2 |
278-0 |
316-4 |
|
|
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 |
6.3% |
9-0 |
2.8% |
28% |
False |
False |
146,892 |
10 |
375-2 |
322-0 |
53-2 |
16.2% |
11-2 |
3.4% |
11% |
False |
False |
137,474 |
20 |
375-2 |
314-6 |
60-4 |
18.5% |
10-1 |
3.1% |
21% |
False |
False |
119,954 |
40 |
427-6 |
314-6 |
113-0 |
34.5% |
9-4 |
2.9% |
12% |
False |
False |
116,813 |
60 |
473-0 |
314-6 |
158-2 |
48.3% |
9-3 |
2.9% |
8% |
False |
False |
96,637 |
80 |
473-0 |
314-6 |
158-2 |
48.3% |
9-2 |
2.8% |
8% |
False |
False |
83,589 |
100 |
473-0 |
314-6 |
158-2 |
48.3% |
9-0 |
2.8% |
8% |
False |
False |
71,976 |
120 |
473-0 |
314-6 |
158-2 |
48.3% |
8-7 |
2.7% |
8% |
False |
False |
63,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
344-1 |
2.618 |
338-3 |
1.618 |
334-7 |
1.000 |
332-6 |
0.618 |
331-3 |
HIGH |
329-2 |
0.618 |
327-7 |
0.500 |
327-4 |
0.382 |
327-1 |
LOW |
325-6 |
0.618 |
323-5 |
1.000 |
322-2 |
1.618 |
320-1 |
2.618 |
316-5 |
4.250 |
310-7 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
327-5 |
332-2 |
PP |
327-5 |
330-6 |
S1 |
327-4 |
329-2 |
|