CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
326-4 |
317-0 |
-9-4 |
-2.9% |
327-4 |
| High |
329-2 |
322-4 |
-6-6 |
-2.1% |
342-4 |
| Low |
325-6 |
311-6 |
-14-0 |
-4.3% |
322-0 |
| Close |
327-6 |
321-6 |
-6-0 |
-1.8% |
327-6 |
| Range |
3-4 |
10-6 |
7-2 |
207.1% |
20-4 |
| ATR |
11-7 |
12-1 |
0-2 |
2.5% |
0-0 |
| Volume |
146,339 |
91,926 |
-54,413 |
-37.2% |
734,462 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
350-7 |
347-1 |
327-5 |
|
| R3 |
340-1 |
336-3 |
324-6 |
|
| R2 |
329-3 |
329-3 |
323-6 |
|
| R1 |
325-5 |
325-5 |
322-6 |
327-4 |
| PP |
318-5 |
318-5 |
318-5 |
319-5 |
| S1 |
314-7 |
314-7 |
320-6 |
316-6 |
| S2 |
307-7 |
307-7 |
319-6 |
|
| S3 |
297-1 |
304-1 |
318-6 |
|
| S4 |
286-3 |
293-3 |
315-7 |
|
|
| 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 |
311-6 |
30-6 |
9.6% |
9-4 |
2.9% |
33% |
False |
True |
134,530 |
| 10 |
372-0 |
311-6 |
60-2 |
18.7% |
10-7 |
3.4% |
17% |
False |
True |
136,203 |
| 20 |
375-2 |
311-6 |
63-4 |
19.7% |
10-3 |
3.2% |
16% |
False |
True |
120,885 |
| 40 |
411-0 |
311-6 |
99-2 |
30.8% |
9-4 |
3.0% |
10% |
False |
True |
117,350 |
| 60 |
473-0 |
311-6 |
161-2 |
50.1% |
9-3 |
2.9% |
6% |
False |
True |
97,332 |
| 80 |
473-0 |
311-6 |
161-2 |
50.1% |
9-3 |
2.9% |
6% |
False |
True |
84,409 |
| 100 |
473-0 |
311-6 |
161-2 |
50.1% |
9-1 |
2.8% |
6% |
False |
True |
72,664 |
| 120 |
473-0 |
311-6 |
161-2 |
50.1% |
8-6 |
2.7% |
6% |
False |
True |
64,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
368-2 |
|
2.618 |
350-5 |
|
1.618 |
339-7 |
|
1.000 |
333-2 |
|
0.618 |
329-1 |
|
HIGH |
322-4 |
|
0.618 |
318-3 |
|
0.500 |
317-1 |
|
0.382 |
315-7 |
|
LOW |
311-6 |
|
0.618 |
305-1 |
|
1.000 |
301-0 |
|
1.618 |
294-3 |
|
2.618 |
283-5 |
|
4.250 |
266-0 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
320-2 |
327-1 |
| PP |
318-5 |
325-3 |
| S1 |
317-1 |
323-4 |
|