CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
317-0 |
320-2 |
3-2 |
1.0% |
327-4 |
High |
322-4 |
323-0 |
0-4 |
0.2% |
342-4 |
Low |
311-6 |
318-4 |
6-6 |
2.2% |
322-0 |
Close |
321-6 |
322-4 |
0-6 |
0.2% |
327-6 |
Range |
10-6 |
4-4 |
-6-2 |
-58.1% |
20-4 |
ATR |
12-1 |
11-5 |
-0-4 |
-4.5% |
0-0 |
Volume |
91,926 |
123,950 |
32,024 |
34.8% |
734,462 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
334-7 |
333-1 |
325-0 |
|
R3 |
330-3 |
328-5 |
323-6 |
|
R2 |
325-7 |
325-7 |
323-3 |
|
R1 |
324-1 |
324-1 |
322-7 |
325-0 |
PP |
321-3 |
321-3 |
321-3 |
321-6 |
S1 |
319-5 |
319-5 |
322-1 |
320-4 |
S2 |
316-7 |
316-7 |
321-5 |
|
S3 |
312-3 |
315-1 |
321-2 |
|
S4 |
307-7 |
310-5 |
320-0 |
|
|
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 |
9.5% |
9-3 |
2.9% |
35% |
False |
False |
130,032 |
10 |
367-4 |
311-6 |
55-6 |
17.3% |
10-4 |
3.3% |
19% |
False |
False |
131,585 |
20 |
375-2 |
311-6 |
63-4 |
19.7% |
10-0 |
3.1% |
17% |
False |
False |
121,860 |
40 |
411-0 |
311-6 |
99-2 |
30.8% |
9-3 |
2.9% |
11% |
False |
False |
118,493 |
60 |
473-0 |
311-6 |
161-2 |
50.0% |
9-2 |
2.9% |
7% |
False |
False |
98,940 |
80 |
473-0 |
311-6 |
161-2 |
50.0% |
9-2 |
2.9% |
7% |
False |
False |
85,567 |
100 |
473-0 |
311-6 |
161-2 |
50.0% |
9-1 |
2.8% |
7% |
False |
False |
73,638 |
120 |
473-0 |
311-6 |
161-2 |
50.0% |
8-6 |
2.7% |
7% |
False |
False |
65,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
342-1 |
2.618 |
334-6 |
1.618 |
330-2 |
1.000 |
327-4 |
0.618 |
325-6 |
HIGH |
323-0 |
0.618 |
321-2 |
0.500 |
320-6 |
0.382 |
320-2 |
LOW |
318-4 |
0.618 |
315-6 |
1.000 |
314-0 |
1.618 |
311-2 |
2.618 |
306-6 |
4.250 |
299-3 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
321-7 |
321-7 |
PP |
321-3 |
321-1 |
S1 |
320-6 |
320-4 |
|