CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
320-2 |
321-0 |
0-6 |
0.2% |
327-4 |
| High |
323-0 |
329-0 |
6-0 |
1.9% |
342-4 |
| Low |
318-4 |
319-4 |
1-0 |
0.3% |
322-0 |
| Close |
322-4 |
327-4 |
5-0 |
1.6% |
327-6 |
| Range |
4-4 |
9-4 |
5-0 |
111.1% |
20-4 |
| ATR |
11-5 |
11-4 |
-0-1 |
-1.3% |
0-0 |
| Volume |
123,950 |
77,792 |
-46,158 |
-37.2% |
734,462 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
353-7 |
350-1 |
332-6 |
|
| R3 |
344-3 |
340-5 |
330-1 |
|
| R2 |
334-7 |
334-7 |
329-2 |
|
| R1 |
331-1 |
331-1 |
328-3 |
333-0 |
| PP |
325-3 |
325-3 |
325-3 |
326-2 |
| S1 |
321-5 |
321-5 |
326-5 |
323-4 |
| S2 |
315-7 |
315-7 |
325-6 |
|
| S3 |
306-3 |
312-1 |
324-7 |
|
| S4 |
296-7 |
302-5 |
322-2 |
|
|
| 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 |
9.4% |
7-7 |
2.4% |
51% |
False |
False |
120,104 |
| 10 |
351-2 |
311-6 |
39-4 |
12.1% |
9-5 |
2.9% |
40% |
False |
False |
129,046 |
| 20 |
375-2 |
311-6 |
63-4 |
19.4% |
10-2 |
3.1% |
25% |
False |
False |
120,608 |
| 40 |
411-0 |
311-6 |
99-2 |
30.3% |
9-3 |
2.9% |
16% |
False |
False |
117,714 |
| 60 |
473-0 |
311-6 |
161-2 |
49.2% |
9-2 |
2.8% |
10% |
False |
False |
99,566 |
| 80 |
473-0 |
311-6 |
161-2 |
49.2% |
9-2 |
2.8% |
10% |
False |
False |
86,138 |
| 100 |
473-0 |
311-6 |
161-2 |
49.2% |
9-1 |
2.8% |
10% |
False |
False |
74,230 |
| 120 |
473-0 |
311-6 |
161-2 |
49.2% |
8-6 |
2.7% |
10% |
False |
False |
65,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
369-3 |
|
2.618 |
353-7 |
|
1.618 |
344-3 |
|
1.000 |
338-4 |
|
0.618 |
334-7 |
|
HIGH |
329-0 |
|
0.618 |
325-3 |
|
0.500 |
324-2 |
|
0.382 |
323-1 |
|
LOW |
319-4 |
|
0.618 |
313-5 |
|
1.000 |
310-0 |
|
1.618 |
304-1 |
|
2.618 |
294-5 |
|
4.250 |
279-1 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
326-3 |
325-1 |
| PP |
325-3 |
322-6 |
| S1 |
324-2 |
320-3 |
|