CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
321-0 |
327-4 |
6-4 |
2.0% |
327-4 |
High |
329-0 |
328-2 |
-0-6 |
-0.2% |
342-4 |
Low |
319-4 |
322-6 |
3-2 |
1.0% |
322-0 |
Close |
327-4 |
324-0 |
-3-4 |
-1.1% |
327-6 |
Range |
9-4 |
5-4 |
-4-0 |
-42.1% |
20-4 |
ATR |
11-4 |
11-0 |
-0-3 |
-3.7% |
0-0 |
Volume |
77,792 |
113,032 |
35,240 |
45.3% |
734,462 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
341-4 |
338-2 |
327-0 |
|
R3 |
336-0 |
332-6 |
325-4 |
|
R2 |
330-4 |
330-4 |
325-0 |
|
R1 |
327-2 |
327-2 |
324-4 |
326-1 |
PP |
325-0 |
325-0 |
325-0 |
324-4 |
S1 |
321-6 |
321-6 |
323-4 |
320-5 |
S2 |
319-4 |
319-4 |
323-0 |
|
S3 |
314-0 |
316-2 |
322-4 |
|
S4 |
308-4 |
310-6 |
321-0 |
|
|
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 |
329-2 |
311-6 |
17-4 |
5.4% |
6-6 |
2.1% |
70% |
False |
False |
110,607 |
10 |
342-4 |
311-6 |
30-6 |
9.5% |
9-0 |
2.8% |
40% |
False |
False |
126,648 |
20 |
375-2 |
311-6 |
63-4 |
19.6% |
9-7 |
3.0% |
19% |
False |
False |
120,409 |
40 |
408-2 |
311-6 |
96-4 |
29.8% |
9-3 |
2.9% |
13% |
False |
False |
117,906 |
60 |
473-0 |
311-6 |
161-2 |
49.8% |
9-2 |
2.9% |
8% |
False |
False |
100,525 |
80 |
473-0 |
311-6 |
161-2 |
49.8% |
9-2 |
2.9% |
8% |
False |
False |
87,067 |
100 |
473-0 |
311-6 |
161-2 |
49.8% |
9-1 |
2.8% |
8% |
False |
False |
75,242 |
120 |
473-0 |
311-6 |
161-2 |
49.8% |
8-6 |
2.7% |
8% |
False |
False |
66,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
351-5 |
2.618 |
342-5 |
1.618 |
337-1 |
1.000 |
333-6 |
0.618 |
331-5 |
HIGH |
328-2 |
0.618 |
326-1 |
0.500 |
325-4 |
0.382 |
324-7 |
LOW |
322-6 |
0.618 |
319-3 |
1.000 |
317-2 |
1.618 |
313-7 |
2.618 |
308-3 |
4.250 |
299-3 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
325-4 |
323-7 |
PP |
325-0 |
323-7 |
S1 |
324-4 |
323-6 |
|