CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
333-0 |
326-0 |
-7-0 |
-2.1% |
317-0 |
High |
337-4 |
329-2 |
-8-2 |
-2.4% |
332-0 |
Low |
322-6 |
323-6 |
1-0 |
0.3% |
311-6 |
Close |
326-6 |
326-2 |
-0-4 |
-0.2% |
326-2 |
Range |
14-6 |
5-4 |
-9-2 |
-62.7% |
20-2 |
ATR |
11-1 |
10-6 |
-0-3 |
-3.6% |
0-0 |
Volume |
104,311 |
112,872 |
8,561 |
8.2% |
472,961 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
342-7 |
340-1 |
329-2 |
|
R3 |
337-3 |
334-5 |
327-6 |
|
R2 |
331-7 |
331-7 |
327-2 |
|
R1 |
329-1 |
329-1 |
326-6 |
330-4 |
PP |
326-3 |
326-3 |
326-3 |
327-1 |
S1 |
323-5 |
323-5 |
325-6 |
325-0 |
S2 |
320-7 |
320-7 |
325-2 |
|
S3 |
315-3 |
318-1 |
324-6 |
|
S4 |
309-7 |
312-5 |
323-2 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
384-1 |
375-3 |
337-3 |
|
R3 |
363-7 |
355-1 |
331-7 |
|
R2 |
343-5 |
343-5 |
330-0 |
|
R1 |
334-7 |
334-7 |
328-1 |
339-2 |
PP |
323-3 |
323-3 |
323-3 |
325-4 |
S1 |
314-5 |
314-5 |
324-3 |
319-0 |
S2 |
303-1 |
303-1 |
322-4 |
|
S3 |
282-7 |
294-3 |
320-5 |
|
S4 |
262-5 |
274-1 |
315-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
337-4 |
322-0 |
15-4 |
4.8% |
8-3 |
2.6% |
27% |
False |
False |
97,850 |
10 |
342-4 |
311-6 |
30-6 |
9.4% |
8-1 |
2.5% |
47% |
False |
False |
108,977 |
20 |
375-2 |
311-6 |
63-4 |
19.5% |
10-0 |
3.0% |
23% |
False |
False |
117,372 |
40 |
375-2 |
311-6 |
63-4 |
19.5% |
9-4 |
2.9% |
23% |
False |
False |
117,163 |
60 |
471-4 |
311-6 |
159-6 |
49.0% |
9-3 |
2.9% |
9% |
False |
False |
103,520 |
80 |
473-0 |
311-6 |
161-2 |
49.4% |
9-1 |
2.8% |
9% |
False |
False |
89,952 |
100 |
473-0 |
311-6 |
161-2 |
49.4% |
9-0 |
2.8% |
9% |
False |
False |
77,784 |
120 |
473-0 |
311-6 |
161-2 |
49.4% |
8-7 |
2.7% |
9% |
False |
False |
69,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
352-5 |
2.618 |
343-5 |
1.618 |
338-1 |
1.000 |
334-6 |
0.618 |
332-5 |
HIGH |
329-2 |
0.618 |
327-1 |
0.500 |
326-4 |
0.382 |
325-7 |
LOW |
323-6 |
0.618 |
320-3 |
1.000 |
318-2 |
1.618 |
314-7 |
2.618 |
309-3 |
4.250 |
300-3 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
326-4 |
330-1 |
PP |
326-3 |
328-7 |
S1 |
326-3 |
327-4 |
|