CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 31-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
330-2 |
321-4 |
-8-6 |
-2.6% |
330-4 |
High |
332-0 |
330-4 |
-1-4 |
-0.5% |
337-4 |
Low |
324-4 |
320-0 |
-4-4 |
-1.4% |
321-0 |
Close |
329-0 |
329-6 |
0-6 |
0.2% |
329-0 |
Range |
7-4 |
10-4 |
3-0 |
40.0% |
16-4 |
ATR |
10-3 |
10-3 |
0-0 |
0.1% |
0-0 |
Volume |
96,705 |
115,187 |
18,482 |
19.1% |
495,678 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
358-2 |
354-4 |
335-4 |
|
R3 |
347-6 |
344-0 |
332-5 |
|
R2 |
337-2 |
337-2 |
331-5 |
|
R1 |
333-4 |
333-4 |
330-6 |
335-3 |
PP |
326-6 |
326-6 |
326-6 |
327-6 |
S1 |
323-0 |
323-0 |
328-6 |
324-7 |
S2 |
316-2 |
316-2 |
327-7 |
|
S3 |
305-6 |
312-4 |
326-7 |
|
S4 |
295-2 |
302-0 |
324-0 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
378-5 |
370-3 |
338-1 |
|
R3 |
362-1 |
353-7 |
333-4 |
|
R2 |
345-5 |
345-5 |
332-0 |
|
R1 |
337-3 |
337-3 |
330-4 |
333-2 |
PP |
329-1 |
329-1 |
329-1 |
327-1 |
S1 |
320-7 |
320-7 |
327-4 |
316-6 |
S2 |
312-5 |
312-5 |
326-0 |
|
S3 |
296-1 |
304-3 |
324-4 |
|
S4 |
279-5 |
287-7 |
319-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
337-4 |
320-0 |
17-4 |
5.3% |
9-4 |
2.9% |
56% |
False |
True |
103,617 |
10 |
337-4 |
318-4 |
19-0 |
5.8% |
8-2 |
2.5% |
59% |
False |
False |
99,190 |
20 |
372-0 |
311-6 |
60-2 |
18.3% |
9-5 |
2.9% |
30% |
False |
False |
117,696 |
40 |
375-2 |
311-6 |
63-4 |
19.3% |
9-4 |
2.9% |
28% |
False |
False |
115,265 |
60 |
471-4 |
311-6 |
159-6 |
48.4% |
9-2 |
2.8% |
11% |
False |
False |
105,699 |
80 |
473-0 |
311-6 |
161-2 |
48.9% |
9-1 |
2.8% |
11% |
False |
False |
92,444 |
100 |
473-0 |
311-6 |
161-2 |
48.9% |
9-1 |
2.8% |
11% |
False |
False |
80,186 |
120 |
473-0 |
311-6 |
161-2 |
48.9% |
8-7 |
2.7% |
11% |
False |
False |
71,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
375-1 |
2.618 |
358-0 |
1.618 |
347-4 |
1.000 |
341-0 |
0.618 |
337-0 |
HIGH |
330-4 |
0.618 |
326-4 |
0.500 |
325-2 |
0.382 |
324-0 |
LOW |
320-0 |
0.618 |
313-4 |
1.000 |
309-4 |
1.618 |
303-0 |
2.618 |
292-4 |
4.250 |
275-3 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
328-2 |
328-4 |
PP |
326-6 |
327-2 |
S1 |
325-2 |
326-0 |
|