CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 01-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
321-4 |
325-2 |
3-6 |
1.2% |
330-4 |
High |
330-4 |
326-2 |
-4-2 |
-1.3% |
337-4 |
Low |
320-0 |
316-6 |
-3-2 |
-1.0% |
321-0 |
Close |
329-6 |
319-2 |
-10-4 |
-3.2% |
329-0 |
Range |
10-4 |
9-4 |
-1-0 |
-9.5% |
16-4 |
ATR |
10-3 |
10-5 |
0-1 |
1.8% |
0-0 |
Volume |
115,187 |
141,944 |
26,757 |
23.2% |
495,678 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
349-2 |
343-6 |
324-4 |
|
R3 |
339-6 |
334-2 |
321-7 |
|
R2 |
330-2 |
330-2 |
321-0 |
|
R1 |
324-6 |
324-6 |
320-1 |
322-6 |
PP |
320-6 |
320-6 |
320-6 |
319-6 |
S1 |
315-2 |
315-2 |
318-3 |
313-2 |
S2 |
311-2 |
311-2 |
317-4 |
|
S3 |
301-6 |
305-6 |
316-5 |
|
S4 |
292-2 |
296-2 |
314-0 |
|
|
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 |
332-0 |
316-6 |
15-2 |
4.8% |
8-4 |
2.6% |
16% |
False |
True |
111,144 |
10 |
337-4 |
316-6 |
20-6 |
6.5% |
8-6 |
2.8% |
12% |
False |
True |
100,989 |
20 |
367-4 |
311-6 |
55-6 |
17.5% |
9-5 |
3.0% |
13% |
False |
False |
116,287 |
40 |
375-2 |
311-6 |
63-4 |
19.9% |
9-3 |
3.0% |
12% |
False |
False |
114,829 |
60 |
471-4 |
311-6 |
159-6 |
50.0% |
9-3 |
2.9% |
5% |
False |
False |
107,309 |
80 |
473-0 |
311-6 |
161-2 |
50.5% |
9-1 |
2.9% |
5% |
False |
False |
93,335 |
100 |
473-0 |
311-6 |
161-2 |
50.5% |
9-0 |
2.8% |
5% |
False |
False |
81,342 |
120 |
473-0 |
311-6 |
161-2 |
50.5% |
8-6 |
2.8% |
5% |
False |
False |
72,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
366-5 |
2.618 |
351-1 |
1.618 |
341-5 |
1.000 |
335-6 |
0.618 |
332-1 |
HIGH |
326-2 |
0.618 |
322-5 |
0.500 |
321-4 |
0.382 |
320-3 |
LOW |
316-6 |
0.618 |
310-7 |
1.000 |
307-2 |
1.618 |
301-3 |
2.618 |
291-7 |
4.250 |
276-3 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
321-4 |
324-3 |
PP |
320-6 |
322-5 |
S1 |
320-0 |
321-0 |
|