CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
325-2 |
317-4 |
-7-6 |
-2.4% |
330-4 |
High |
326-2 |
319-4 |
-6-6 |
-2.1% |
337-4 |
Low |
316-6 |
315-4 |
-1-2 |
-0.4% |
321-0 |
Close |
319-2 |
319-2 |
0-0 |
0.0% |
329-0 |
Range |
9-4 |
4-0 |
-5-4 |
-57.9% |
16-4 |
ATR |
10-5 |
10-1 |
-0-4 |
-4.4% |
0-0 |
Volume |
141,944 |
125,281 |
-16,663 |
-11.7% |
495,678 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
330-1 |
328-5 |
321-4 |
|
R3 |
326-1 |
324-5 |
320-3 |
|
R2 |
322-1 |
322-1 |
320-0 |
|
R1 |
320-5 |
320-5 |
319-5 |
321-3 |
PP |
318-1 |
318-1 |
318-1 |
318-4 |
S1 |
316-5 |
316-5 |
318-7 |
317-3 |
S2 |
314-1 |
314-1 |
318-4 |
|
S3 |
310-1 |
312-5 |
318-1 |
|
S4 |
306-1 |
308-5 |
317-0 |
|
|
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 |
315-4 |
16-4 |
5.2% |
8-1 |
2.6% |
23% |
False |
True |
113,625 |
10 |
337-4 |
315-4 |
22-0 |
6.9% |
8-2 |
2.6% |
17% |
False |
True |
105,738 |
20 |
351-2 |
311-6 |
39-4 |
12.4% |
9-0 |
2.8% |
19% |
False |
False |
117,392 |
40 |
375-2 |
311-6 |
63-4 |
19.9% |
9-2 |
2.9% |
12% |
False |
False |
112,766 |
60 |
471-4 |
311-6 |
159-6 |
50.0% |
9-2 |
2.9% |
5% |
False |
False |
108,635 |
80 |
473-0 |
311-6 |
161-2 |
50.5% |
9-1 |
2.9% |
5% |
False |
False |
94,328 |
100 |
473-0 |
311-6 |
161-2 |
50.5% |
9-0 |
2.8% |
5% |
False |
False |
82,333 |
120 |
473-0 |
311-6 |
161-2 |
50.5% |
8-6 |
2.7% |
5% |
False |
False |
72,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
336-4 |
2.618 |
330-0 |
1.618 |
326-0 |
1.000 |
323-4 |
0.618 |
322-0 |
HIGH |
319-4 |
0.618 |
318-0 |
0.500 |
317-4 |
0.382 |
317-0 |
LOW |
315-4 |
0.618 |
313-0 |
1.000 |
311-4 |
1.618 |
309-0 |
2.618 |
305-0 |
4.250 |
298-4 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
318-5 |
323-0 |
PP |
318-1 |
321-6 |
S1 |
317-4 |
320-4 |
|