CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 03-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
317-4 |
320-0 |
2-4 |
0.8% |
330-4 |
High |
319-4 |
320-0 |
0-4 |
0.2% |
337-4 |
Low |
315-4 |
311-4 |
-4-0 |
-1.3% |
321-0 |
Close |
319-2 |
315-6 |
-3-4 |
-1.1% |
329-0 |
Range |
4-0 |
8-4 |
4-4 |
112.5% |
16-4 |
ATR |
10-1 |
10-0 |
-0-1 |
-1.1% |
0-0 |
Volume |
125,281 |
87,623 |
-37,658 |
-30.1% |
495,678 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
341-2 |
337-0 |
320-3 |
|
R3 |
332-6 |
328-4 |
318-1 |
|
R2 |
324-2 |
324-2 |
317-2 |
|
R1 |
320-0 |
320-0 |
316-4 |
317-7 |
PP |
315-6 |
315-6 |
315-6 |
314-6 |
S1 |
311-4 |
311-4 |
315-0 |
309-3 |
S2 |
307-2 |
307-2 |
314-2 |
|
S3 |
298-6 |
303-0 |
313-3 |
|
S4 |
290-2 |
294-4 |
311-1 |
|
|
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 |
311-4 |
20-4 |
6.5% |
8-0 |
2.5% |
21% |
False |
True |
113,348 |
10 |
337-4 |
311-4 |
26-0 |
8.2% |
8-4 |
2.7% |
16% |
False |
True |
103,197 |
20 |
342-4 |
311-4 |
31-0 |
9.8% |
8-6 |
2.8% |
14% |
False |
True |
114,923 |
40 |
375-2 |
311-4 |
63-6 |
20.2% |
9-3 |
3.0% |
7% |
False |
True |
112,510 |
60 |
469-2 |
311-4 |
157-6 |
50.0% |
9-2 |
2.9% |
3% |
False |
True |
109,083 |
80 |
473-0 |
311-4 |
161-4 |
51.1% |
9-2 |
2.9% |
3% |
False |
True |
94,968 |
100 |
473-0 |
311-4 |
161-4 |
51.1% |
9-0 |
2.9% |
3% |
False |
True |
82,990 |
120 |
473-0 |
311-4 |
161-4 |
51.1% |
8-6 |
2.8% |
3% |
False |
True |
73,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
356-1 |
2.618 |
342-2 |
1.618 |
333-6 |
1.000 |
328-4 |
0.618 |
325-2 |
HIGH |
320-0 |
0.618 |
316-6 |
0.500 |
315-6 |
0.382 |
314-6 |
LOW |
311-4 |
0.618 |
306-2 |
1.000 |
303-0 |
1.618 |
297-6 |
2.618 |
289-2 |
4.250 |
275-3 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
315-6 |
318-7 |
PP |
315-6 |
317-7 |
S1 |
315-6 |
316-6 |
|