CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 08-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
312-4 |
306-2 |
-6-2 |
-2.0% |
321-4 |
High |
312-4 |
310-4 |
-2-0 |
-0.6% |
330-4 |
Low |
306-0 |
305-2 |
-0-6 |
-0.2% |
306-0 |
Close |
306-2 |
307-4 |
1-2 |
0.4% |
306-2 |
Range |
6-4 |
5-2 |
-1-2 |
-19.2% |
24-4 |
ATR |
10-0 |
9-5 |
-0-3 |
-3.4% |
0-0 |
Volume |
100,031 |
94,897 |
-5,134 |
-5.1% |
570,066 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
323-4 |
320-6 |
310-3 |
|
R3 |
318-2 |
315-4 |
309-0 |
|
R2 |
313-0 |
313-0 |
308-4 |
|
R1 |
310-2 |
310-2 |
308-0 |
311-5 |
PP |
307-6 |
307-6 |
307-6 |
308-4 |
S1 |
305-0 |
305-0 |
307-0 |
306-3 |
S2 |
302-4 |
302-4 |
306-4 |
|
S3 |
297-2 |
299-6 |
306-0 |
|
S4 |
292-0 |
294-4 |
304-5 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
387-6 |
371-4 |
319-6 |
|
R3 |
363-2 |
347-0 |
313-0 |
|
R2 |
338-6 |
338-6 |
310-6 |
|
R1 |
322-4 |
322-4 |
308-4 |
318-3 |
PP |
314-2 |
314-2 |
314-2 |
312-2 |
S1 |
298-0 |
298-0 |
304-0 |
293-7 |
S2 |
289-6 |
289-6 |
301-6 |
|
S3 |
265-2 |
273-4 |
299-4 |
|
S4 |
240-6 |
249-0 |
292-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
326-2 |
305-2 |
21-0 |
6.8% |
6-6 |
2.2% |
11% |
False |
True |
109,955 |
10 |
337-4 |
305-2 |
32-2 |
10.5% |
8-1 |
2.6% |
7% |
False |
True |
106,786 |
20 |
342-4 |
305-2 |
37-2 |
12.1% |
8-2 |
2.7% |
6% |
False |
True |
110,716 |
40 |
375-2 |
305-2 |
70-0 |
22.8% |
9-1 |
3.0% |
3% |
False |
True |
112,188 |
60 |
438-0 |
305-2 |
132-6 |
43.2% |
9-0 |
2.9% |
2% |
False |
True |
110,253 |
80 |
473-0 |
305-2 |
167-6 |
54.6% |
9-1 |
3.0% |
1% |
False |
True |
95,040 |
100 |
473-0 |
305-2 |
167-6 |
54.6% |
9-0 |
2.9% |
1% |
False |
True |
84,443 |
120 |
473-0 |
305-2 |
167-6 |
54.6% |
8-6 |
2.9% |
1% |
False |
True |
74,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
332-6 |
2.618 |
324-2 |
1.618 |
319-0 |
1.000 |
315-6 |
0.618 |
313-6 |
HIGH |
310-4 |
0.618 |
308-4 |
0.500 |
307-7 |
0.382 |
307-2 |
LOW |
305-2 |
0.618 |
302-0 |
1.000 |
300-0 |
1.618 |
296-6 |
2.618 |
291-4 |
4.250 |
283-0 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
307-7 |
312-5 |
PP |
307-6 |
310-7 |
S1 |
307-5 |
309-2 |
|