CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
306-0 |
309-4 |
3-4 |
1.1% |
321-4 |
High |
312-0 |
318-4 |
6-4 |
2.1% |
330-4 |
Low |
306-0 |
309-4 |
3-4 |
1.1% |
306-0 |
Close |
309-6 |
315-2 |
5-4 |
1.8% |
306-2 |
Range |
6-0 |
9-0 |
3-0 |
50.0% |
24-4 |
ATR |
9-3 |
9-3 |
0-0 |
-0.3% |
0-0 |
Volume |
89,745 |
81,306 |
-8,439 |
-9.4% |
570,066 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
341-3 |
337-3 |
320-2 |
|
R3 |
332-3 |
328-3 |
317-6 |
|
R2 |
323-3 |
323-3 |
316-7 |
|
R1 |
319-3 |
319-3 |
316-1 |
321-3 |
PP |
314-3 |
314-3 |
314-3 |
315-4 |
S1 |
310-3 |
310-3 |
314-3 |
312-3 |
S2 |
305-3 |
305-3 |
313-5 |
|
S3 |
296-3 |
301-3 |
312-6 |
|
S4 |
287-3 |
292-3 |
310-2 |
|
|
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 |
320-0 |
305-2 |
14-6 |
4.7% |
7-0 |
2.2% |
68% |
False |
False |
90,720 |
10 |
332-0 |
305-2 |
26-6 |
8.5% |
7-5 |
2.4% |
37% |
False |
False |
102,173 |
20 |
342-4 |
305-2 |
37-2 |
11.8% |
7-7 |
2.5% |
27% |
False |
False |
105,575 |
40 |
375-2 |
305-2 |
70-0 |
22.2% |
9-0 |
2.9% |
14% |
False |
False |
111,010 |
60 |
429-6 |
305-2 |
124-4 |
39.5% |
9-0 |
2.8% |
8% |
False |
False |
110,475 |
80 |
473-0 |
305-2 |
167-6 |
53.2% |
9-0 |
2.9% |
6% |
False |
False |
96,396 |
100 |
473-0 |
305-2 |
167-6 |
53.2% |
9-0 |
2.8% |
6% |
False |
False |
85,599 |
120 |
473-0 |
305-2 |
167-6 |
53.2% |
8-7 |
2.8% |
6% |
False |
False |
75,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
356-6 |
2.618 |
342-0 |
1.618 |
333-0 |
1.000 |
327-4 |
0.618 |
324-0 |
HIGH |
318-4 |
0.618 |
315-0 |
0.500 |
314-0 |
0.382 |
313-0 |
LOW |
309-4 |
0.618 |
304-0 |
1.000 |
300-4 |
1.618 |
295-0 |
2.618 |
286-0 |
4.250 |
271-2 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
314-7 |
314-1 |
PP |
314-3 |
313-0 |
S1 |
314-0 |
311-7 |
|