CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
309-4 |
317-4 |
8-0 |
2.6% |
306-2 |
| High |
318-4 |
320-2 |
1-6 |
0.5% |
320-2 |
| Low |
309-4 |
309-0 |
-0-4 |
-0.2% |
305-2 |
| Close |
315-2 |
319-6 |
4-4 |
1.4% |
319-6 |
| Range |
9-0 |
11-2 |
2-2 |
25.0% |
15-0 |
| ATR |
9-3 |
9-4 |
0-1 |
1.4% |
0-0 |
| Volume |
81,306 |
91,194 |
9,888 |
12.2% |
357,142 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
350-1 |
346-1 |
326-0 |
|
| R3 |
338-7 |
334-7 |
322-7 |
|
| R2 |
327-5 |
327-5 |
321-6 |
|
| R1 |
323-5 |
323-5 |
320-6 |
325-5 |
| PP |
316-3 |
316-3 |
316-3 |
317-2 |
| S1 |
312-3 |
312-3 |
318-6 |
314-3 |
| S2 |
305-1 |
305-1 |
317-6 |
|
| S3 |
293-7 |
301-1 |
316-5 |
|
| S4 |
282-5 |
289-7 |
313-4 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
360-1 |
354-7 |
328-0 |
|
| R3 |
345-1 |
339-7 |
323-7 |
|
| R2 |
330-1 |
330-1 |
322-4 |
|
| R1 |
324-7 |
324-7 |
321-1 |
327-4 |
| PP |
315-1 |
315-1 |
315-1 |
316-3 |
| S1 |
309-7 |
309-7 |
318-3 |
312-4 |
| S2 |
300-1 |
300-1 |
317-0 |
|
| S3 |
285-1 |
294-7 |
315-5 |
|
| S4 |
270-1 |
279-7 |
311-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
320-2 |
305-2 |
15-0 |
4.7% |
7-5 |
2.4% |
97% |
True |
False |
91,434 |
| 10 |
332-0 |
305-2 |
26-6 |
8.4% |
7-6 |
2.4% |
54% |
False |
False |
102,391 |
| 20 |
337-4 |
305-2 |
32-2 |
10.1% |
7-7 |
2.5% |
45% |
False |
False |
102,109 |
| 40 |
375-2 |
305-2 |
70-0 |
21.9% |
9-1 |
2.8% |
21% |
False |
False |
110,331 |
| 60 |
428-0 |
305-2 |
122-6 |
38.4% |
9-0 |
2.8% |
12% |
False |
False |
110,645 |
| 80 |
473-0 |
305-2 |
167-6 |
52.5% |
9-1 |
2.8% |
9% |
False |
False |
96,745 |
| 100 |
473-0 |
305-2 |
167-6 |
52.5% |
9-0 |
2.8% |
9% |
False |
False |
86,103 |
| 120 |
473-0 |
305-2 |
167-6 |
52.5% |
8-7 |
2.8% |
9% |
False |
False |
75,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
368-0 |
|
2.618 |
349-6 |
|
1.618 |
338-4 |
|
1.000 |
331-4 |
|
0.618 |
327-2 |
|
HIGH |
320-2 |
|
0.618 |
316-0 |
|
0.500 |
314-5 |
|
0.382 |
313-2 |
|
LOW |
309-0 |
|
0.618 |
302-0 |
|
1.000 |
297-6 |
|
1.618 |
290-6 |
|
2.618 |
279-4 |
|
4.250 |
261-2 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
318-0 |
317-4 |
| PP |
316-3 |
315-3 |
| S1 |
314-5 |
313-1 |
|