CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
317-4 |
317-0 |
-0-4 |
-0.2% |
306-2 |
High |
320-2 |
320-0 |
-0-2 |
-0.1% |
320-2 |
Low |
309-0 |
315-4 |
6-4 |
2.1% |
305-2 |
Close |
319-6 |
317-6 |
-2-0 |
-0.6% |
319-6 |
Range |
11-2 |
4-4 |
-6-6 |
-60.0% |
15-0 |
ATR |
9-4 |
9-1 |
-0-3 |
-3.8% |
0-0 |
Volume |
91,194 |
108,291 |
17,097 |
18.7% |
357,142 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
331-2 |
329-0 |
320-2 |
|
R3 |
326-6 |
324-4 |
319-0 |
|
R2 |
322-2 |
322-2 |
318-5 |
|
R1 |
320-0 |
320-0 |
318-1 |
321-1 |
PP |
317-6 |
317-6 |
317-6 |
318-2 |
S1 |
315-4 |
315-4 |
317-3 |
316-5 |
S2 |
313-2 |
313-2 |
316-7 |
|
S3 |
308-6 |
311-0 |
316-4 |
|
S4 |
304-2 |
306-4 |
315-2 |
|
|
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% |
7-2 |
2.3% |
83% |
False |
False |
93,086 |
10 |
330-4 |
305-2 |
25-2 |
7.9% |
7-4 |
2.4% |
50% |
False |
False |
103,549 |
20 |
337-4 |
305-2 |
32-2 |
10.1% |
7-7 |
2.5% |
39% |
False |
False |
100,206 |
40 |
375-2 |
305-2 |
70-0 |
22.0% |
9-0 |
2.8% |
18% |
False |
False |
110,080 |
60 |
427-6 |
305-2 |
122-4 |
38.6% |
9-0 |
2.8% |
10% |
False |
False |
111,277 |
80 |
473-0 |
305-2 |
167-6 |
52.8% |
9-0 |
2.8% |
7% |
False |
False |
97,529 |
100 |
473-0 |
305-2 |
167-6 |
52.8% |
9-0 |
2.8% |
7% |
False |
False |
86,913 |
120 |
473-0 |
305-2 |
167-6 |
52.8% |
8-7 |
2.8% |
7% |
False |
False |
76,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
339-1 |
2.618 |
331-6 |
1.618 |
327-2 |
1.000 |
324-4 |
0.618 |
322-6 |
HIGH |
320-0 |
0.618 |
318-2 |
0.500 |
317-6 |
0.382 |
317-2 |
LOW |
315-4 |
0.618 |
312-6 |
1.000 |
311-0 |
1.618 |
308-2 |
2.618 |
303-6 |
4.250 |
296-3 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
317-6 |
316-6 |
PP |
317-6 |
315-5 |
S1 |
317-6 |
314-5 |
|