CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
322-4 |
342-0 |
19-4 |
6.0% |
306-2 |
High |
347-6 |
342-0 |
-5-6 |
-1.7% |
320-2 |
Low |
322-4 |
325-0 |
2-4 |
0.8% |
305-2 |
Close |
346-4 |
336-2 |
-10-2 |
-3.0% |
319-6 |
Range |
25-2 |
17-0 |
-8-2 |
-32.7% |
15-0 |
ATR |
10-5 |
11-3 |
0-6 |
7.3% |
0-0 |
Volume |
66,066 |
252,221 |
186,155 |
281.8% |
357,142 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-3 |
377-7 |
345-5 |
|
R3 |
368-3 |
360-7 |
340-7 |
|
R2 |
351-3 |
351-3 |
339-3 |
|
R1 |
343-7 |
343-7 |
337-6 |
339-1 |
PP |
334-3 |
334-3 |
334-3 |
332-0 |
S1 |
326-7 |
326-7 |
334-6 |
322-1 |
S2 |
317-3 |
317-3 |
333-1 |
|
S3 |
300-3 |
309-7 |
331-5 |
|
S4 |
283-3 |
292-7 |
326-7 |
|
|
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 |
347-6 |
309-0 |
38-6 |
11.5% |
13-3 |
4.0% |
70% |
False |
False |
119,815 |
10 |
347-6 |
305-2 |
42-4 |
12.6% |
9-6 |
2.9% |
73% |
False |
False |
109,665 |
20 |
347-6 |
305-2 |
42-4 |
12.6% |
9-2 |
2.8% |
73% |
False |
False |
105,327 |
40 |
375-2 |
305-2 |
70-0 |
20.8% |
9-5 |
2.9% |
44% |
False |
False |
113,594 |
60 |
411-0 |
305-2 |
105-6 |
31.4% |
9-3 |
2.8% |
29% |
False |
False |
114,104 |
80 |
473-0 |
305-2 |
167-6 |
49.9% |
9-2 |
2.8% |
18% |
False |
False |
100,537 |
100 |
473-0 |
305-2 |
167-6 |
49.9% |
9-2 |
2.7% |
18% |
False |
False |
89,519 |
120 |
473-0 |
305-2 |
167-6 |
49.9% |
9-1 |
2.7% |
18% |
False |
False |
78,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
414-2 |
2.618 |
386-4 |
1.618 |
369-4 |
1.000 |
359-0 |
0.618 |
352-4 |
HIGH |
342-0 |
0.618 |
335-4 |
0.500 |
333-4 |
0.382 |
331-4 |
LOW |
325-0 |
0.618 |
314-4 |
1.000 |
308-0 |
1.618 |
297-4 |
2.618 |
280-4 |
4.250 |
252-6 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
335-3 |
334-6 |
PP |
334-3 |
333-1 |
S1 |
333-4 |
331-5 |
|