CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
331-0 |
324-2 |
-6-6 |
-2.0% |
317-0 |
High |
331-4 |
327-2 |
-4-2 |
-1.3% |
347-6 |
Low |
323-0 |
316-6 |
-6-2 |
-1.9% |
315-4 |
Close |
329-0 |
318-0 |
-11-0 |
-3.3% |
318-0 |
Range |
8-4 |
10-4 |
2-0 |
23.5% |
32-2 |
ATR |
11-4 |
11-5 |
0-0 |
0.4% |
0-0 |
Volume |
164,737 |
104,432 |
-60,305 |
-36.6% |
695,747 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
352-1 |
345-5 |
323-6 |
|
R3 |
341-5 |
335-1 |
320-7 |
|
R2 |
331-1 |
331-1 |
319-7 |
|
R1 |
324-5 |
324-5 |
319-0 |
322-5 |
PP |
320-5 |
320-5 |
320-5 |
319-6 |
S1 |
314-1 |
314-1 |
317-0 |
312-1 |
S2 |
310-1 |
310-1 |
316-1 |
|
S3 |
299-5 |
303-5 |
315-1 |
|
S4 |
289-1 |
293-1 |
312-2 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-7 |
403-1 |
335-6 |
|
R3 |
391-5 |
370-7 |
326-7 |
|
R2 |
359-3 |
359-3 |
323-7 |
|
R1 |
338-5 |
338-5 |
321-0 |
349-0 |
PP |
327-1 |
327-1 |
327-1 |
332-2 |
S1 |
306-3 |
306-3 |
315-0 |
316-6 |
S2 |
294-7 |
294-7 |
312-1 |
|
S3 |
262-5 |
274-1 |
309-1 |
|
S4 |
230-3 |
241-7 |
300-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
347-6 |
315-4 |
32-2 |
10.1% |
13-1 |
4.1% |
8% |
False |
False |
139,149 |
10 |
347-6 |
305-2 |
42-4 |
13.4% |
10-3 |
3.3% |
30% |
False |
False |
115,292 |
20 |
347-6 |
305-2 |
42-4 |
13.4% |
9-4 |
3.0% |
30% |
False |
False |
109,244 |
40 |
375-2 |
305-2 |
70-0 |
22.0% |
9-5 |
3.0% |
18% |
False |
False |
114,827 |
60 |
408-2 |
305-2 |
103-0 |
32.4% |
9-3 |
2.9% |
12% |
False |
False |
115,018 |
80 |
473-0 |
305-2 |
167-6 |
52.8% |
9-3 |
2.9% |
8% |
False |
False |
102,705 |
100 |
473-0 |
305-2 |
167-6 |
52.8% |
9-2 |
2.9% |
8% |
False |
False |
91,502 |
120 |
473-0 |
305-2 |
167-6 |
52.8% |
9-2 |
2.9% |
8% |
False |
False |
80,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
371-7 |
2.618 |
354-6 |
1.618 |
344-2 |
1.000 |
337-6 |
0.618 |
333-6 |
HIGH |
327-2 |
0.618 |
323-2 |
0.500 |
322-0 |
0.382 |
320-6 |
LOW |
316-6 |
0.618 |
310-2 |
1.000 |
306-2 |
1.618 |
299-6 |
2.618 |
289-2 |
4.250 |
272-1 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
322-0 |
329-3 |
PP |
320-5 |
325-5 |
S1 |
319-3 |
321-6 |
|