CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
324-2 |
311-0 |
-13-2 |
-4.1% |
317-0 |
High |
327-2 |
316-4 |
-10-6 |
-3.3% |
347-6 |
Low |
316-6 |
310-4 |
-6-2 |
-2.0% |
315-4 |
Close |
318-0 |
316-0 |
-2-0 |
-0.6% |
318-0 |
Range |
10-4 |
6-0 |
-4-4 |
-42.9% |
32-2 |
ATR |
11-5 |
11-2 |
-0-2 |
-2.5% |
0-0 |
Volume |
104,432 |
75,982 |
-28,450 |
-27.2% |
695,747 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
332-3 |
330-1 |
319-2 |
|
R3 |
326-3 |
324-1 |
317-5 |
|
R2 |
320-3 |
320-3 |
317-1 |
|
R1 |
318-1 |
318-1 |
316-4 |
319-2 |
PP |
314-3 |
314-3 |
314-3 |
314-7 |
S1 |
312-1 |
312-1 |
315-4 |
313-2 |
S2 |
308-3 |
308-3 |
314-7 |
|
S3 |
302-3 |
306-1 |
314-3 |
|
S4 |
296-3 |
300-1 |
312-6 |
|
|
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 |
310-4 |
37-2 |
11.8% |
13-4 |
4.3% |
15% |
False |
True |
132,687 |
10 |
347-6 |
305-2 |
42-4 |
13.4% |
10-3 |
3.3% |
25% |
False |
False |
112,887 |
20 |
347-6 |
305-2 |
42-4 |
13.4% |
9-2 |
2.9% |
25% |
False |
False |
109,730 |
40 |
375-2 |
305-2 |
70-0 |
22.2% |
9-4 |
3.0% |
15% |
False |
False |
113,245 |
60 |
406-2 |
305-2 |
101-0 |
32.0% |
9-3 |
3.0% |
11% |
False |
False |
114,416 |
80 |
473-0 |
305-2 |
167-6 |
53.1% |
9-2 |
2.9% |
6% |
False |
False |
103,014 |
100 |
473-0 |
305-2 |
167-6 |
53.1% |
9-2 |
2.9% |
6% |
False |
False |
92,053 |
120 |
473-0 |
305-2 |
167-6 |
53.1% |
9-0 |
2.9% |
6% |
False |
False |
81,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
342-0 |
2.618 |
332-2 |
1.618 |
326-2 |
1.000 |
322-4 |
0.618 |
320-2 |
HIGH |
316-4 |
0.618 |
314-2 |
0.500 |
313-4 |
0.382 |
312-6 |
LOW |
310-4 |
0.618 |
306-6 |
1.000 |
304-4 |
1.618 |
300-6 |
2.618 |
294-6 |
4.250 |
285-0 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
315-1 |
321-0 |
PP |
314-3 |
319-3 |
S1 |
313-4 |
317-5 |
|