CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
311-0 |
321-0 |
10-0 |
3.2% |
317-0 |
High |
316-4 |
326-0 |
9-4 |
3.0% |
347-6 |
Low |
310-4 |
316-6 |
6-2 |
2.0% |
315-4 |
Close |
316-0 |
325-6 |
9-6 |
3.1% |
318-0 |
Range |
6-0 |
9-2 |
3-2 |
54.2% |
32-2 |
ATR |
11-2 |
11-2 |
-0-1 |
-0.8% |
0-0 |
Volume |
75,982 |
88,758 |
12,776 |
16.8% |
695,747 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
350-5 |
347-3 |
330-7 |
|
R3 |
341-3 |
338-1 |
328-2 |
|
R2 |
332-1 |
332-1 |
327-4 |
|
R1 |
328-7 |
328-7 |
326-5 |
330-4 |
PP |
322-7 |
322-7 |
322-7 |
323-5 |
S1 |
319-5 |
319-5 |
324-7 |
321-2 |
S2 |
313-5 |
313-5 |
324-0 |
|
S3 |
304-3 |
310-3 |
323-2 |
|
S4 |
295-1 |
301-1 |
320-5 |
|
|
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 |
342-0 |
310-4 |
31-4 |
9.7% |
10-2 |
3.1% |
48% |
False |
False |
137,226 |
10 |
347-6 |
306-0 |
41-6 |
12.8% |
10-6 |
3.3% |
47% |
False |
False |
112,273 |
20 |
347-6 |
305-2 |
42-4 |
13.0% |
9-3 |
2.9% |
48% |
False |
False |
109,529 |
40 |
375-2 |
305-2 |
70-0 |
21.5% |
9-4 |
2.9% |
29% |
False |
False |
113,298 |
60 |
403-0 |
305-2 |
97-6 |
30.0% |
9-3 |
2.9% |
21% |
False |
False |
114,230 |
80 |
473-0 |
305-2 |
167-6 |
51.5% |
9-2 |
2.9% |
12% |
False |
False |
103,346 |
100 |
473-0 |
305-2 |
167-6 |
51.5% |
9-1 |
2.8% |
12% |
False |
False |
92,555 |
120 |
473-0 |
305-2 |
167-6 |
51.5% |
9-0 |
2.8% |
12% |
False |
False |
81,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
365-2 |
2.618 |
350-2 |
1.618 |
341-0 |
1.000 |
335-2 |
0.618 |
331-6 |
HIGH |
326-0 |
0.618 |
322-4 |
0.500 |
321-3 |
0.382 |
320-2 |
LOW |
316-6 |
0.618 |
311-0 |
1.000 |
307-4 |
1.618 |
301-6 |
2.618 |
292-4 |
4.250 |
277-4 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
324-2 |
323-4 |
PP |
322-7 |
321-1 |
S1 |
321-3 |
318-7 |
|