CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
323-0 |
336-4 |
13-4 |
4.2% |
311-0 |
High |
337-6 |
340-4 |
2-6 |
0.8% |
340-4 |
Low |
323-0 |
328-6 |
5-6 |
1.8% |
310-4 |
Close |
336-4 |
334-0 |
-2-4 |
-0.7% |
334-0 |
Range |
14-6 |
11-6 |
-3-0 |
-20.3% |
30-0 |
ATR |
11-6 |
11-6 |
0-0 |
0.0% |
0-0 |
Volume |
104,604 |
117,260 |
12,656 |
12.1% |
480,759 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
369-5 |
363-5 |
340-4 |
|
R3 |
357-7 |
351-7 |
337-2 |
|
R2 |
346-1 |
346-1 |
336-1 |
|
R1 |
340-1 |
340-1 |
335-1 |
337-2 |
PP |
334-3 |
334-3 |
334-3 |
333-0 |
S1 |
328-3 |
328-3 |
332-7 |
325-4 |
S2 |
322-5 |
322-5 |
331-7 |
|
S3 |
310-7 |
316-5 |
330-6 |
|
S4 |
299-1 |
304-7 |
327-4 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
418-3 |
406-1 |
350-4 |
|
R3 |
388-3 |
376-1 |
342-2 |
|
R2 |
358-3 |
358-3 |
339-4 |
|
R1 |
346-1 |
346-1 |
336-6 |
352-2 |
PP |
328-3 |
328-3 |
328-3 |
331-3 |
S1 |
316-1 |
316-1 |
331-2 |
322-2 |
S2 |
298-3 |
298-3 |
328-4 |
|
S3 |
268-3 |
286-1 |
325-6 |
|
S4 |
238-3 |
256-1 |
317-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
340-4 |
310-4 |
30-0 |
9.0% |
11-4 |
3.4% |
78% |
True |
False |
96,151 |
10 |
347-6 |
310-4 |
37-2 |
11.2% |
12-3 |
3.7% |
63% |
False |
False |
117,650 |
20 |
347-6 |
305-2 |
42-4 |
12.7% |
10-0 |
3.0% |
68% |
False |
False |
110,020 |
40 |
375-2 |
305-2 |
70-0 |
21.0% |
10-0 |
3.0% |
41% |
False |
False |
113,566 |
60 |
375-2 |
305-2 |
70-0 |
21.0% |
9-5 |
2.9% |
41% |
False |
False |
114,923 |
80 |
471-4 |
305-2 |
166-2 |
49.8% |
9-4 |
2.8% |
17% |
False |
False |
105,642 |
100 |
473-0 |
305-2 |
167-6 |
50.2% |
9-2 |
2.8% |
17% |
False |
False |
94,490 |
120 |
473-0 |
305-2 |
167-6 |
50.2% |
9-2 |
2.8% |
17% |
False |
False |
83,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
390-4 |
2.618 |
371-2 |
1.618 |
359-4 |
1.000 |
352-2 |
0.618 |
347-6 |
HIGH |
340-4 |
0.618 |
336-0 |
0.500 |
334-5 |
0.382 |
333-2 |
LOW |
328-6 |
0.618 |
321-4 |
1.000 |
317-0 |
1.618 |
309-6 |
2.618 |
298-0 |
4.250 |
278-6 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
334-5 |
332-5 |
PP |
334-3 |
331-2 |
S1 |
334-2 |
329-7 |
|