CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
334-4 |
344-0 |
9-4 |
2.8% |
311-0 |
High |
339-4 |
346-2 |
6-6 |
2.0% |
340-4 |
Low |
332-2 |
336-4 |
4-2 |
1.3% |
310-4 |
Close |
338-6 |
341-0 |
2-2 |
0.7% |
334-0 |
Range |
7-2 |
9-6 |
2-4 |
34.5% |
30-0 |
ATR |
11-3 |
11-3 |
-0-1 |
-1.1% |
0-0 |
Volume |
124,796 |
71,776 |
-53,020 |
-42.5% |
480,759 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
370-4 |
365-4 |
346-3 |
|
R3 |
360-6 |
355-6 |
343-5 |
|
R2 |
351-0 |
351-0 |
342-6 |
|
R1 |
346-0 |
346-0 |
341-7 |
343-5 |
PP |
341-2 |
341-2 |
341-2 |
340-0 |
S1 |
336-2 |
336-2 |
340-1 |
333-7 |
S2 |
331-4 |
331-4 |
339-2 |
|
S3 |
321-6 |
326-4 |
338-3 |
|
S4 |
312-0 |
316-6 |
335-5 |
|
|
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 |
346-2 |
319-2 |
27-0 |
7.9% |
11-7 |
3.5% |
81% |
True |
False |
102,518 |
10 |
346-2 |
310-4 |
35-6 |
10.5% |
11-0 |
3.2% |
85% |
True |
False |
119,872 |
20 |
347-6 |
305-2 |
42-4 |
12.5% |
10-0 |
2.9% |
84% |
False |
False |
109,254 |
40 |
372-0 |
305-2 |
66-6 |
19.6% |
9-6 |
2.9% |
54% |
False |
False |
113,475 |
60 |
375-2 |
305-2 |
70-0 |
20.5% |
9-6 |
2.8% |
51% |
False |
False |
113,261 |
80 |
471-4 |
305-2 |
166-2 |
48.8% |
9-4 |
2.8% |
22% |
False |
False |
106,588 |
100 |
473-0 |
305-2 |
167-6 |
49.2% |
9-2 |
2.7% |
21% |
False |
False |
95,806 |
120 |
473-0 |
305-2 |
167-6 |
49.2% |
9-2 |
2.7% |
21% |
False |
False |
85,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
387-6 |
2.618 |
371-6 |
1.618 |
362-0 |
1.000 |
356-0 |
0.618 |
352-2 |
HIGH |
346-2 |
0.618 |
342-4 |
0.500 |
341-3 |
0.382 |
340-2 |
LOW |
336-4 |
0.618 |
330-4 |
1.000 |
326-6 |
1.618 |
320-6 |
2.618 |
311-0 |
4.250 |
295-0 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
341-3 |
339-7 |
PP |
341-2 |
338-5 |
S1 |
341-1 |
337-4 |
|