CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
344-0 |
339-0 |
-5-0 |
-1.5% |
311-0 |
High |
346-2 |
344-2 |
-2-0 |
-0.6% |
340-4 |
Low |
336-4 |
335-4 |
-1-0 |
-0.3% |
310-4 |
Close |
341-0 |
344-0 |
3-0 |
0.9% |
334-0 |
Range |
9-6 |
8-6 |
-1-0 |
-10.3% |
30-0 |
ATR |
11-3 |
11-1 |
-0-1 |
-1.6% |
0-0 |
Volume |
71,776 |
118,176 |
46,400 |
64.6% |
480,759 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
367-4 |
364-4 |
348-6 |
|
R3 |
358-6 |
355-6 |
346-3 |
|
R2 |
350-0 |
350-0 |
345-5 |
|
R1 |
347-0 |
347-0 |
344-6 |
348-4 |
PP |
341-2 |
341-2 |
341-2 |
342-0 |
S1 |
338-2 |
338-2 |
343-2 |
339-6 |
S2 |
332-4 |
332-4 |
342-3 |
|
S3 |
323-6 |
329-4 |
341-5 |
|
S4 |
315-0 |
320-6 |
339-2 |
|
|
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 |
323-0 |
23-2 |
6.8% |
10-4 |
3.0% |
90% |
False |
False |
107,322 |
10 |
346-2 |
310-4 |
35-6 |
10.4% |
10-2 |
3.0% |
94% |
False |
False |
106,467 |
20 |
347-6 |
305-2 |
42-4 |
12.4% |
10-0 |
2.9% |
91% |
False |
False |
108,066 |
40 |
367-4 |
305-2 |
62-2 |
18.1% |
9-7 |
2.9% |
62% |
False |
False |
112,177 |
60 |
375-2 |
305-2 |
70-0 |
20.3% |
9-5 |
2.8% |
55% |
False |
False |
112,575 |
80 |
471-4 |
305-2 |
166-2 |
48.3% |
9-4 |
2.8% |
23% |
False |
False |
107,499 |
100 |
473-0 |
305-2 |
167-6 |
48.8% |
9-3 |
2.7% |
23% |
False |
False |
96,281 |
120 |
473-0 |
305-2 |
167-6 |
48.8% |
9-2 |
2.7% |
23% |
False |
False |
85,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
381-4 |
2.618 |
367-1 |
1.618 |
358-3 |
1.000 |
353-0 |
0.618 |
349-5 |
HIGH |
344-2 |
0.618 |
340-7 |
0.500 |
339-7 |
0.382 |
338-7 |
LOW |
335-4 |
0.618 |
330-1 |
1.000 |
326-6 |
1.618 |
321-3 |
2.618 |
312-5 |
4.250 |
298-2 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
342-5 |
342-3 |
PP |
341-2 |
340-7 |
S1 |
339-7 |
339-2 |
|