CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
353-0 |
341-0 |
-12-0 |
-3.4% |
374-4 |
High |
353-0 |
349-0 |
-4-0 |
-1.1% |
388-0 |
Low |
340-0 |
341-0 |
1-0 |
0.3% |
340-0 |
Close |
340-0 |
344-0 |
4-0 |
1.2% |
340-0 |
Range |
13-0 |
8-0 |
-5-0 |
-38.5% |
48-0 |
ATR |
11-5 |
11-4 |
-0-2 |
-1.6% |
0-0 |
Volume |
12,799 |
16,968 |
4,169 |
32.6% |
52,742 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
368-5 |
364-3 |
348-3 |
|
R3 |
360-5 |
356-3 |
346-2 |
|
R2 |
352-5 |
352-5 |
345-4 |
|
R1 |
348-3 |
348-3 |
344-6 |
350-4 |
PP |
344-5 |
344-5 |
344-5 |
345-6 |
S1 |
340-3 |
340-3 |
343-2 |
342-4 |
S2 |
336-5 |
336-5 |
342-4 |
|
S3 |
328-5 |
332-3 |
341-6 |
|
S4 |
320-5 |
324-3 |
339-5 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
500-0 |
468-0 |
366-3 |
|
R3 |
452-0 |
420-0 |
353-2 |
|
R2 |
404-0 |
404-0 |
348-6 |
|
R1 |
372-0 |
372-0 |
344-3 |
364-0 |
PP |
356-0 |
356-0 |
356-0 |
352-0 |
S1 |
324-0 |
324-0 |
335-5 |
316-0 |
S2 |
308-0 |
308-0 |
331-2 |
|
S3 |
260-0 |
276-0 |
326-6 |
|
S4 |
212-0 |
228-0 |
313-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
384-4 |
340-0 |
44-4 |
12.9% |
10-7 |
3.2% |
9% |
False |
False |
12,648 |
10 |
388-0 |
336-0 |
52-0 |
15.1% |
9-5 |
2.8% |
15% |
False |
False |
10,599 |
20 |
388-0 |
328-6 |
59-2 |
17.2% |
9-0 |
2.6% |
26% |
False |
False |
11,144 |
40 |
449-6 |
328-6 |
121-0 |
35.2% |
7-5 |
2.2% |
13% |
False |
False |
10,818 |
60 |
483-4 |
328-6 |
154-6 |
45.0% |
7-6 |
2.2% |
10% |
False |
False |
8,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
383-0 |
2.618 |
370-0 |
1.618 |
362-0 |
1.000 |
357-0 |
0.618 |
354-0 |
HIGH |
349-0 |
0.618 |
346-0 |
0.500 |
345-0 |
0.382 |
344-0 |
LOW |
341-0 |
0.618 |
336-0 |
1.000 |
333-0 |
1.618 |
328-0 |
2.618 |
320-0 |
4.250 |
307-0 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
345-0 |
352-0 |
PP |
344-5 |
349-3 |
S1 |
344-3 |
346-5 |
|