CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
341-0 |
344-0 |
3-0 |
0.9% |
374-4 |
High |
349-0 |
347-0 |
-2-0 |
-0.6% |
388-0 |
Low |
341-0 |
343-0 |
2-0 |
0.6% |
340-0 |
Close |
344-0 |
344-4 |
0-4 |
0.1% |
340-0 |
Range |
8-0 |
4-0 |
-4-0 |
-50.0% |
48-0 |
ATR |
11-4 |
11-0 |
-0-4 |
-4.7% |
0-0 |
Volume |
16,968 |
22,789 |
5,821 |
34.3% |
52,742 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
356-7 |
354-5 |
346-6 |
|
R3 |
352-7 |
350-5 |
345-5 |
|
R2 |
348-7 |
348-7 |
345-2 |
|
R1 |
346-5 |
346-5 |
344-7 |
347-6 |
PP |
344-7 |
344-7 |
344-7 |
345-3 |
S1 |
342-5 |
342-5 |
344-1 |
343-6 |
S2 |
340-7 |
340-7 |
343-6 |
|
S3 |
336-7 |
338-5 |
343-3 |
|
S4 |
332-7 |
334-5 |
342-2 |
|
|
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 |
380-4 |
340-0 |
40-4 |
11.8% |
10-3 |
3.0% |
11% |
False |
False |
14,691 |
10 |
388-0 |
336-0 |
52-0 |
15.1% |
9-4 |
2.8% |
16% |
False |
False |
12,363 |
20 |
388-0 |
328-6 |
59-2 |
17.2% |
8-7 |
2.6% |
27% |
False |
False |
11,867 |
40 |
443-0 |
328-6 |
114-2 |
33.2% |
7-4 |
2.2% |
14% |
False |
False |
11,184 |
60 |
483-4 |
328-6 |
154-6 |
44.9% |
7-4 |
2.2% |
10% |
False |
False |
9,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
364-0 |
2.618 |
357-4 |
1.618 |
353-4 |
1.000 |
351-0 |
0.618 |
349-4 |
HIGH |
347-0 |
0.618 |
345-4 |
0.500 |
345-0 |
0.382 |
344-4 |
LOW |
343-0 |
0.618 |
340-4 |
1.000 |
339-0 |
1.618 |
336-4 |
2.618 |
332-4 |
4.250 |
326-0 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
345-0 |
346-4 |
PP |
344-7 |
345-7 |
S1 |
344-5 |
345-1 |
|