CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 12-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
344-0 |
338-0 |
-6-0 |
-1.7% |
374-4 |
High |
347-0 |
351-4 |
4-4 |
1.3% |
388-0 |
Low |
343-0 |
336-0 |
-7-0 |
-2.0% |
340-0 |
Close |
344-4 |
350-0 |
5-4 |
1.6% |
340-0 |
Range |
4-0 |
15-4 |
11-4 |
287.5% |
48-0 |
ATR |
11-0 |
11-2 |
0-3 |
3.0% |
0-0 |
Volume |
22,789 |
15,640 |
-7,149 |
-31.4% |
52,742 |
|
Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-3 |
386-5 |
358-4 |
|
R3 |
376-7 |
371-1 |
354-2 |
|
R2 |
361-3 |
361-3 |
352-7 |
|
R1 |
355-5 |
355-5 |
351-3 |
358-4 |
PP |
345-7 |
345-7 |
345-7 |
347-2 |
S1 |
340-1 |
340-1 |
348-5 |
343-0 |
S2 |
330-3 |
330-3 |
347-1 |
|
S3 |
314-7 |
324-5 |
345-6 |
|
S4 |
299-3 |
309-1 |
341-4 |
|
|
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 |
364-0 |
336-0 |
28-0 |
8.0% |
10-2 |
2.9% |
50% |
False |
True |
15,699 |
10 |
388-0 |
336-0 |
52-0 |
14.9% |
10-5 |
3.0% |
27% |
False |
True |
12,269 |
20 |
388-0 |
328-6 |
59-2 |
16.9% |
9-1 |
2.6% |
36% |
False |
False |
12,211 |
40 |
440-4 |
328-6 |
111-6 |
31.9% |
7-5 |
2.2% |
19% |
False |
False |
11,469 |
60 |
483-4 |
328-6 |
154-6 |
44.2% |
7-5 |
2.2% |
14% |
False |
False |
9,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
417-3 |
2.618 |
392-1 |
1.618 |
376-5 |
1.000 |
367-0 |
0.618 |
361-1 |
HIGH |
351-4 |
0.618 |
345-5 |
0.500 |
343-6 |
0.382 |
341-7 |
LOW |
336-0 |
0.618 |
326-3 |
1.000 |
320-4 |
1.618 |
310-7 |
2.618 |
295-3 |
4.250 |
270-1 |
|
|
Fisher Pivots for day following 12-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
347-7 |
347-7 |
PP |
345-7 |
345-7 |
S1 |
343-6 |
343-6 |
|