CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
338-0 |
354-0 |
16-0 |
4.7% |
374-4 |
High |
351-4 |
355-6 |
4-2 |
1.2% |
388-0 |
Low |
336-0 |
346-0 |
10-0 |
3.0% |
340-0 |
Close |
350-0 |
346-0 |
-4-0 |
-1.1% |
340-0 |
Range |
15-4 |
9-6 |
-5-6 |
-37.1% |
48-0 |
ATR |
11-2 |
11-1 |
-0-1 |
-1.0% |
0-0 |
Volume |
15,640 |
14,017 |
-1,623 |
-10.4% |
52,742 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
378-4 |
372-0 |
351-3 |
|
R3 |
368-6 |
362-2 |
348-5 |
|
R2 |
359-0 |
359-0 |
347-6 |
|
R1 |
352-4 |
352-4 |
346-7 |
350-7 |
PP |
349-2 |
349-2 |
349-2 |
348-4 |
S1 |
342-6 |
342-6 |
345-1 |
341-1 |
S2 |
339-4 |
339-4 |
344-2 |
|
S3 |
329-6 |
333-0 |
343-3 |
|
S4 |
320-0 |
323-2 |
340-5 |
|
|
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 |
355-6 |
336-0 |
19-6 |
5.7% |
10-0 |
2.9% |
51% |
True |
False |
16,442 |
10 |
388-0 |
336-0 |
52-0 |
15.0% |
10-7 |
3.1% |
19% |
False |
False |
13,025 |
20 |
388-0 |
328-6 |
59-2 |
17.1% |
9-1 |
2.6% |
29% |
False |
False |
12,414 |
40 |
439-2 |
328-6 |
110-4 |
31.9% |
7-6 |
2.2% |
16% |
False |
False |
11,542 |
60 |
483-4 |
328-6 |
154-6 |
44.7% |
7-6 |
2.2% |
11% |
False |
False |
9,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-2 |
2.618 |
381-2 |
1.618 |
371-4 |
1.000 |
365-4 |
0.618 |
361-6 |
HIGH |
355-6 |
0.618 |
352-0 |
0.500 |
350-7 |
0.382 |
349-6 |
LOW |
346-0 |
0.618 |
340-0 |
1.000 |
336-2 |
1.618 |
330-2 |
2.618 |
320-4 |
4.250 |
304-4 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
350-7 |
346-0 |
PP |
349-2 |
345-7 |
S1 |
347-5 |
345-7 |
|