CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
354-0 |
340-4 |
-13-4 |
-3.8% |
341-0 |
High |
355-6 |
342-4 |
-13-2 |
-3.7% |
355-6 |
Low |
346-0 |
340-4 |
-5-4 |
-1.6% |
336-0 |
Close |
346-0 |
341-4 |
-4-4 |
-1.3% |
341-4 |
Range |
9-6 |
2-0 |
-7-6 |
-79.5% |
19-6 |
ATR |
11-1 |
10-6 |
-0-3 |
-3.6% |
0-0 |
Volume |
14,017 |
14,462 |
445 |
3.2% |
83,876 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
347-4 |
346-4 |
342-5 |
|
R3 |
345-4 |
344-4 |
342-0 |
|
R2 |
343-4 |
343-4 |
341-7 |
|
R1 |
342-4 |
342-4 |
341-5 |
343-0 |
PP |
341-4 |
341-4 |
341-4 |
341-6 |
S1 |
340-4 |
340-4 |
341-3 |
341-0 |
S2 |
339-4 |
339-4 |
341-1 |
|
S3 |
337-4 |
338-4 |
341-0 |
|
S4 |
335-4 |
336-4 |
340-3 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403-5 |
392-3 |
352-3 |
|
R3 |
383-7 |
372-5 |
346-7 |
|
R2 |
364-1 |
364-1 |
345-1 |
|
R1 |
352-7 |
352-7 |
343-2 |
358-4 |
PP |
344-3 |
344-3 |
344-3 |
347-2 |
S1 |
333-1 |
333-1 |
339-6 |
338-6 |
S2 |
324-5 |
324-5 |
337-7 |
|
S3 |
304-7 |
313-3 |
336-1 |
|
S4 |
285-1 |
293-5 |
330-5 |
|
|
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 |
5.8% |
7-7 |
2.3% |
28% |
False |
False |
16,775 |
10 |
388-0 |
336-0 |
52-0 |
15.2% |
10-0 |
2.9% |
11% |
False |
False |
13,661 |
20 |
388-0 |
328-6 |
59-2 |
17.3% |
8-7 |
2.6% |
22% |
False |
False |
12,575 |
40 |
439-0 |
328-6 |
110-2 |
32.3% |
7-6 |
2.3% |
12% |
False |
False |
11,791 |
60 |
483-4 |
328-6 |
154-6 |
45.3% |
7-5 |
2.2% |
8% |
False |
False |
9,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
351-0 |
2.618 |
347-6 |
1.618 |
345-6 |
1.000 |
344-4 |
0.618 |
343-6 |
HIGH |
342-4 |
0.618 |
341-6 |
0.500 |
341-4 |
0.382 |
341-2 |
LOW |
340-4 |
0.618 |
339-2 |
1.000 |
338-4 |
1.618 |
337-2 |
2.618 |
335-2 |
4.250 |
332-0 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
341-4 |
345-7 |
PP |
341-4 |
344-3 |
S1 |
341-4 |
343-0 |
|