CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
331-0 |
334-4 |
3-4 |
1.1% |
341-0 |
High |
336-4 |
336-2 |
-0-2 |
-0.1% |
355-6 |
Low |
326-0 |
332-4 |
6-4 |
2.0% |
336-0 |
Close |
335-4 |
336-2 |
0-6 |
0.2% |
341-4 |
Range |
10-4 |
3-6 |
-6-6 |
-64.3% |
19-6 |
ATR |
11-1 |
10-5 |
-0-4 |
-4.7% |
0-0 |
Volume |
7,748 |
11,417 |
3,669 |
47.4% |
83,876 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
346-2 |
345-0 |
338-2 |
|
R3 |
342-4 |
341-2 |
337-2 |
|
R2 |
338-6 |
338-6 |
337-0 |
|
R1 |
337-4 |
337-4 |
336-5 |
338-1 |
PP |
335-0 |
335-0 |
335-0 |
335-2 |
S1 |
333-6 |
333-6 |
335-7 |
334-3 |
S2 |
331-2 |
331-2 |
335-4 |
|
S3 |
327-4 |
330-0 |
335-2 |
|
S4 |
323-6 |
326-2 |
334-2 |
|
|
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 |
326-0 |
29-6 |
8.8% |
8-2 |
2.5% |
34% |
False |
False |
12,656 |
10 |
380-4 |
326-0 |
54-4 |
16.2% |
9-3 |
2.8% |
19% |
False |
False |
13,673 |
20 |
388-0 |
326-0 |
62-0 |
18.4% |
8-7 |
2.6% |
17% |
False |
False |
12,620 |
40 |
422-0 |
326-0 |
96-0 |
28.6% |
7-6 |
2.3% |
11% |
False |
False |
11,967 |
60 |
483-4 |
326-0 |
157-4 |
46.8% |
7-5 |
2.3% |
7% |
False |
False |
9,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
352-2 |
2.618 |
346-1 |
1.618 |
342-3 |
1.000 |
340-0 |
0.618 |
338-5 |
HIGH |
336-2 |
0.618 |
334-7 |
0.500 |
334-3 |
0.382 |
333-7 |
LOW |
332-4 |
0.618 |
330-1 |
1.000 |
328-6 |
1.618 |
326-3 |
2.618 |
322-5 |
4.250 |
316-4 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
335-5 |
335-5 |
PP |
335-0 |
334-7 |
S1 |
334-3 |
334-2 |
|