CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
334-4 |
341-0 |
6-4 |
1.9% |
341-0 |
High |
342-0 |
341-0 |
-1-0 |
-0.3% |
355-6 |
Low |
333-4 |
336-6 |
3-2 |
1.0% |
336-0 |
Close |
341-2 |
337-2 |
-4-0 |
-1.2% |
341-4 |
Range |
8-4 |
4-2 |
-4-2 |
-50.0% |
19-6 |
ATR |
10-3 |
10-0 |
-0-3 |
-4.1% |
0-0 |
Volume |
13,495 |
16,310 |
2,815 |
20.9% |
83,876 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
351-1 |
348-3 |
339-5 |
|
R3 |
346-7 |
344-1 |
338-3 |
|
R2 |
342-5 |
342-5 |
338-0 |
|
R1 |
339-7 |
339-7 |
337-5 |
339-1 |
PP |
338-3 |
338-3 |
338-3 |
338-0 |
S1 |
335-5 |
335-5 |
336-7 |
334-7 |
S2 |
334-1 |
334-1 |
336-4 |
|
S3 |
329-7 |
331-3 |
336-1 |
|
S4 |
325-5 |
327-1 |
334-7 |
|
|
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 |
342-4 |
326-0 |
16-4 |
4.9% |
5-6 |
1.7% |
68% |
False |
False |
12,686 |
10 |
355-6 |
326-0 |
29-6 |
8.8% |
7-7 |
2.3% |
38% |
False |
False |
14,564 |
20 |
388-0 |
326-0 |
62-0 |
18.4% |
8-5 |
2.6% |
18% |
False |
False |
12,593 |
40 |
420-0 |
326-0 |
94-0 |
27.9% |
7-6 |
2.3% |
12% |
False |
False |
12,037 |
60 |
483-4 |
326-0 |
157-4 |
46.7% |
7-5 |
2.3% |
7% |
False |
False |
10,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
359-0 |
2.618 |
352-1 |
1.618 |
347-7 |
1.000 |
345-2 |
0.618 |
343-5 |
HIGH |
341-0 |
0.618 |
339-3 |
0.500 |
338-7 |
0.382 |
338-3 |
LOW |
336-6 |
0.618 |
334-1 |
1.000 |
332-4 |
1.618 |
329-7 |
2.618 |
325-5 |
4.250 |
318-6 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
338-7 |
337-2 |
PP |
338-3 |
337-2 |
S1 |
337-6 |
337-2 |
|