CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
341-0 |
344-4 |
3-4 |
1.0% |
331-0 |
High |
341-0 |
345-4 |
4-4 |
1.3% |
345-4 |
Low |
336-6 |
336-4 |
-0-2 |
-0.1% |
326-0 |
Close |
337-2 |
339-4 |
2-2 |
0.7% |
339-4 |
Range |
4-2 |
9-0 |
4-6 |
111.8% |
19-4 |
ATR |
10-0 |
9-7 |
-0-1 |
-0.7% |
0-0 |
Volume |
16,310 |
8,396 |
-7,914 |
-48.5% |
57,366 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
367-4 |
362-4 |
344-4 |
|
R3 |
358-4 |
353-4 |
342-0 |
|
R2 |
349-4 |
349-4 |
341-1 |
|
R1 |
344-4 |
344-4 |
340-3 |
342-4 |
PP |
340-4 |
340-4 |
340-4 |
339-4 |
S1 |
335-4 |
335-4 |
338-5 |
333-4 |
S2 |
331-4 |
331-4 |
337-7 |
|
S3 |
322-4 |
326-4 |
337-0 |
|
S4 |
313-4 |
317-4 |
334-4 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
395-4 |
387-0 |
350-2 |
|
R3 |
376-0 |
367-4 |
344-7 |
|
R2 |
356-4 |
356-4 |
343-1 |
|
R1 |
348-0 |
348-0 |
341-2 |
352-2 |
PP |
337-0 |
337-0 |
337-0 |
339-1 |
S1 |
328-4 |
328-4 |
337-6 |
332-6 |
S2 |
317-4 |
317-4 |
335-7 |
|
S3 |
298-0 |
309-0 |
334-1 |
|
S4 |
278-4 |
289-4 |
328-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
345-4 |
326-0 |
19-4 |
5.7% |
7-2 |
2.1% |
69% |
True |
False |
11,473 |
10 |
355-6 |
326-0 |
29-6 |
8.8% |
7-4 |
2.2% |
45% |
False |
False |
14,124 |
20 |
388-0 |
326-0 |
62-0 |
18.3% |
8-4 |
2.5% |
22% |
False |
False |
12,112 |
40 |
418-0 |
326-0 |
92-0 |
27.1% |
7-6 |
2.3% |
15% |
False |
False |
12,043 |
60 |
483-4 |
326-0 |
157-4 |
46.4% |
7-5 |
2.3% |
9% |
False |
False |
10,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
383-6 |
2.618 |
369-0 |
1.618 |
360-0 |
1.000 |
354-4 |
0.618 |
351-0 |
HIGH |
345-4 |
0.618 |
342-0 |
0.500 |
341-0 |
0.382 |
340-0 |
LOW |
336-4 |
0.618 |
331-0 |
1.000 |
327-4 |
1.618 |
322-0 |
2.618 |
313-0 |
4.250 |
298-2 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
341-0 |
339-4 |
PP |
340-4 |
339-4 |
S1 |
340-0 |
339-4 |
|