CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
344-4 |
344-0 |
-0-4 |
-0.1% |
331-0 |
High |
345-4 |
349-0 |
3-4 |
1.0% |
345-4 |
Low |
336-4 |
343-4 |
7-0 |
2.1% |
326-0 |
Close |
339-4 |
349-2 |
9-6 |
2.9% |
339-4 |
Range |
9-0 |
5-4 |
-3-4 |
-38.9% |
19-4 |
ATR |
9-7 |
9-7 |
0-0 |
-0.3% |
0-0 |
Volume |
8,396 |
13,282 |
4,886 |
58.2% |
57,366 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
363-6 |
362-0 |
352-2 |
|
R3 |
358-2 |
356-4 |
350-6 |
|
R2 |
352-6 |
352-6 |
350-2 |
|
R1 |
351-0 |
351-0 |
349-6 |
351-7 |
PP |
347-2 |
347-2 |
347-2 |
347-6 |
S1 |
345-4 |
345-4 |
348-6 |
346-3 |
S2 |
341-6 |
341-6 |
348-2 |
|
S3 |
336-2 |
340-0 |
347-6 |
|
S4 |
330-6 |
334-4 |
346-2 |
|
|
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 |
349-0 |
332-4 |
16-4 |
4.7% |
6-2 |
1.8% |
102% |
True |
False |
12,580 |
10 |
355-6 |
326-0 |
29-6 |
8.5% |
7-2 |
2.1% |
78% |
False |
False |
13,755 |
20 |
388-0 |
326-0 |
62-0 |
17.8% |
8-4 |
2.4% |
38% |
False |
False |
12,177 |
40 |
415-0 |
326-0 |
89-0 |
25.5% |
7-6 |
2.2% |
26% |
False |
False |
12,226 |
60 |
483-4 |
326-0 |
157-4 |
45.1% |
7-5 |
2.2% |
15% |
False |
False |
10,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
372-3 |
2.618 |
363-3 |
1.618 |
357-7 |
1.000 |
354-4 |
0.618 |
352-3 |
HIGH |
349-0 |
0.618 |
346-7 |
0.500 |
346-2 |
0.382 |
345-5 |
LOW |
343-4 |
0.618 |
340-1 |
1.000 |
338-0 |
1.618 |
334-5 |
2.618 |
329-1 |
4.250 |
320-1 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
348-2 |
347-1 |
PP |
347-2 |
344-7 |
S1 |
346-2 |
342-6 |
|