CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 25-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
344-0 |
345-6 |
1-6 |
0.5% |
331-0 |
High |
349-0 |
351-0 |
2-0 |
0.6% |
345-4 |
Low |
343-4 |
336-6 |
-6-6 |
-2.0% |
326-0 |
Close |
349-2 |
340-4 |
-8-6 |
-2.5% |
339-4 |
Range |
5-4 |
14-2 |
8-6 |
159.1% |
19-4 |
ATR |
9-7 |
10-2 |
0-2 |
3.1% |
0-0 |
Volume |
13,282 |
14,683 |
1,401 |
10.5% |
57,366 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-4 |
377-2 |
348-3 |
|
R3 |
371-2 |
363-0 |
344-3 |
|
R2 |
357-0 |
357-0 |
343-1 |
|
R1 |
348-6 |
348-6 |
341-6 |
345-6 |
PP |
342-6 |
342-6 |
342-6 |
341-2 |
S1 |
334-4 |
334-4 |
339-2 |
331-4 |
S2 |
328-4 |
328-4 |
337-7 |
|
S3 |
314-2 |
320-2 |
336-5 |
|
S4 |
300-0 |
306-0 |
332-5 |
|
|
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 |
351-0 |
333-4 |
17-4 |
5.1% |
8-2 |
2.4% |
40% |
True |
False |
13,233 |
10 |
355-6 |
326-0 |
29-6 |
8.7% |
8-2 |
2.4% |
49% |
False |
False |
12,945 |
20 |
388-0 |
326-0 |
62-0 |
18.2% |
8-7 |
2.6% |
23% |
False |
False |
12,654 |
40 |
388-0 |
326-0 |
62-0 |
18.2% |
8-0 |
2.3% |
23% |
False |
False |
12,456 |
60 |
483-4 |
326-0 |
157-4 |
46.3% |
7-7 |
2.3% |
9% |
False |
False |
10,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
411-4 |
2.618 |
388-2 |
1.618 |
374-0 |
1.000 |
365-2 |
0.618 |
359-6 |
HIGH |
351-0 |
0.618 |
345-4 |
0.500 |
343-7 |
0.382 |
342-2 |
LOW |
336-6 |
0.618 |
328-0 |
1.000 |
322-4 |
1.618 |
313-6 |
2.618 |
299-4 |
4.250 |
276-2 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
343-7 |
343-6 |
PP |
342-6 |
342-5 |
S1 |
341-5 |
341-5 |
|