CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
345-6 |
340-4 |
-5-2 |
-1.5% |
331-0 |
High |
351-0 |
342-2 |
-8-6 |
-2.5% |
345-4 |
Low |
336-6 |
338-0 |
1-2 |
0.4% |
326-0 |
Close |
340-4 |
340-0 |
-0-4 |
-0.1% |
339-4 |
Range |
14-2 |
4-2 |
-10-0 |
-70.2% |
19-4 |
ATR |
10-2 |
9-6 |
-0-3 |
-4.2% |
0-0 |
Volume |
14,683 |
11,757 |
-2,926 |
-19.9% |
57,366 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
352-7 |
350-5 |
342-3 |
|
R3 |
348-5 |
346-3 |
341-1 |
|
R2 |
344-3 |
344-3 |
340-6 |
|
R1 |
342-1 |
342-1 |
340-3 |
341-1 |
PP |
340-1 |
340-1 |
340-1 |
339-4 |
S1 |
337-7 |
337-7 |
339-5 |
336-7 |
S2 |
335-7 |
335-7 |
339-2 |
|
S3 |
331-5 |
333-5 |
338-7 |
|
S4 |
327-3 |
329-3 |
337-5 |
|
|
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 |
336-4 |
14-4 |
4.3% |
7-4 |
2.2% |
24% |
False |
False |
12,885 |
10 |
355-6 |
326-0 |
29-6 |
8.8% |
7-1 |
2.1% |
47% |
False |
False |
12,556 |
20 |
388-0 |
326-0 |
62-0 |
18.2% |
8-7 |
2.6% |
23% |
False |
False |
12,412 |
40 |
388-0 |
326-0 |
62-0 |
18.2% |
8-1 |
2.4% |
23% |
False |
False |
12,592 |
60 |
481-4 |
326-0 |
155-4 |
45.7% |
7-6 |
2.3% |
9% |
False |
False |
10,671 |
80 |
483-4 |
326-0 |
157-4 |
46.3% |
7-3 |
2.2% |
9% |
False |
False |
9,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
360-2 |
2.618 |
353-3 |
1.618 |
349-1 |
1.000 |
346-4 |
0.618 |
344-7 |
HIGH |
342-2 |
0.618 |
340-5 |
0.500 |
340-1 |
0.382 |
339-5 |
LOW |
338-0 |
0.618 |
335-3 |
1.000 |
333-6 |
1.618 |
331-1 |
2.618 |
326-7 |
4.250 |
320-0 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
340-1 |
343-7 |
PP |
340-1 |
342-5 |
S1 |
340-0 |
341-2 |
|