CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 27-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
340-4 |
340-6 |
0-2 |
0.1% |
331-0 |
High |
342-2 |
344-0 |
1-6 |
0.5% |
345-4 |
Low |
338-0 |
334-6 |
-3-2 |
-1.0% |
326-0 |
Close |
340-0 |
343-0 |
3-0 |
0.9% |
339-4 |
Range |
4-2 |
9-2 |
5-0 |
117.6% |
19-4 |
ATR |
9-6 |
9-6 |
0-0 |
-0.4% |
0-0 |
Volume |
11,757 |
16,034 |
4,277 |
36.4% |
57,366 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
368-3 |
364-7 |
348-1 |
|
R3 |
359-1 |
355-5 |
345-4 |
|
R2 |
349-7 |
349-7 |
344-6 |
|
R1 |
346-3 |
346-3 |
343-7 |
348-1 |
PP |
340-5 |
340-5 |
340-5 |
341-4 |
S1 |
337-1 |
337-1 |
342-1 |
338-7 |
S2 |
331-3 |
331-3 |
341-2 |
|
S3 |
322-1 |
327-7 |
340-4 |
|
S4 |
312-7 |
318-5 |
337-7 |
|
|
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 |
334-6 |
16-2 |
4.7% |
8-4 |
2.5% |
51% |
False |
True |
12,830 |
10 |
351-0 |
326-0 |
25-0 |
7.3% |
7-1 |
2.1% |
68% |
False |
False |
12,758 |
20 |
388-0 |
326-0 |
62-0 |
18.1% |
9-0 |
2.6% |
27% |
False |
False |
12,891 |
40 |
388-0 |
326-0 |
62-0 |
18.1% |
8-1 |
2.4% |
27% |
False |
False |
12,559 |
60 |
481-4 |
326-0 |
155-4 |
45.3% |
7-6 |
2.2% |
11% |
False |
False |
10,849 |
80 |
483-4 |
326-0 |
157-4 |
45.9% |
7-4 |
2.2% |
11% |
False |
False |
9,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
383-2 |
2.618 |
368-2 |
1.618 |
359-0 |
1.000 |
353-2 |
0.618 |
349-6 |
HIGH |
344-0 |
0.618 |
340-4 |
0.500 |
339-3 |
0.382 |
338-2 |
LOW |
334-6 |
0.618 |
329-0 |
1.000 |
325-4 |
1.618 |
319-6 |
2.618 |
310-4 |
4.250 |
295-4 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
341-6 |
343-0 |
PP |
340-5 |
342-7 |
S1 |
339-3 |
342-7 |
|