CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 28-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
340-6 |
344-0 |
3-2 |
1.0% |
344-0 |
High |
344-0 |
345-4 |
1-4 |
0.4% |
351-0 |
Low |
334-6 |
338-4 |
3-6 |
1.1% |
334-6 |
Close |
343-0 |
342-6 |
-0-2 |
-0.1% |
342-6 |
Range |
9-2 |
7-0 |
-2-2 |
-24.3% |
16-2 |
ATR |
9-6 |
9-4 |
-0-2 |
-2.0% |
0-0 |
Volume |
16,034 |
10,918 |
-5,116 |
-31.9% |
66,674 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
363-2 |
360-0 |
346-5 |
|
R3 |
356-2 |
353-0 |
344-5 |
|
R2 |
349-2 |
349-2 |
344-0 |
|
R1 |
346-0 |
346-0 |
343-3 |
344-1 |
PP |
342-2 |
342-2 |
342-2 |
341-2 |
S1 |
339-0 |
339-0 |
342-1 |
337-1 |
S2 |
335-2 |
335-2 |
341-4 |
|
S3 |
328-2 |
332-0 |
340-7 |
|
S4 |
321-2 |
325-0 |
338-7 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-5 |
383-3 |
351-6 |
|
R3 |
375-3 |
367-1 |
347-2 |
|
R2 |
359-1 |
359-1 |
345-6 |
|
R1 |
350-7 |
350-7 |
344-2 |
346-7 |
PP |
342-7 |
342-7 |
342-7 |
340-6 |
S1 |
334-5 |
334-5 |
341-2 |
330-5 |
S2 |
326-5 |
326-5 |
339-6 |
|
S3 |
310-3 |
318-3 |
338-2 |
|
S4 |
294-1 |
302-1 |
333-6 |
|
|
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% |
8-0 |
2.3% |
49% |
False |
False |
13,334 |
10 |
351-0 |
326-0 |
25-0 |
7.3% |
7-5 |
2.2% |
67% |
False |
False |
12,404 |
20 |
388-0 |
326-0 |
62-0 |
18.1% |
8-7 |
2.6% |
27% |
False |
False |
13,032 |
40 |
388-0 |
326-0 |
62-0 |
18.1% |
8-1 |
2.4% |
27% |
False |
False |
12,309 |
60 |
480-0 |
326-0 |
154-0 |
44.9% |
7-5 |
2.2% |
11% |
False |
False |
10,893 |
80 |
483-4 |
326-0 |
157-4 |
46.0% |
7-4 |
2.2% |
11% |
False |
False |
9,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
375-2 |
2.618 |
363-7 |
1.618 |
356-7 |
1.000 |
352-4 |
0.618 |
349-7 |
HIGH |
345-4 |
0.618 |
342-7 |
0.500 |
342-0 |
0.382 |
341-1 |
LOW |
338-4 |
0.618 |
334-1 |
1.000 |
331-4 |
1.618 |
327-1 |
2.618 |
320-1 |
4.250 |
308-6 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
342-4 |
341-7 |
PP |
342-2 |
341-0 |
S1 |
342-0 |
340-1 |
|