CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 31-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
344-0 |
334-4 |
-9-4 |
-2.8% |
344-0 |
High |
345-4 |
343-0 |
-2-4 |
-0.7% |
351-0 |
Low |
338-4 |
334-0 |
-4-4 |
-1.3% |
334-6 |
Close |
342-6 |
342-4 |
-0-2 |
-0.1% |
342-6 |
Range |
7-0 |
9-0 |
2-0 |
28.6% |
16-2 |
ATR |
9-4 |
9-4 |
0-0 |
-0.4% |
0-0 |
Volume |
10,918 |
10,758 |
-160 |
-1.5% |
66,674 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
366-7 |
363-5 |
347-4 |
|
R3 |
357-7 |
354-5 |
345-0 |
|
R2 |
348-7 |
348-7 |
344-1 |
|
R1 |
345-5 |
345-5 |
343-3 |
347-2 |
PP |
339-7 |
339-7 |
339-7 |
340-5 |
S1 |
336-5 |
336-5 |
341-5 |
338-2 |
S2 |
330-7 |
330-7 |
340-7 |
|
S3 |
321-7 |
327-5 |
340-0 |
|
S4 |
312-7 |
318-5 |
337-4 |
|
|
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 |
334-0 |
17-0 |
5.0% |
8-6 |
2.6% |
50% |
False |
True |
12,830 |
10 |
351-0 |
332-4 |
18-4 |
5.4% |
7-4 |
2.2% |
54% |
False |
False |
12,705 |
20 |
384-4 |
326-0 |
58-4 |
17.1% |
8-4 |
2.5% |
28% |
False |
False |
13,247 |
40 |
388-0 |
326-0 |
62-0 |
18.1% |
8-2 |
2.4% |
27% |
False |
False |
12,218 |
60 |
480-0 |
326-0 |
154-0 |
45.0% |
7-5 |
2.2% |
11% |
False |
False |
11,019 |
80 |
483-4 |
326-0 |
157-4 |
46.0% |
7-4 |
2.2% |
10% |
False |
False |
9,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
381-2 |
2.618 |
366-4 |
1.618 |
357-4 |
1.000 |
352-0 |
0.618 |
348-4 |
HIGH |
343-0 |
0.618 |
339-4 |
0.500 |
338-4 |
0.382 |
337-4 |
LOW |
334-0 |
0.618 |
328-4 |
1.000 |
325-0 |
1.618 |
319-4 |
2.618 |
310-4 |
4.250 |
295-6 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
341-1 |
341-5 |
PP |
339-7 |
340-5 |
S1 |
338-4 |
339-6 |
|