CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 01-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
334-4 |
338-0 |
3-4 |
1.0% |
344-0 |
High |
343-0 |
339-0 |
-4-0 |
-1.2% |
351-0 |
Low |
334-0 |
330-4 |
-3-4 |
-1.0% |
334-6 |
Close |
342-4 |
332-4 |
-10-0 |
-2.9% |
342-6 |
Range |
9-0 |
8-4 |
-0-4 |
-5.6% |
16-2 |
ATR |
9-4 |
9-6 |
0-1 |
1.9% |
0-0 |
Volume |
10,758 |
37,201 |
26,443 |
245.8% |
66,674 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
359-4 |
354-4 |
337-1 |
|
R3 |
351-0 |
346-0 |
334-7 |
|
R2 |
342-4 |
342-4 |
334-0 |
|
R1 |
337-4 |
337-4 |
333-2 |
335-6 |
PP |
334-0 |
334-0 |
334-0 |
333-1 |
S1 |
329-0 |
329-0 |
331-6 |
327-2 |
S2 |
325-4 |
325-4 |
331-0 |
|
S3 |
317-0 |
320-4 |
330-1 |
|
S4 |
308-4 |
312-0 |
327-7 |
|
|
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 |
345-4 |
330-4 |
15-0 |
4.5% |
7-5 |
2.3% |
13% |
False |
True |
17,333 |
10 |
351-0 |
330-4 |
20-4 |
6.2% |
8-0 |
2.4% |
10% |
False |
True |
15,283 |
20 |
380-4 |
326-0 |
54-4 |
16.4% |
8-5 |
2.6% |
12% |
False |
False |
14,478 |
40 |
388-0 |
326-0 |
62-0 |
18.6% |
8-2 |
2.5% |
10% |
False |
False |
12,676 |
60 |
480-0 |
326-0 |
154-0 |
46.3% |
7-6 |
2.3% |
4% |
False |
False |
11,565 |
80 |
483-4 |
326-0 |
157-4 |
47.4% |
7-5 |
2.3% |
4% |
False |
False |
10,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
375-1 |
2.618 |
361-2 |
1.618 |
352-6 |
1.000 |
347-4 |
0.618 |
344-2 |
HIGH |
339-0 |
0.618 |
335-6 |
0.500 |
334-6 |
0.382 |
333-6 |
LOW |
330-4 |
0.618 |
325-2 |
1.000 |
322-0 |
1.618 |
316-6 |
2.618 |
308-2 |
4.250 |
294-3 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
334-6 |
338-0 |
PP |
334-0 |
336-1 |
S1 |
333-2 |
334-3 |
|