CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
338-0 |
330-4 |
-7-4 |
-2.2% |
344-0 |
High |
339-0 |
332-4 |
-6-4 |
-1.9% |
351-0 |
Low |
330-4 |
329-2 |
-1-2 |
-0.4% |
334-6 |
Close |
332-4 |
332-4 |
0-0 |
0.0% |
342-6 |
Range |
8-4 |
3-2 |
-5-2 |
-61.8% |
16-2 |
ATR |
9-6 |
9-2 |
-0-4 |
-4.7% |
0-0 |
Volume |
37,201 |
17,803 |
-19,398 |
-52.1% |
66,674 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
341-1 |
340-1 |
334-2 |
|
R3 |
337-7 |
336-7 |
333-3 |
|
R2 |
334-5 |
334-5 |
333-1 |
|
R1 |
333-5 |
333-5 |
332-6 |
334-1 |
PP |
331-3 |
331-3 |
331-3 |
331-6 |
S1 |
330-3 |
330-3 |
332-2 |
330-7 |
S2 |
328-1 |
328-1 |
331-7 |
|
S3 |
324-7 |
327-1 |
331-5 |
|
S4 |
321-5 |
323-7 |
330-6 |
|
|
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 |
329-2 |
16-2 |
4.9% |
7-3 |
2.2% |
20% |
False |
True |
18,542 |
10 |
351-0 |
329-2 |
21-6 |
6.5% |
7-3 |
2.2% |
15% |
False |
True |
15,714 |
20 |
364-0 |
326-0 |
38-0 |
11.4% |
8-0 |
2.4% |
17% |
False |
False |
14,838 |
40 |
388-0 |
326-0 |
62-0 |
18.6% |
8-1 |
2.4% |
10% |
False |
False |
12,704 |
60 |
480-0 |
326-0 |
154-0 |
46.3% |
7-6 |
2.3% |
4% |
False |
False |
11,800 |
80 |
483-4 |
326-0 |
157-4 |
47.4% |
7-5 |
2.3% |
4% |
False |
False |
10,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
346-2 |
2.618 |
341-0 |
1.618 |
337-6 |
1.000 |
335-6 |
0.618 |
334-4 |
HIGH |
332-4 |
0.618 |
331-2 |
0.500 |
330-7 |
0.382 |
330-4 |
LOW |
329-2 |
0.618 |
327-2 |
1.000 |
326-0 |
1.618 |
324-0 |
2.618 |
320-6 |
4.250 |
315-4 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
332-0 |
336-1 |
PP |
331-3 |
334-7 |
S1 |
330-7 |
333-6 |
|