CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 03-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
330-4 |
332-4 |
2-0 |
0.6% |
344-0 |
High |
332-4 |
333-0 |
0-4 |
0.2% |
351-0 |
Low |
329-2 |
325-0 |
-4-2 |
-1.3% |
334-6 |
Close |
332-4 |
329-0 |
-3-4 |
-1.1% |
342-6 |
Range |
3-2 |
8-0 |
4-6 |
146.2% |
16-2 |
ATR |
9-2 |
9-1 |
-0-1 |
-1.0% |
0-0 |
Volume |
17,803 |
26,030 |
8,227 |
46.2% |
66,674 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
353-0 |
349-0 |
333-3 |
|
R3 |
345-0 |
341-0 |
331-2 |
|
R2 |
337-0 |
337-0 |
330-4 |
|
R1 |
333-0 |
333-0 |
329-6 |
331-0 |
PP |
329-0 |
329-0 |
329-0 |
328-0 |
S1 |
325-0 |
325-0 |
328-2 |
323-0 |
S2 |
321-0 |
321-0 |
327-4 |
|
S3 |
313-0 |
317-0 |
326-6 |
|
S4 |
305-0 |
309-0 |
324-5 |
|
|
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 |
325-0 |
20-4 |
6.2% |
7-1 |
2.2% |
20% |
False |
True |
20,542 |
10 |
351-0 |
325-0 |
26-0 |
7.9% |
7-6 |
2.4% |
15% |
False |
True |
16,686 |
20 |
355-6 |
325-0 |
30-6 |
9.3% |
7-7 |
2.4% |
13% |
False |
True |
15,625 |
40 |
388-0 |
325-0 |
63-0 |
19.1% |
8-2 |
2.5% |
6% |
False |
True |
13,066 |
60 |
480-0 |
325-0 |
155-0 |
47.1% |
7-5 |
2.3% |
3% |
False |
True |
12,128 |
80 |
483-4 |
325-0 |
158-4 |
48.2% |
7-5 |
2.3% |
3% |
False |
True |
10,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
367-0 |
2.618 |
354-0 |
1.618 |
346-0 |
1.000 |
341-0 |
0.618 |
338-0 |
HIGH |
333-0 |
0.618 |
330-0 |
0.500 |
329-0 |
0.382 |
328-0 |
LOW |
325-0 |
0.618 |
320-0 |
1.000 |
317-0 |
1.618 |
312-0 |
2.618 |
304-0 |
4.250 |
291-0 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
329-0 |
332-0 |
PP |
329-0 |
331-0 |
S1 |
329-0 |
330-0 |
|