CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
332-4 |
324-4 |
-8-0 |
-2.4% |
334-4 |
High |
333-0 |
325-0 |
-8-0 |
-2.4% |
343-0 |
Low |
325-0 |
319-4 |
-5-4 |
-1.7% |
319-4 |
Close |
329-0 |
319-6 |
-9-2 |
-2.8% |
319-6 |
Range |
8-0 |
5-4 |
-2-4 |
-31.3% |
23-4 |
ATR |
9-1 |
9-1 |
0-0 |
0.3% |
0-0 |
Volume |
26,030 |
20,624 |
-5,406 |
-20.8% |
112,416 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
337-7 |
334-3 |
322-6 |
|
R3 |
332-3 |
328-7 |
321-2 |
|
R2 |
326-7 |
326-7 |
320-6 |
|
R1 |
323-3 |
323-3 |
320-2 |
322-3 |
PP |
321-3 |
321-3 |
321-3 |
321-0 |
S1 |
317-7 |
317-7 |
319-2 |
316-7 |
S2 |
315-7 |
315-7 |
318-6 |
|
S3 |
310-3 |
312-3 |
318-2 |
|
S4 |
304-7 |
306-7 |
316-6 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
397-7 |
382-3 |
332-5 |
|
R3 |
374-3 |
358-7 |
326-2 |
|
R2 |
350-7 |
350-7 |
324-0 |
|
R1 |
335-3 |
335-3 |
321-7 |
331-3 |
PP |
327-3 |
327-3 |
327-3 |
325-4 |
S1 |
311-7 |
311-7 |
317-5 |
307-7 |
S2 |
303-7 |
303-7 |
315-4 |
|
S3 |
280-3 |
288-3 |
313-2 |
|
S4 |
256-7 |
264-7 |
306-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
343-0 |
319-4 |
23-4 |
7.3% |
6-7 |
2.1% |
1% |
False |
True |
22,483 |
10 |
351-0 |
319-4 |
31-4 |
9.9% |
7-4 |
2.3% |
1% |
False |
True |
17,909 |
20 |
355-6 |
319-4 |
36-2 |
11.3% |
7-4 |
2.3% |
1% |
False |
True |
16,016 |
40 |
388-0 |
319-4 |
68-4 |
21.4% |
8-2 |
2.6% |
0% |
False |
True |
13,308 |
60 |
469-4 |
319-4 |
150-0 |
46.9% |
7-5 |
2.4% |
0% |
False |
True |
12,389 |
80 |
483-4 |
319-4 |
164-0 |
51.3% |
7-5 |
2.4% |
0% |
False |
True |
10,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
348-3 |
2.618 |
339-3 |
1.618 |
333-7 |
1.000 |
330-4 |
0.618 |
328-3 |
HIGH |
325-0 |
0.618 |
322-7 |
0.500 |
322-2 |
0.382 |
321-5 |
LOW |
319-4 |
0.618 |
316-1 |
1.000 |
314-0 |
1.618 |
310-5 |
2.618 |
305-1 |
4.250 |
296-1 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
322-2 |
326-2 |
PP |
321-3 |
324-1 |
S1 |
320-5 |
321-7 |
|