CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 08-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
324-4 |
319-6 |
-4-6 |
-1.5% |
334-4 |
High |
325-0 |
323-4 |
-1-4 |
-0.5% |
343-0 |
Low |
319-4 |
319-4 |
0-0 |
0.0% |
319-4 |
Close |
319-6 |
321-0 |
1-2 |
0.4% |
319-6 |
Range |
5-4 |
4-0 |
-1-4 |
-27.3% |
23-4 |
ATR |
9-1 |
8-6 |
-0-3 |
-4.0% |
0-0 |
Volume |
20,624 |
20,708 |
84 |
0.4% |
112,416 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
333-3 |
331-1 |
323-2 |
|
R3 |
329-3 |
327-1 |
322-1 |
|
R2 |
325-3 |
325-3 |
321-6 |
|
R1 |
323-1 |
323-1 |
321-3 |
324-2 |
PP |
321-3 |
321-3 |
321-3 |
321-7 |
S1 |
319-1 |
319-1 |
320-5 |
320-2 |
S2 |
317-3 |
317-3 |
320-2 |
|
S3 |
313-3 |
315-1 |
319-7 |
|
S4 |
309-3 |
311-1 |
318-6 |
|
|
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 |
339-0 |
319-4 |
19-4 |
6.1% |
5-7 |
1.8% |
8% |
False |
True |
24,473 |
10 |
351-0 |
319-4 |
31-4 |
9.8% |
7-2 |
2.3% |
5% |
False |
True |
18,651 |
20 |
355-6 |
319-4 |
36-2 |
11.3% |
7-2 |
2.3% |
4% |
False |
True |
16,203 |
40 |
388-0 |
319-4 |
68-4 |
21.3% |
8-1 |
2.5% |
2% |
False |
True |
13,674 |
60 |
449-6 |
319-4 |
130-2 |
40.6% |
7-4 |
2.3% |
1% |
False |
True |
12,613 |
80 |
483-4 |
319-4 |
164-0 |
51.1% |
7-5 |
2.4% |
1% |
False |
True |
10,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
340-4 |
2.618 |
334-0 |
1.618 |
330-0 |
1.000 |
327-4 |
0.618 |
326-0 |
HIGH |
323-4 |
0.618 |
322-0 |
0.500 |
321-4 |
0.382 |
321-0 |
LOW |
319-4 |
0.618 |
317-0 |
1.000 |
315-4 |
1.618 |
313-0 |
2.618 |
309-0 |
4.250 |
302-4 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
321-4 |
326-2 |
PP |
321-3 |
324-4 |
S1 |
321-1 |
322-6 |
|