CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
319-6 |
319-6 |
0-0 |
0.0% |
334-4 |
High |
323-4 |
325-2 |
1-6 |
0.5% |
343-0 |
Low |
319-4 |
319-6 |
0-2 |
0.1% |
319-4 |
Close |
321-0 |
323-2 |
2-2 |
0.7% |
319-6 |
Range |
4-0 |
5-4 |
1-4 |
37.5% |
23-4 |
ATR |
8-6 |
8-4 |
-0-2 |
-2.7% |
0-0 |
Volume |
20,708 |
14,221 |
-6,487 |
-31.3% |
112,416 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
339-2 |
336-6 |
326-2 |
|
R3 |
333-6 |
331-2 |
324-6 |
|
R2 |
328-2 |
328-2 |
324-2 |
|
R1 |
325-6 |
325-6 |
323-6 |
327-0 |
PP |
322-6 |
322-6 |
322-6 |
323-3 |
S1 |
320-2 |
320-2 |
322-6 |
321-4 |
S2 |
317-2 |
317-2 |
322-2 |
|
S3 |
311-6 |
314-6 |
321-6 |
|
S4 |
306-2 |
309-2 |
320-2 |
|
|
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 |
333-0 |
319-4 |
13-4 |
4.2% |
5-2 |
1.6% |
28% |
False |
False |
19,877 |
10 |
345-4 |
319-4 |
26-0 |
8.0% |
6-3 |
2.0% |
14% |
False |
False |
18,605 |
20 |
355-6 |
319-4 |
36-2 |
11.2% |
7-3 |
2.3% |
10% |
False |
False |
15,775 |
40 |
388-0 |
319-4 |
68-4 |
21.2% |
8-1 |
2.5% |
5% |
False |
False |
13,821 |
60 |
443-0 |
319-4 |
123-4 |
38.2% |
7-3 |
2.3% |
3% |
False |
False |
12,714 |
80 |
483-4 |
319-4 |
164-0 |
50.7% |
7-4 |
2.3% |
2% |
False |
False |
10,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
348-5 |
2.618 |
339-5 |
1.618 |
334-1 |
1.000 |
330-6 |
0.618 |
328-5 |
HIGH |
325-2 |
0.618 |
323-1 |
0.500 |
322-4 |
0.382 |
321-7 |
LOW |
319-6 |
0.618 |
316-3 |
1.000 |
314-2 |
1.618 |
310-7 |
2.618 |
305-3 |
4.250 |
296-3 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
323-0 |
323-0 |
PP |
322-6 |
322-5 |
S1 |
322-4 |
322-3 |
|