CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
319-6 |
322-6 |
3-0 |
0.9% |
334-4 |
High |
325-2 |
331-0 |
5-6 |
1.8% |
343-0 |
Low |
319-6 |
322-6 |
3-0 |
0.9% |
319-4 |
Close |
323-2 |
328-6 |
5-4 |
1.7% |
319-6 |
Range |
5-4 |
8-2 |
2-6 |
50.0% |
23-4 |
ATR |
8-4 |
8-4 |
0-0 |
-0.3% |
0-0 |
Volume |
14,221 |
11,609 |
-2,612 |
-18.4% |
112,416 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
352-2 |
348-6 |
333-2 |
|
R3 |
344-0 |
340-4 |
331-0 |
|
R2 |
335-6 |
335-6 |
330-2 |
|
R1 |
332-2 |
332-2 |
329-4 |
334-0 |
PP |
327-4 |
327-4 |
327-4 |
328-3 |
S1 |
324-0 |
324-0 |
328-0 |
325-6 |
S2 |
319-2 |
319-2 |
327-2 |
|
S3 |
311-0 |
315-6 |
326-4 |
|
S4 |
302-6 |
307-4 |
324-2 |
|
|
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 |
4.1% |
6-2 |
1.9% |
69% |
False |
False |
18,638 |
10 |
345-4 |
319-4 |
26-0 |
7.9% |
6-7 |
2.1% |
36% |
False |
False |
18,590 |
20 |
355-6 |
319-4 |
36-2 |
11.0% |
7-0 |
2.1% |
26% |
False |
False |
15,573 |
40 |
388-0 |
319-4 |
68-4 |
20.8% |
8-0 |
2.4% |
14% |
False |
False |
13,892 |
60 |
440-4 |
319-4 |
121-0 |
36.8% |
7-3 |
2.3% |
8% |
False |
False |
12,837 |
80 |
483-4 |
319-4 |
164-0 |
49.9% |
7-4 |
2.3% |
6% |
False |
False |
10,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
366-0 |
2.618 |
352-5 |
1.618 |
344-3 |
1.000 |
339-2 |
0.618 |
336-1 |
HIGH |
331-0 |
0.618 |
327-7 |
0.500 |
326-7 |
0.382 |
325-7 |
LOW |
322-6 |
0.618 |
317-5 |
1.000 |
314-4 |
1.618 |
309-3 |
2.618 |
301-1 |
4.250 |
287-6 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
328-1 |
327-5 |
PP |
327-4 |
326-3 |
S1 |
326-7 |
325-2 |
|