CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
322-6 |
330-4 |
7-6 |
2.4% |
319-6 |
| High |
331-0 |
333-4 |
2-4 |
0.8% |
333-4 |
| Low |
322-6 |
323-0 |
0-2 |
0.1% |
319-4 |
| Close |
328-6 |
333-0 |
4-2 |
1.3% |
333-0 |
| Range |
8-2 |
10-4 |
2-2 |
27.3% |
14-0 |
| ATR |
8-4 |
8-5 |
0-1 |
1.6% |
0-0 |
| Volume |
11,609 |
15,472 |
3,863 |
33.3% |
62,010 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
361-3 |
357-5 |
338-6 |
|
| R3 |
350-7 |
347-1 |
335-7 |
|
| R2 |
340-3 |
340-3 |
334-7 |
|
| R1 |
336-5 |
336-5 |
334-0 |
338-4 |
| PP |
329-7 |
329-7 |
329-7 |
330-6 |
| S1 |
326-1 |
326-1 |
332-0 |
328-0 |
| S2 |
319-3 |
319-3 |
331-1 |
|
| S3 |
308-7 |
315-5 |
330-1 |
|
| S4 |
298-3 |
305-1 |
327-2 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
370-5 |
365-7 |
340-6 |
|
| R3 |
356-5 |
351-7 |
336-7 |
|
| R2 |
342-5 |
342-5 |
335-5 |
|
| R1 |
337-7 |
337-7 |
334-2 |
340-2 |
| PP |
328-5 |
328-5 |
328-5 |
329-7 |
| S1 |
323-7 |
323-7 |
331-6 |
326-2 |
| S2 |
314-5 |
314-5 |
330-3 |
|
| S3 |
300-5 |
309-7 |
329-1 |
|
| S4 |
286-5 |
295-7 |
325-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
333-4 |
319-4 |
14-0 |
4.2% |
6-6 |
2.0% |
96% |
True |
False |
16,526 |
| 10 |
345-4 |
319-4 |
26-0 |
7.8% |
7-0 |
2.1% |
52% |
False |
False |
18,534 |
| 20 |
351-0 |
319-4 |
31-4 |
9.5% |
7-0 |
2.1% |
43% |
False |
False |
15,646 |
| 40 |
388-0 |
319-4 |
68-4 |
20.6% |
8-1 |
2.4% |
20% |
False |
False |
14,030 |
| 60 |
439-2 |
319-4 |
119-6 |
36.0% |
7-4 |
2.3% |
11% |
False |
False |
12,910 |
| 80 |
483-4 |
319-4 |
164-0 |
49.2% |
7-5 |
2.3% |
8% |
False |
False |
11,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
378-1 |
|
2.618 |
361-0 |
|
1.618 |
350-4 |
|
1.000 |
344-0 |
|
0.618 |
340-0 |
|
HIGH |
333-4 |
|
0.618 |
329-4 |
|
0.500 |
328-2 |
|
0.382 |
327-0 |
|
LOW |
323-0 |
|
0.618 |
316-4 |
|
1.000 |
312-4 |
|
1.618 |
306-0 |
|
2.618 |
295-4 |
|
4.250 |
278-3 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
331-3 |
330-7 |
| PP |
329-7 |
328-6 |
| S1 |
328-2 |
326-5 |
|