CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
330-4 |
330-4 |
0-0 |
0.0% |
319-6 |
High |
333-4 |
333-2 |
-0-2 |
-0.1% |
333-4 |
Low |
323-0 |
329-0 |
6-0 |
1.9% |
319-4 |
Close |
333-0 |
331-2 |
-1-6 |
-0.5% |
333-0 |
Range |
10-4 |
4-2 |
-6-2 |
-59.5% |
14-0 |
ATR |
8-5 |
8-3 |
-0-3 |
-3.6% |
0-0 |
Volume |
15,472 |
11,412 |
-4,060 |
-26.2% |
62,010 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
343-7 |
341-7 |
333-5 |
|
R3 |
339-5 |
337-5 |
332-3 |
|
R2 |
335-3 |
335-3 |
332-0 |
|
R1 |
333-3 |
333-3 |
331-5 |
334-3 |
PP |
331-1 |
331-1 |
331-1 |
331-6 |
S1 |
329-1 |
329-1 |
330-7 |
330-1 |
S2 |
326-7 |
326-7 |
330-4 |
|
S3 |
322-5 |
324-7 |
330-1 |
|
S4 |
318-3 |
320-5 |
328-7 |
|
|
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% |
6-4 |
2.0% |
84% |
False |
False |
14,684 |
10 |
343-0 |
319-4 |
23-4 |
7.1% |
6-5 |
2.0% |
50% |
False |
False |
18,583 |
20 |
351-0 |
319-4 |
31-4 |
9.5% |
7-1 |
2.2% |
37% |
False |
False |
15,493 |
40 |
388-0 |
319-4 |
68-4 |
20.7% |
8-0 |
2.4% |
17% |
False |
False |
14,034 |
60 |
439-0 |
319-4 |
119-4 |
36.1% |
7-4 |
2.3% |
10% |
False |
False |
13,025 |
80 |
483-4 |
319-4 |
164-0 |
49.5% |
7-4 |
2.3% |
7% |
False |
False |
11,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
351-2 |
2.618 |
344-3 |
1.618 |
340-1 |
1.000 |
337-4 |
0.618 |
335-7 |
HIGH |
333-2 |
0.618 |
331-5 |
0.500 |
331-1 |
0.382 |
330-5 |
LOW |
329-0 |
0.618 |
326-3 |
1.000 |
324-6 |
1.618 |
322-1 |
2.618 |
317-7 |
4.250 |
311-0 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
331-2 |
330-2 |
PP |
331-1 |
329-1 |
S1 |
331-1 |
328-1 |
|