CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
330-4 |
335-6 |
5-2 |
1.6% |
319-6 |
High |
333-2 |
361-2 |
28-0 |
8.4% |
333-4 |
Low |
329-0 |
335-6 |
6-6 |
2.1% |
319-4 |
Close |
331-2 |
359-6 |
28-4 |
8.6% |
333-0 |
Range |
4-2 |
25-4 |
21-2 |
500.0% |
14-0 |
ATR |
8-3 |
9-7 |
1-4 |
18.5% |
0-0 |
Volume |
11,412 |
8,395 |
-3,017 |
-26.4% |
62,010 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-6 |
419-6 |
373-6 |
|
R3 |
403-2 |
394-2 |
366-6 |
|
R2 |
377-6 |
377-6 |
364-3 |
|
R1 |
368-6 |
368-6 |
362-1 |
373-2 |
PP |
352-2 |
352-2 |
352-2 |
354-4 |
S1 |
343-2 |
343-2 |
357-3 |
347-6 |
S2 |
326-6 |
326-6 |
355-1 |
|
S3 |
301-2 |
317-6 |
352-6 |
|
S4 |
275-6 |
292-2 |
345-6 |
|
|
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 |
361-2 |
319-6 |
41-4 |
11.5% |
10-6 |
3.0% |
96% |
True |
False |
12,221 |
10 |
361-2 |
319-4 |
41-6 |
11.6% |
8-3 |
2.3% |
96% |
True |
False |
18,347 |
20 |
361-2 |
319-4 |
41-6 |
11.6% |
7-7 |
2.2% |
96% |
True |
False |
15,526 |
40 |
388-0 |
319-4 |
68-4 |
19.0% |
8-4 |
2.4% |
59% |
False |
False |
14,024 |
60 |
422-0 |
319-4 |
102-4 |
28.5% |
7-6 |
2.2% |
39% |
False |
False |
13,092 |
80 |
483-4 |
319-4 |
164-0 |
45.6% |
7-6 |
2.1% |
25% |
False |
False |
11,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
469-5 |
2.618 |
428-0 |
1.618 |
402-4 |
1.000 |
386-6 |
0.618 |
377-0 |
HIGH |
361-2 |
0.618 |
351-4 |
0.500 |
348-4 |
0.382 |
345-4 |
LOW |
335-6 |
0.618 |
320-0 |
1.000 |
310-2 |
1.618 |
294-4 |
2.618 |
269-0 |
4.250 |
227-3 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
356-0 |
353-7 |
PP |
352-2 |
348-0 |
S1 |
348-4 |
342-1 |
|