CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
335-6 |
354-4 |
18-6 |
5.6% |
319-6 |
High |
361-2 |
355-0 |
-6-2 |
-1.7% |
333-4 |
Low |
335-6 |
338-0 |
2-2 |
0.7% |
319-4 |
Close |
359-6 |
349-4 |
-10-2 |
-2.8% |
333-0 |
Range |
25-4 |
17-0 |
-8-4 |
-33.3% |
14-0 |
ATR |
9-7 |
10-6 |
0-7 |
8.5% |
0-0 |
Volume |
8,395 |
49,971 |
41,576 |
495.2% |
62,010 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-4 |
391-0 |
358-7 |
|
R3 |
381-4 |
374-0 |
354-1 |
|
R2 |
364-4 |
364-4 |
352-5 |
|
R1 |
357-0 |
357-0 |
351-0 |
352-2 |
PP |
347-4 |
347-4 |
347-4 |
345-1 |
S1 |
340-0 |
340-0 |
348-0 |
335-2 |
S2 |
330-4 |
330-4 |
346-3 |
|
S3 |
313-4 |
323-0 |
344-7 |
|
S4 |
296-4 |
306-0 |
340-1 |
|
|
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 |
322-6 |
38-4 |
11.0% |
13-1 |
3.7% |
69% |
False |
False |
19,371 |
10 |
361-2 |
319-4 |
41-6 |
11.9% |
9-1 |
2.6% |
72% |
False |
False |
19,624 |
20 |
361-2 |
319-4 |
41-6 |
11.9% |
8-4 |
2.4% |
72% |
False |
False |
17,453 |
40 |
388-0 |
319-4 |
68-4 |
19.6% |
8-6 |
2.5% |
44% |
False |
False |
15,037 |
60 |
422-0 |
319-4 |
102-4 |
29.3% |
8-0 |
2.3% |
29% |
False |
False |
13,796 |
80 |
483-4 |
319-4 |
164-0 |
46.9% |
7-7 |
2.3% |
18% |
False |
False |
11,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
427-2 |
2.618 |
399-4 |
1.618 |
382-4 |
1.000 |
372-0 |
0.618 |
365-4 |
HIGH |
355-0 |
0.618 |
348-4 |
0.500 |
346-4 |
0.382 |
344-4 |
LOW |
338-0 |
0.618 |
327-4 |
1.000 |
321-0 |
1.618 |
310-4 |
2.618 |
293-4 |
4.250 |
265-6 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
348-4 |
348-0 |
PP |
347-4 |
346-5 |
S1 |
346-4 |
345-1 |
|