CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
354-4 |
341-0 |
-13-4 |
-3.8% |
319-6 |
High |
355-0 |
344-4 |
-10-4 |
-3.0% |
333-4 |
Low |
338-0 |
336-2 |
-1-6 |
-0.5% |
319-4 |
Close |
349-4 |
342-2 |
-7-2 |
-2.1% |
333-0 |
Range |
17-0 |
8-2 |
-8-6 |
-51.5% |
14-0 |
ATR |
10-6 |
10-7 |
0-1 |
1.7% |
0-0 |
Volume |
49,971 |
28,244 |
-21,727 |
-43.5% |
62,010 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
365-6 |
362-2 |
346-6 |
|
R3 |
357-4 |
354-0 |
344-4 |
|
R2 |
349-2 |
349-2 |
343-6 |
|
R1 |
345-6 |
345-6 |
343-0 |
347-4 |
PP |
341-0 |
341-0 |
341-0 |
341-7 |
S1 |
337-4 |
337-4 |
341-4 |
339-2 |
S2 |
332-6 |
332-6 |
340-6 |
|
S3 |
324-4 |
329-2 |
340-0 |
|
S4 |
316-2 |
321-0 |
337-6 |
|
|
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 |
323-0 |
38-2 |
11.2% |
13-1 |
3.8% |
50% |
False |
False |
22,698 |
10 |
361-2 |
319-4 |
41-6 |
12.2% |
9-5 |
2.8% |
54% |
False |
False |
20,668 |
20 |
361-2 |
319-4 |
41-6 |
12.2% |
8-4 |
2.5% |
54% |
False |
False |
18,191 |
40 |
388-0 |
319-4 |
68-4 |
20.0% |
8-6 |
2.6% |
33% |
False |
False |
15,386 |
60 |
422-0 |
319-4 |
102-4 |
29.9% |
8-0 |
2.4% |
22% |
False |
False |
14,027 |
80 |
483-4 |
319-4 |
164-0 |
47.9% |
7-7 |
2.3% |
14% |
False |
False |
12,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
379-4 |
2.618 |
366-1 |
1.618 |
357-7 |
1.000 |
352-6 |
0.618 |
349-5 |
HIGH |
344-4 |
0.618 |
341-3 |
0.500 |
340-3 |
0.382 |
339-3 |
LOW |
336-2 |
0.618 |
331-1 |
1.000 |
328-0 |
1.618 |
322-7 |
2.618 |
314-5 |
4.250 |
301-2 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
341-5 |
348-4 |
PP |
341-0 |
346-3 |
S1 |
340-3 |
344-3 |
|