CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
341-0 |
337-0 |
-4-0 |
-1.2% |
330-4 |
High |
344-4 |
340-0 |
-4-4 |
-1.3% |
361-2 |
Low |
336-2 |
330-0 |
-6-2 |
-1.9% |
329-0 |
Close |
342-2 |
331-4 |
-10-6 |
-3.1% |
331-4 |
Range |
8-2 |
10-0 |
1-6 |
21.2% |
32-2 |
ATR |
10-7 |
11-0 |
0-1 |
0.9% |
0-0 |
Volume |
28,244 |
14,367 |
-13,877 |
-49.1% |
112,389 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
363-7 |
357-5 |
337-0 |
|
R3 |
353-7 |
347-5 |
334-2 |
|
R2 |
343-7 |
343-7 |
333-3 |
|
R1 |
337-5 |
337-5 |
332-3 |
335-6 |
PP |
333-7 |
333-7 |
333-7 |
332-7 |
S1 |
327-5 |
327-5 |
330-5 |
325-6 |
S2 |
323-7 |
323-7 |
329-5 |
|
S3 |
313-7 |
317-5 |
328-6 |
|
S4 |
303-7 |
307-5 |
326-0 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
437-3 |
416-5 |
349-2 |
|
R3 |
405-1 |
384-3 |
340-3 |
|
R2 |
372-7 |
372-7 |
337-3 |
|
R1 |
352-1 |
352-1 |
334-4 |
362-4 |
PP |
340-5 |
340-5 |
340-5 |
345-6 |
S1 |
319-7 |
319-7 |
328-4 |
330-2 |
S2 |
308-3 |
308-3 |
325-5 |
|
S3 |
276-1 |
287-5 |
322-5 |
|
S4 |
243-7 |
255-3 |
313-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
361-2 |
329-0 |
32-2 |
9.7% |
13-0 |
3.9% |
8% |
False |
False |
22,477 |
10 |
361-2 |
319-4 |
41-6 |
12.6% |
9-7 |
3.0% |
29% |
False |
False |
19,502 |
20 |
361-2 |
319-4 |
41-6 |
12.6% |
8-7 |
2.7% |
29% |
False |
False |
18,094 |
40 |
388-0 |
319-4 |
68-4 |
20.7% |
8-6 |
2.6% |
18% |
False |
False |
15,344 |
60 |
420-0 |
319-4 |
100-4 |
30.3% |
8-1 |
2.4% |
12% |
False |
False |
14,056 |
80 |
483-4 |
319-4 |
164-0 |
49.5% |
8-0 |
2.4% |
7% |
False |
False |
12,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
382-4 |
2.618 |
366-1 |
1.618 |
356-1 |
1.000 |
350-0 |
0.618 |
346-1 |
HIGH |
340-0 |
0.618 |
336-1 |
0.500 |
335-0 |
0.382 |
333-7 |
LOW |
330-0 |
0.618 |
323-7 |
1.000 |
320-0 |
1.618 |
313-7 |
2.618 |
303-7 |
4.250 |
287-4 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
335-0 |
342-4 |
PP |
333-7 |
338-7 |
S1 |
332-5 |
335-1 |
|