CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
337-0 |
325-0 |
-12-0 |
-3.6% |
330-4 |
High |
340-0 |
329-4 |
-10-4 |
-3.1% |
361-2 |
Low |
330-0 |
324-2 |
-5-6 |
-1.7% |
329-0 |
Close |
331-4 |
329-2 |
-2-2 |
-0.7% |
331-4 |
Range |
10-0 |
5-2 |
-4-6 |
-47.5% |
32-2 |
ATR |
11-0 |
10-6 |
-0-2 |
-2.4% |
0-0 |
Volume |
14,367 |
10,078 |
-4,289 |
-29.9% |
112,389 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
343-3 |
341-5 |
332-1 |
|
R3 |
338-1 |
336-3 |
330-6 |
|
R2 |
332-7 |
332-7 |
330-2 |
|
R1 |
331-1 |
331-1 |
329-6 |
332-0 |
PP |
327-5 |
327-5 |
327-5 |
328-1 |
S1 |
325-7 |
325-7 |
328-6 |
326-6 |
S2 |
322-3 |
322-3 |
328-2 |
|
S3 |
317-1 |
320-5 |
327-6 |
|
S4 |
311-7 |
315-3 |
326-3 |
|
|
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 |
324-2 |
37-0 |
11.2% |
13-2 |
4.0% |
14% |
False |
True |
22,211 |
10 |
361-2 |
319-4 |
41-6 |
12.7% |
9-7 |
3.0% |
23% |
False |
False |
18,447 |
20 |
361-2 |
319-4 |
41-6 |
12.7% |
8-5 |
2.6% |
23% |
False |
False |
18,178 |
40 |
388-0 |
319-4 |
68-4 |
20.8% |
8-5 |
2.6% |
14% |
False |
False |
15,145 |
60 |
418-0 |
319-4 |
98-4 |
29.9% |
8-1 |
2.5% |
10% |
False |
False |
14,088 |
80 |
483-4 |
319-4 |
164-0 |
49.8% |
7-7 |
2.4% |
6% |
False |
False |
12,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
351-6 |
2.618 |
343-2 |
1.618 |
338-0 |
1.000 |
334-6 |
0.618 |
332-6 |
HIGH |
329-4 |
0.618 |
327-4 |
0.500 |
326-7 |
0.382 |
326-2 |
LOW |
324-2 |
0.618 |
321-0 |
1.000 |
319-0 |
1.618 |
315-6 |
2.618 |
310-4 |
4.250 |
302-0 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
328-4 |
334-3 |
PP |
327-5 |
332-5 |
S1 |
326-7 |
331-0 |
|