CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
325-0 |
333-0 |
8-0 |
2.5% |
330-4 |
| High |
329-4 |
339-4 |
10-0 |
3.0% |
361-2 |
| Low |
324-2 |
330-0 |
5-6 |
1.8% |
329-0 |
| Close |
329-2 |
339-0 |
9-6 |
3.0% |
331-4 |
| Range |
5-2 |
9-4 |
4-2 |
81.0% |
32-2 |
| ATR |
10-6 |
10-6 |
0-0 |
-0.3% |
0-0 |
| Volume |
10,078 |
15,800 |
5,722 |
56.8% |
112,389 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
364-5 |
361-3 |
344-2 |
|
| R3 |
355-1 |
351-7 |
341-5 |
|
| R2 |
345-5 |
345-5 |
340-6 |
|
| R1 |
342-3 |
342-3 |
339-7 |
344-0 |
| PP |
336-1 |
336-1 |
336-1 |
337-0 |
| S1 |
332-7 |
332-7 |
338-1 |
334-4 |
| S2 |
326-5 |
326-5 |
337-2 |
|
| S3 |
317-1 |
323-3 |
336-3 |
|
| S4 |
307-5 |
313-7 |
333-6 |
|
|
| 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 |
355-0 |
324-2 |
30-6 |
9.1% |
10-0 |
2.9% |
48% |
False |
False |
23,692 |
| 10 |
361-2 |
319-6 |
41-4 |
12.2% |
10-3 |
3.1% |
46% |
False |
False |
17,956 |
| 20 |
361-2 |
319-4 |
41-6 |
12.3% |
8-7 |
2.6% |
47% |
False |
False |
18,304 |
| 40 |
388-0 |
319-4 |
68-4 |
20.2% |
8-5 |
2.6% |
28% |
False |
False |
15,240 |
| 60 |
415-0 |
319-4 |
95-4 |
28.2% |
8-1 |
2.4% |
20% |
False |
False |
14,252 |
| 80 |
483-4 |
319-4 |
164-0 |
48.4% |
8-0 |
2.4% |
12% |
False |
False |
12,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
379-7 |
|
2.618 |
364-3 |
|
1.618 |
354-7 |
|
1.000 |
349-0 |
|
0.618 |
345-3 |
|
HIGH |
339-4 |
|
0.618 |
335-7 |
|
0.500 |
334-6 |
|
0.382 |
333-5 |
|
LOW |
330-0 |
|
0.618 |
324-1 |
|
1.000 |
320-4 |
|
1.618 |
314-5 |
|
2.618 |
305-1 |
|
4.250 |
289-5 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
337-5 |
336-6 |
| PP |
336-1 |
334-3 |
| S1 |
334-6 |
332-1 |
|