CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
333-0 |
333-4 |
0-4 |
0.2% |
330-4 |
| High |
339-4 |
348-0 |
8-4 |
2.5% |
361-2 |
| Low |
330-0 |
332-6 |
2-6 |
0.8% |
329-0 |
| Close |
339-0 |
343-2 |
4-2 |
1.3% |
331-4 |
| Range |
9-4 |
15-2 |
5-6 |
60.5% |
32-2 |
| ATR |
10-6 |
11-0 |
0-3 |
3.0% |
0-0 |
| Volume |
15,800 |
14,688 |
-1,112 |
-7.0% |
112,389 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
387-1 |
380-3 |
351-5 |
|
| R3 |
371-7 |
365-1 |
347-4 |
|
| R2 |
356-5 |
356-5 |
346-0 |
|
| R1 |
349-7 |
349-7 |
344-5 |
353-2 |
| PP |
341-3 |
341-3 |
341-3 |
343-0 |
| S1 |
334-5 |
334-5 |
341-7 |
338-0 |
| S2 |
326-1 |
326-1 |
340-4 |
|
| S3 |
310-7 |
319-3 |
339-0 |
|
| S4 |
295-5 |
304-1 |
334-7 |
|
|
| 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 |
348-0 |
324-2 |
23-6 |
6.9% |
9-5 |
2.8% |
80% |
True |
False |
16,635 |
| 10 |
361-2 |
322-6 |
38-4 |
11.2% |
11-3 |
3.3% |
53% |
False |
False |
18,003 |
| 20 |
361-2 |
319-4 |
41-6 |
12.2% |
8-7 |
2.6% |
57% |
False |
False |
18,304 |
| 40 |
388-0 |
319-4 |
68-4 |
20.0% |
8-7 |
2.6% |
35% |
False |
False |
15,479 |
| 60 |
388-0 |
319-4 |
68-4 |
20.0% |
8-2 |
2.4% |
35% |
False |
False |
14,405 |
| 80 |
483-4 |
319-4 |
164-0 |
47.8% |
8-1 |
2.4% |
14% |
False |
False |
12,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
412-6 |
|
2.618 |
387-7 |
|
1.618 |
372-5 |
|
1.000 |
363-2 |
|
0.618 |
357-3 |
|
HIGH |
348-0 |
|
0.618 |
342-1 |
|
0.500 |
340-3 |
|
0.382 |
338-5 |
|
LOW |
332-6 |
|
0.618 |
323-3 |
|
1.000 |
317-4 |
|
1.618 |
308-1 |
|
2.618 |
292-7 |
|
4.250 |
268-0 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
342-2 |
340-7 |
| PP |
341-3 |
338-4 |
| S1 |
340-3 |
336-1 |
|