CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
333-4 |
335-4 |
2-0 |
0.6% |
330-4 |
High |
348-0 |
350-4 |
2-4 |
0.7% |
361-2 |
Low |
332-6 |
335-4 |
2-6 |
0.8% |
329-0 |
Close |
343-2 |
349-6 |
6-4 |
1.9% |
331-4 |
Range |
15-2 |
15-0 |
-0-2 |
-1.6% |
32-2 |
ATR |
11-0 |
11-3 |
0-2 |
2.6% |
0-0 |
Volume |
14,688 |
18,485 |
3,797 |
25.9% |
112,389 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390-2 |
385-0 |
358-0 |
|
R3 |
375-2 |
370-0 |
353-7 |
|
R2 |
360-2 |
360-2 |
352-4 |
|
R1 |
355-0 |
355-0 |
351-1 |
357-5 |
PP |
345-2 |
345-2 |
345-2 |
346-4 |
S1 |
340-0 |
340-0 |
348-3 |
342-5 |
S2 |
330-2 |
330-2 |
347-0 |
|
S3 |
315-2 |
325-0 |
345-5 |
|
S4 |
300-2 |
310-0 |
341-4 |
|
|
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 |
350-4 |
324-2 |
26-2 |
7.5% |
11-0 |
3.1% |
97% |
True |
False |
14,683 |
10 |
361-2 |
323-0 |
38-2 |
10.9% |
12-0 |
3.4% |
70% |
False |
False |
18,691 |
20 |
361-2 |
319-4 |
41-6 |
11.9% |
9-4 |
2.7% |
72% |
False |
False |
18,640 |
40 |
388-0 |
319-4 |
68-4 |
19.6% |
9-1 |
2.6% |
44% |
False |
False |
15,526 |
60 |
388-0 |
319-4 |
68-4 |
19.6% |
8-4 |
2.4% |
44% |
False |
False |
14,608 |
80 |
481-4 |
319-4 |
162-0 |
46.3% |
8-2 |
2.3% |
19% |
False |
False |
12,663 |
100 |
483-4 |
319-4 |
164-0 |
46.9% |
7-7 |
2.2% |
18% |
False |
False |
11,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
414-2 |
2.618 |
389-6 |
1.618 |
374-6 |
1.000 |
365-4 |
0.618 |
359-6 |
HIGH |
350-4 |
0.618 |
344-6 |
0.500 |
343-0 |
0.382 |
341-2 |
LOW |
335-4 |
0.618 |
326-2 |
1.000 |
320-4 |
1.618 |
311-2 |
2.618 |
296-2 |
4.250 |
271-6 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
347-4 |
346-5 |
PP |
345-2 |
343-3 |
S1 |
343-0 |
340-2 |
|