CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
335-4 |
349-0 |
13-4 |
4.0% |
325-0 |
High |
350-4 |
353-0 |
2-4 |
0.7% |
353-0 |
Low |
335-4 |
342-2 |
6-6 |
2.0% |
324-2 |
Close |
349-6 |
346-6 |
-3-0 |
-0.9% |
346-6 |
Range |
15-0 |
10-6 |
-4-2 |
-28.3% |
28-6 |
ATR |
11-3 |
11-2 |
0-0 |
-0.4% |
0-0 |
Volume |
18,485 |
17,280 |
-1,205 |
-6.5% |
76,331 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
379-5 |
373-7 |
352-5 |
|
R3 |
368-7 |
363-1 |
349-6 |
|
R2 |
358-1 |
358-1 |
348-6 |
|
R1 |
352-3 |
352-3 |
347-6 |
349-7 |
PP |
347-3 |
347-3 |
347-3 |
346-0 |
S1 |
341-5 |
341-5 |
345-6 |
339-1 |
S2 |
336-5 |
336-5 |
344-6 |
|
S3 |
325-7 |
330-7 |
343-6 |
|
S4 |
315-1 |
320-1 |
340-7 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-5 |
415-7 |
362-4 |
|
R3 |
398-7 |
387-1 |
354-5 |
|
R2 |
370-1 |
370-1 |
352-0 |
|
R1 |
358-3 |
358-3 |
349-3 |
364-2 |
PP |
341-3 |
341-3 |
341-3 |
344-2 |
S1 |
329-5 |
329-5 |
344-1 |
335-4 |
S2 |
312-5 |
312-5 |
341-4 |
|
S3 |
283-7 |
300-7 |
338-7 |
|
S4 |
255-1 |
272-1 |
331-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
353-0 |
324-2 |
28-6 |
8.3% |
11-1 |
3.2% |
78% |
True |
False |
15,266 |
10 |
361-2 |
324-2 |
37-0 |
10.7% |
12-1 |
3.5% |
61% |
False |
False |
18,872 |
20 |
361-2 |
319-4 |
41-6 |
12.0% |
9-4 |
2.7% |
65% |
False |
False |
18,703 |
40 |
388-0 |
319-4 |
68-4 |
19.8% |
9-2 |
2.7% |
40% |
False |
False |
15,797 |
60 |
388-0 |
319-4 |
68-4 |
19.8% |
8-5 |
2.5% |
40% |
False |
False |
14,607 |
80 |
481-4 |
319-4 |
162-0 |
46.7% |
8-1 |
2.3% |
17% |
False |
False |
12,812 |
100 |
483-4 |
319-4 |
164-0 |
47.3% |
7-7 |
2.3% |
17% |
False |
False |
11,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
398-6 |
2.618 |
381-1 |
1.618 |
370-3 |
1.000 |
363-6 |
0.618 |
359-5 |
HIGH |
353-0 |
0.618 |
348-7 |
0.500 |
347-5 |
0.382 |
346-3 |
LOW |
342-2 |
0.618 |
335-5 |
1.000 |
331-4 |
1.618 |
324-7 |
2.618 |
314-1 |
4.250 |
296-4 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
347-5 |
345-4 |
PP |
347-3 |
344-1 |
S1 |
347-0 |
342-7 |
|