CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
334-4 |
334-4 |
0-0 |
0.0% |
341-0 |
High |
336-2 |
342-0 |
5-6 |
1.7% |
355-6 |
Low |
332-4 |
333-4 |
1-0 |
0.3% |
336-0 |
Close |
336-2 |
341-2 |
5-0 |
1.5% |
341-4 |
Range |
3-6 |
8-4 |
4-6 |
126.7% |
19-6 |
ATR |
10-5 |
10-3 |
-0-1 |
-1.4% |
0-0 |
Volume |
11,417 |
13,495 |
2,078 |
18.2% |
83,876 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
364-3 |
361-3 |
345-7 |
|
R3 |
355-7 |
352-7 |
343-5 |
|
R2 |
347-3 |
347-3 |
342-6 |
|
R1 |
344-3 |
344-3 |
342-0 |
345-7 |
PP |
338-7 |
338-7 |
338-7 |
339-6 |
S1 |
335-7 |
335-7 |
340-4 |
337-3 |
S2 |
330-3 |
330-3 |
339-6 |
|
S3 |
321-7 |
327-3 |
338-7 |
|
S4 |
313-3 |
318-7 |
336-5 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403-5 |
392-3 |
352-3 |
|
R3 |
383-7 |
372-5 |
346-7 |
|
R2 |
364-1 |
364-1 |
345-1 |
|
R1 |
352-7 |
352-7 |
343-2 |
358-4 |
PP |
344-3 |
344-3 |
344-3 |
347-2 |
S1 |
333-1 |
333-1 |
339-6 |
338-6 |
S2 |
324-5 |
324-5 |
337-7 |
|
S3 |
304-7 |
313-3 |
336-1 |
|
S4 |
285-1 |
293-5 |
330-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
355-6 |
326-0 |
29-6 |
8.7% |
6-7 |
2.0% |
51% |
False |
False |
12,227 |
10 |
364-0 |
326-0 |
38-0 |
11.1% |
8-5 |
2.5% |
40% |
False |
False |
13,963 |
20 |
388-0 |
326-0 |
62-0 |
18.2% |
9-0 |
2.6% |
25% |
False |
False |
12,580 |
40 |
422-0 |
326-0 |
96-0 |
28.1% |
7-7 |
2.3% |
16% |
False |
False |
11,945 |
60 |
483-4 |
326-0 |
157-4 |
46.2% |
7-6 |
2.3% |
10% |
False |
False |
10,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
378-1 |
2.618 |
364-2 |
1.618 |
355-6 |
1.000 |
350-4 |
0.618 |
347-2 |
HIGH |
342-0 |
0.618 |
338-6 |
0.500 |
337-6 |
0.382 |
336-6 |
LOW |
333-4 |
0.618 |
328-2 |
1.000 |
325-0 |
1.618 |
319-6 |
2.618 |
311-2 |
4.250 |
297-3 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
340-1 |
338-7 |
PP |
338-7 |
336-3 |
S1 |
337-6 |
334-0 |
|