CME Pit-Traded Corn Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
302-0 |
304-2 |
2-2 |
0.7% |
316-4 |
| High |
305-4 |
307-0 |
1-4 |
0.5% |
326-2 |
| Low |
301-0 |
304-2 |
3-2 |
1.1% |
300-2 |
| Close |
302-6 |
305-4 |
2-6 |
0.9% |
300-4 |
| Range |
4-4 |
2-6 |
-1-6 |
-38.9% |
26-0 |
| ATR |
9-3 |
9-0 |
-0-3 |
-3.9% |
0-0 |
| Volume |
5,911 |
6,103 |
192 |
3.2% |
166,142 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
313-7 |
312-3 |
307-0 |
|
| R3 |
311-1 |
309-5 |
306-2 |
|
| R2 |
308-3 |
308-3 |
306-0 |
|
| R1 |
306-7 |
306-7 |
305-6 |
307-5 |
| PP |
305-5 |
305-5 |
305-5 |
306-0 |
| S1 |
304-1 |
304-1 |
305-2 |
304-7 |
| S2 |
302-7 |
302-7 |
305-0 |
|
| S3 |
300-1 |
301-3 |
304-6 |
|
| S4 |
297-3 |
298-5 |
304-0 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
387-0 |
369-6 |
314-6 |
|
| R3 |
361-0 |
343-6 |
307-5 |
|
| R2 |
335-0 |
335-0 |
305-2 |
|
| R1 |
317-6 |
317-6 |
302-7 |
313-3 |
| PP |
309-0 |
309-0 |
309-0 |
306-6 |
| S1 |
291-6 |
291-6 |
298-1 |
287-3 |
| S2 |
283-0 |
283-0 |
295-6 |
|
| S3 |
257-0 |
265-6 |
293-3 |
|
| S4 |
231-0 |
239-6 |
286-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
315-0 |
300-2 |
14-6 |
4.8% |
5-3 |
1.8% |
36% |
False |
False |
12,939 |
| 10 |
326-2 |
300-2 |
26-0 |
8.5% |
7-2 |
2.4% |
20% |
False |
False |
32,801 |
| 20 |
336-0 |
300-2 |
35-6 |
11.7% |
8-0 |
2.6% |
15% |
False |
False |
49,012 |
| 40 |
364-4 |
300-2 |
64-2 |
21.0% |
8-6 |
2.9% |
8% |
False |
False |
59,053 |
| 60 |
419-4 |
300-2 |
119-2 |
39.0% |
8-4 |
2.8% |
4% |
False |
False |
62,340 |
| 80 |
459-6 |
300-2 |
159-4 |
52.2% |
8-5 |
2.8% |
3% |
False |
False |
55,549 |
| 100 |
459-6 |
300-2 |
159-4 |
52.2% |
8-4 |
2.8% |
3% |
False |
False |
48,466 |
| 120 |
459-6 |
300-2 |
159-4 |
52.2% |
7-7 |
2.6% |
3% |
False |
False |
41,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
318-6 |
|
2.618 |
314-2 |
|
1.618 |
311-4 |
|
1.000 |
309-6 |
|
0.618 |
308-6 |
|
HIGH |
307-0 |
|
0.618 |
306-0 |
|
0.500 |
305-5 |
|
0.382 |
305-2 |
|
LOW |
304-2 |
|
0.618 |
302-4 |
|
1.000 |
301-4 |
|
1.618 |
299-6 |
|
2.618 |
297-0 |
|
4.250 |
292-4 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
305-5 |
305-1 |
| PP |
305-5 |
304-6 |
| S1 |
305-4 |
304-3 |
|