CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
327-4 |
330-2 |
2-6 |
0.8% |
361-0 |
| High |
336-2 |
333-2 |
-3-0 |
-0.9% |
375-2 |
| Low |
327-4 |
328-4 |
1-0 |
0.3% |
326-0 |
| Close |
330-4 |
331-0 |
0-4 |
0.2% |
326-4 |
| Range |
8-6 |
4-6 |
-4-0 |
-45.7% |
49-2 |
| ATR |
12-5 |
12-0 |
-0-4 |
-4.4% |
0-0 |
| Volume |
153,735 |
146,443 |
-7,292 |
-4.7% |
640,281 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
345-1 |
342-7 |
333-5 |
|
| R3 |
340-3 |
338-1 |
332-2 |
|
| R2 |
335-5 |
335-5 |
331-7 |
|
| R1 |
333-3 |
333-3 |
331-3 |
334-4 |
| PP |
330-7 |
330-7 |
330-7 |
331-4 |
| S1 |
328-5 |
328-5 |
330-5 |
329-6 |
| S2 |
326-1 |
326-1 |
330-1 |
|
| S3 |
321-3 |
323-7 |
329-6 |
|
| S4 |
316-5 |
319-1 |
328-3 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
490-3 |
457-5 |
353-5 |
|
| R3 |
441-1 |
408-3 |
340-0 |
|
| R2 |
391-7 |
391-7 |
335-4 |
|
| R1 |
359-1 |
359-1 |
331-0 |
350-7 |
| PP |
342-5 |
342-5 |
342-5 |
338-4 |
| S1 |
309-7 |
309-7 |
322-0 |
301-5 |
| S2 |
293-3 |
293-3 |
317-4 |
|
| S3 |
244-1 |
260-5 |
313-0 |
|
| S4 |
194-7 |
211-3 |
299-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
367-4 |
326-0 |
41-4 |
12.5% |
11-5 |
3.5% |
12% |
False |
False |
133,139 |
| 10 |
375-2 |
322-6 |
52-4 |
15.9% |
10-5 |
3.2% |
16% |
False |
False |
125,244 |
| 20 |
375-2 |
314-6 |
60-4 |
18.3% |
10-1 |
3.0% |
27% |
False |
False |
115,332 |
| 40 |
432-4 |
314-6 |
117-6 |
35.6% |
9-2 |
2.8% |
14% |
False |
False |
111,704 |
| 60 |
473-0 |
314-6 |
158-2 |
47.8% |
9-3 |
2.8% |
10% |
False |
False |
91,734 |
| 80 |
473-0 |
314-6 |
158-2 |
47.8% |
9-1 |
2.8% |
10% |
False |
False |
79,386 |
| 100 |
473-0 |
314-6 |
158-2 |
47.8% |
8-7 |
2.7% |
10% |
False |
False |
68,376 |
| 120 |
473-0 |
314-6 |
158-2 |
47.8% |
8-6 |
2.6% |
10% |
False |
False |
60,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
353-4 |
|
2.618 |
345-5 |
|
1.618 |
340-7 |
|
1.000 |
338-0 |
|
0.618 |
336-1 |
|
HIGH |
333-2 |
|
0.618 |
331-3 |
|
0.500 |
330-7 |
|
0.382 |
330-3 |
|
LOW |
328-4 |
|
0.618 |
325-5 |
|
1.000 |
323-6 |
|
1.618 |
320-7 |
|
2.618 |
316-1 |
|
4.250 |
308-2 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
331-0 |
333-0 |
| PP |
330-7 |
332-3 |
| S1 |
330-7 |
331-5 |
|