CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
327-4 |
330-0 |
2-4 |
0.8% |
317-0 |
| High |
328-2 |
332-0 |
3-6 |
1.1% |
332-0 |
| Low |
322-6 |
322-0 |
-0-6 |
-0.2% |
311-6 |
| Close |
324-0 |
326-2 |
2-2 |
0.7% |
326-2 |
| Range |
5-4 |
10-0 |
4-4 |
81.8% |
20-2 |
| ATR |
11-0 |
11-0 |
-0-1 |
-0.7% |
0-0 |
| Volume |
113,032 |
66,261 |
-46,771 |
-41.4% |
472,961 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
356-6 |
351-4 |
331-6 |
|
| R3 |
346-6 |
341-4 |
329-0 |
|
| R2 |
336-6 |
336-6 |
328-1 |
|
| R1 |
331-4 |
331-4 |
327-1 |
329-1 |
| PP |
326-6 |
326-6 |
326-6 |
325-4 |
| S1 |
321-4 |
321-4 |
325-3 |
319-1 |
| S2 |
316-6 |
316-6 |
324-3 |
|
| S3 |
306-6 |
311-4 |
323-4 |
|
| S4 |
296-6 |
301-4 |
320-6 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
384-1 |
375-3 |
337-3 |
|
| R3 |
363-7 |
355-1 |
331-7 |
|
| R2 |
343-5 |
343-5 |
330-0 |
|
| R1 |
334-7 |
334-7 |
328-1 |
339-2 |
| PP |
323-3 |
323-3 |
323-3 |
325-4 |
| S1 |
314-5 |
314-5 |
324-3 |
319-0 |
| S2 |
303-1 |
303-1 |
322-4 |
|
| S3 |
282-7 |
294-3 |
320-5 |
|
| S4 |
262-5 |
274-1 |
315-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
332-0 |
311-6 |
20-2 |
6.2% |
8-0 |
2.5% |
72% |
True |
False |
94,592 |
| 10 |
342-4 |
311-6 |
30-6 |
9.4% |
8-4 |
2.6% |
47% |
False |
False |
120,742 |
| 20 |
375-2 |
311-6 |
63-4 |
19.5% |
9-6 |
3.0% |
23% |
False |
False |
116,760 |
| 40 |
406-2 |
311-6 |
94-4 |
29.0% |
9-3 |
2.9% |
15% |
False |
False |
116,758 |
| 60 |
473-0 |
311-6 |
161-2 |
49.4% |
9-2 |
2.8% |
9% |
False |
False |
100,775 |
| 80 |
473-0 |
311-6 |
161-2 |
49.4% |
9-2 |
2.8% |
9% |
False |
False |
87,634 |
| 100 |
473-0 |
311-6 |
161-2 |
49.4% |
9-0 |
2.8% |
9% |
False |
False |
75,633 |
| 120 |
473-0 |
311-6 |
161-2 |
49.4% |
8-6 |
2.7% |
9% |
False |
False |
66,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
374-4 |
|
2.618 |
358-1 |
|
1.618 |
348-1 |
|
1.000 |
342-0 |
|
0.618 |
338-1 |
|
HIGH |
332-0 |
|
0.618 |
328-1 |
|
0.500 |
327-0 |
|
0.382 |
325-7 |
|
LOW |
322-0 |
|
0.618 |
315-7 |
|
1.000 |
312-0 |
|
1.618 |
305-7 |
|
2.618 |
295-7 |
|
4.250 |
279-4 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
327-0 |
326-1 |
| PP |
326-6 |
325-7 |
| S1 |
326-4 |
325-6 |
|