CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
330-4 |
333-0 |
2-4 |
0.8% |
317-0 |
| High |
335-4 |
337-4 |
2-0 |
0.6% |
332-0 |
| Low |
329-4 |
322-6 |
-6-6 |
-2.0% |
311-6 |
| Close |
335-4 |
326-6 |
-8-6 |
-2.6% |
326-2 |
| Range |
6-0 |
14-6 |
8-6 |
145.8% |
20-2 |
| ATR |
10-7 |
11-1 |
0-2 |
2.6% |
0-0 |
| Volume |
92,778 |
104,311 |
11,533 |
12.4% |
472,961 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
373-2 |
364-6 |
334-7 |
|
| R3 |
358-4 |
350-0 |
330-6 |
|
| R2 |
343-6 |
343-6 |
329-4 |
|
| R1 |
335-2 |
335-2 |
328-1 |
332-1 |
| PP |
329-0 |
329-0 |
329-0 |
327-4 |
| S1 |
320-4 |
320-4 |
325-3 |
317-3 |
| S2 |
314-2 |
314-2 |
324-0 |
|
| S3 |
299-4 |
305-6 |
322-6 |
|
| S4 |
284-6 |
291-0 |
318-5 |
|
|
| 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 |
337-4 |
319-4 |
18-0 |
5.5% |
9-1 |
2.8% |
40% |
True |
False |
90,834 |
| 10 |
342-4 |
311-6 |
30-6 |
9.4% |
9-2 |
2.8% |
49% |
False |
False |
110,433 |
| 20 |
375-2 |
311-6 |
63-4 |
19.4% |
10-0 |
3.0% |
24% |
False |
False |
117,838 |
| 40 |
375-2 |
311-6 |
63-4 |
19.4% |
9-4 |
2.9% |
24% |
False |
False |
116,870 |
| 60 |
473-0 |
311-6 |
161-2 |
49.3% |
9-3 |
2.9% |
9% |
False |
False |
102,481 |
| 80 |
473-0 |
311-6 |
161-2 |
49.3% |
9-1 |
2.8% |
9% |
False |
False |
89,014 |
| 100 |
473-0 |
311-6 |
161-2 |
49.3% |
9-1 |
2.8% |
9% |
False |
False |
76,914 |
| 120 |
473-0 |
311-6 |
161-2 |
49.3% |
8-7 |
2.7% |
9% |
False |
False |
68,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
400-2 |
|
2.618 |
376-1 |
|
1.618 |
361-3 |
|
1.000 |
352-2 |
|
0.618 |
346-5 |
|
HIGH |
337-4 |
|
0.618 |
331-7 |
|
0.500 |
330-1 |
|
0.382 |
328-3 |
|
LOW |
322-6 |
|
0.618 |
313-5 |
|
1.000 |
308-0 |
|
1.618 |
298-7 |
|
2.618 |
284-1 |
|
4.250 |
260-0 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
330-1 |
329-6 |
| PP |
329-0 |
328-6 |
| S1 |
327-7 |
327-6 |
|