CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
326-0 |
327-6 |
1-6 |
0.5% |
317-0 |
| High |
329-2 |
330-2 |
1-0 |
0.3% |
332-0 |
| Low |
323-6 |
321-0 |
-2-6 |
-0.8% |
311-6 |
| Close |
326-2 |
329-2 |
3-0 |
0.9% |
326-2 |
| Range |
5-4 |
9-2 |
3-6 |
68.2% |
20-2 |
| ATR |
10-6 |
10-5 |
-0-1 |
-1.0% |
0-0 |
| Volume |
112,872 |
89,012 |
-23,860 |
-21.1% |
472,961 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
354-5 |
351-1 |
334-3 |
|
| R3 |
345-3 |
341-7 |
331-6 |
|
| R2 |
336-1 |
336-1 |
331-0 |
|
| R1 |
332-5 |
332-5 |
330-1 |
334-3 |
| PP |
326-7 |
326-7 |
326-7 |
327-6 |
| S1 |
323-3 |
323-3 |
328-3 |
325-1 |
| S2 |
317-5 |
317-5 |
327-4 |
|
| S3 |
308-3 |
314-1 |
326-6 |
|
| S4 |
299-1 |
304-7 |
324-1 |
|
|
| 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 |
321-0 |
16-4 |
5.0% |
9-1 |
2.8% |
50% |
False |
True |
93,046 |
| 10 |
337-4 |
311-6 |
25-6 |
7.8% |
7-7 |
2.4% |
68% |
False |
False |
101,827 |
| 20 |
375-2 |
311-6 |
63-4 |
19.3% |
10-0 |
3.0% |
28% |
False |
False |
117,111 |
| 40 |
375-2 |
311-6 |
63-4 |
19.3% |
9-4 |
2.9% |
28% |
False |
False |
117,375 |
| 60 |
471-4 |
311-6 |
159-6 |
48.5% |
9-2 |
2.8% |
11% |
False |
False |
104,183 |
| 80 |
473-0 |
311-6 |
161-2 |
49.0% |
9-1 |
2.8% |
11% |
False |
False |
90,607 |
| 100 |
473-0 |
311-6 |
161-2 |
49.0% |
9-1 |
2.8% |
11% |
False |
False |
78,456 |
| 120 |
473-0 |
311-6 |
161-2 |
49.0% |
8-7 |
2.7% |
11% |
False |
False |
69,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
369-4 |
|
2.618 |
354-4 |
|
1.618 |
345-2 |
|
1.000 |
339-4 |
|
0.618 |
336-0 |
|
HIGH |
330-2 |
|
0.618 |
326-6 |
|
0.500 |
325-5 |
|
0.382 |
324-4 |
|
LOW |
321-0 |
|
0.618 |
315-2 |
|
1.000 |
311-6 |
|
1.618 |
306-0 |
|
2.618 |
296-6 |
|
4.250 |
281-6 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
328-0 |
329-2 |
| PP |
326-7 |
329-2 |
| S1 |
325-5 |
329-2 |
|