CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
327-6 |
330-2 |
2-4 |
0.8% |
330-4 |
| High |
330-2 |
332-0 |
1-6 |
0.5% |
337-4 |
| Low |
321-0 |
324-4 |
3-4 |
1.1% |
321-0 |
| Close |
329-2 |
329-0 |
-0-2 |
-0.1% |
329-0 |
| Range |
9-2 |
7-4 |
-1-6 |
-18.9% |
16-4 |
| ATR |
10-5 |
10-3 |
-0-2 |
-2.1% |
0-0 |
| Volume |
89,012 |
96,705 |
7,693 |
8.6% |
495,678 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
351-0 |
347-4 |
333-1 |
|
| R3 |
343-4 |
340-0 |
331-0 |
|
| R2 |
336-0 |
336-0 |
330-3 |
|
| R1 |
332-4 |
332-4 |
329-6 |
330-4 |
| PP |
328-4 |
328-4 |
328-4 |
327-4 |
| S1 |
325-0 |
325-0 |
328-2 |
323-0 |
| S2 |
321-0 |
321-0 |
327-5 |
|
| S3 |
313-4 |
317-4 |
327-0 |
|
| S4 |
306-0 |
310-0 |
324-7 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
378-5 |
370-3 |
338-1 |
|
| R3 |
362-1 |
353-7 |
333-4 |
|
| R2 |
345-5 |
345-5 |
332-0 |
|
| R1 |
337-3 |
337-3 |
330-4 |
333-2 |
| PP |
329-1 |
329-1 |
329-1 |
327-1 |
| S1 |
320-7 |
320-7 |
327-4 |
316-6 |
| S2 |
312-5 |
312-5 |
326-0 |
|
| S3 |
296-1 |
304-3 |
324-4 |
|
| S4 |
279-5 |
287-7 |
319-7 |
|
|
| 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% |
8-5 |
2.6% |
48% |
False |
False |
99,135 |
| 10 |
337-4 |
311-6 |
25-6 |
7.8% |
8-3 |
2.5% |
67% |
False |
False |
96,863 |
| 20 |
375-2 |
311-6 |
63-4 |
19.3% |
9-6 |
3.0% |
27% |
False |
False |
117,169 |
| 40 |
375-2 |
311-6 |
63-4 |
19.3% |
9-4 |
2.9% |
27% |
False |
False |
115,850 |
| 60 |
471-4 |
311-6 |
159-6 |
48.6% |
9-2 |
2.8% |
11% |
False |
False |
104,660 |
| 80 |
473-0 |
311-6 |
161-2 |
49.0% |
9-1 |
2.8% |
11% |
False |
False |
91,348 |
| 100 |
473-0 |
311-6 |
161-2 |
49.0% |
9-1 |
2.8% |
11% |
False |
False |
79,240 |
| 120 |
473-0 |
311-6 |
161-2 |
49.0% |
8-7 |
2.7% |
11% |
False |
False |
70,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
363-7 |
|
2.618 |
351-5 |
|
1.618 |
344-1 |
|
1.000 |
339-4 |
|
0.618 |
336-5 |
|
HIGH |
332-0 |
|
0.618 |
329-1 |
|
0.500 |
328-2 |
|
0.382 |
327-3 |
|
LOW |
324-4 |
|
0.618 |
319-7 |
|
1.000 |
317-0 |
|
1.618 |
312-3 |
|
2.618 |
304-7 |
|
4.250 |
292-5 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
328-6 |
328-1 |
| PP |
328-4 |
327-3 |
| S1 |
328-2 |
326-4 |
|