CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
306-2 |
306-0 |
-0-2 |
-0.1% |
321-4 |
High |
310-4 |
312-0 |
1-4 |
0.5% |
330-4 |
Low |
305-2 |
306-0 |
0-6 |
0.2% |
306-0 |
Close |
307-4 |
309-6 |
2-2 |
0.7% |
306-2 |
Range |
5-2 |
6-0 |
0-6 |
14.3% |
24-4 |
ATR |
9-5 |
9-3 |
-0-2 |
-2.7% |
0-0 |
Volume |
94,897 |
89,745 |
-5,152 |
-5.4% |
570,066 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
327-2 |
324-4 |
313-0 |
|
R3 |
321-2 |
318-4 |
311-3 |
|
R2 |
315-2 |
315-2 |
310-7 |
|
R1 |
312-4 |
312-4 |
310-2 |
313-7 |
PP |
309-2 |
309-2 |
309-2 |
310-0 |
S1 |
306-4 |
306-4 |
309-2 |
307-7 |
S2 |
303-2 |
303-2 |
308-5 |
|
S3 |
297-2 |
300-4 |
308-1 |
|
S4 |
291-2 |
294-4 |
306-4 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
387-6 |
371-4 |
319-6 |
|
R3 |
363-2 |
347-0 |
313-0 |
|
R2 |
338-6 |
338-6 |
310-6 |
|
R1 |
322-4 |
322-4 |
308-4 |
318-3 |
PP |
314-2 |
314-2 |
314-2 |
312-2 |
S1 |
298-0 |
298-0 |
304-0 |
293-7 |
S2 |
289-6 |
289-6 |
301-6 |
|
S3 |
265-2 |
273-4 |
299-4 |
|
S4 |
240-6 |
249-0 |
292-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
320-0 |
305-2 |
14-6 |
4.8% |
6-0 |
2.0% |
31% |
False |
False |
99,515 |
10 |
332-0 |
305-2 |
26-6 |
8.6% |
7-2 |
2.3% |
17% |
False |
False |
105,329 |
20 |
342-4 |
305-2 |
37-2 |
12.0% |
8-2 |
2.7% |
12% |
False |
False |
107,881 |
40 |
375-2 |
305-2 |
70-0 |
22.6% |
9-1 |
3.0% |
6% |
False |
False |
111,606 |
60 |
432-4 |
305-2 |
127-2 |
41.1% |
9-0 |
2.9% |
4% |
False |
False |
110,429 |
80 |
473-0 |
305-2 |
167-6 |
54.2% |
9-0 |
2.9% |
3% |
False |
False |
95,771 |
100 |
473-0 |
305-2 |
167-6 |
54.2% |
9-0 |
2.9% |
3% |
False |
False |
85,085 |
120 |
473-0 |
305-2 |
167-6 |
54.2% |
8-6 |
2.8% |
3% |
False |
False |
74,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
337-4 |
2.618 |
327-6 |
1.618 |
321-6 |
1.000 |
318-0 |
0.618 |
315-6 |
HIGH |
312-0 |
0.618 |
309-6 |
0.500 |
309-0 |
0.382 |
308-2 |
LOW |
306-0 |
0.618 |
302-2 |
1.000 |
300-0 |
1.618 |
296-2 |
2.618 |
290-2 |
4.250 |
280-4 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
309-4 |
309-4 |
PP |
309-2 |
309-1 |
S1 |
309-0 |
308-7 |
|