CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
317-0 |
322-4 |
5-4 |
1.7% |
306-2 |
| High |
320-0 |
347-6 |
27-6 |
8.7% |
320-2 |
| Low |
315-4 |
322-4 |
7-0 |
2.2% |
305-2 |
| Close |
317-6 |
346-4 |
28-6 |
9.0% |
319-6 |
| Range |
4-4 |
25-2 |
20-6 |
461.1% |
15-0 |
| ATR |
9-1 |
10-5 |
1-4 |
16.3% |
0-0 |
| Volume |
108,291 |
66,066 |
-42,225 |
-39.0% |
357,142 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414-5 |
405-7 |
360-3 |
|
| R3 |
389-3 |
380-5 |
353-4 |
|
| R2 |
364-1 |
364-1 |
351-1 |
|
| R1 |
355-3 |
355-3 |
348-7 |
359-6 |
| PP |
338-7 |
338-7 |
338-7 |
341-1 |
| S1 |
330-1 |
330-1 |
344-1 |
334-4 |
| S2 |
313-5 |
313-5 |
341-7 |
|
| S3 |
288-3 |
304-7 |
339-4 |
|
| S4 |
263-1 |
279-5 |
332-5 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
360-1 |
354-7 |
328-0 |
|
| R3 |
345-1 |
339-7 |
323-7 |
|
| R2 |
330-1 |
330-1 |
322-4 |
|
| R1 |
324-7 |
324-7 |
321-1 |
327-4 |
| PP |
315-1 |
315-1 |
315-1 |
316-3 |
| S1 |
309-7 |
309-7 |
318-3 |
312-4 |
| S2 |
300-1 |
300-1 |
317-0 |
|
| S3 |
285-1 |
294-7 |
315-5 |
|
| S4 |
270-1 |
279-7 |
311-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
347-6 |
306-0 |
41-6 |
12.0% |
11-2 |
3.2% |
97% |
True |
False |
87,320 |
| 10 |
347-6 |
305-2 |
42-4 |
12.3% |
9-0 |
2.6% |
97% |
True |
False |
98,637 |
| 20 |
347-6 |
305-2 |
42-4 |
12.3% |
8-5 |
2.5% |
97% |
True |
False |
98,913 |
| 40 |
375-2 |
305-2 |
70-0 |
20.2% |
9-4 |
2.7% |
59% |
False |
False |
109,899 |
| 60 |
411-0 |
305-2 |
105-6 |
30.5% |
9-2 |
2.7% |
39% |
False |
False |
111,204 |
| 80 |
473-0 |
305-2 |
167-6 |
48.4% |
9-1 |
2.6% |
25% |
False |
False |
97,727 |
| 100 |
473-0 |
305-2 |
167-6 |
48.4% |
9-1 |
2.6% |
25% |
False |
False |
87,310 |
| 120 |
473-0 |
305-2 |
167-6 |
48.4% |
9-0 |
2.6% |
25% |
False |
False |
77,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
455-0 |
|
2.618 |
413-7 |
|
1.618 |
388-5 |
|
1.000 |
373-0 |
|
0.618 |
363-3 |
|
HIGH |
347-6 |
|
0.618 |
338-1 |
|
0.500 |
335-1 |
|
0.382 |
332-1 |
|
LOW |
322-4 |
|
0.618 |
306-7 |
|
1.000 |
297-2 |
|
1.618 |
281-5 |
|
2.618 |
256-3 |
|
4.250 |
215-2 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
342-6 |
340-4 |
| PP |
338-7 |
334-3 |
| S1 |
335-1 |
328-3 |
|