CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
342-0 |
331-0 |
-11-0 |
-3.2% |
306-2 |
| High |
342-0 |
331-4 |
-10-4 |
-3.1% |
320-2 |
| Low |
325-0 |
323-0 |
-2-0 |
-0.6% |
305-2 |
| Close |
336-2 |
329-0 |
-7-2 |
-2.2% |
319-6 |
| Range |
17-0 |
8-4 |
-8-4 |
-50.0% |
15-0 |
| ATR |
11-3 |
11-4 |
0-1 |
1.2% |
0-0 |
| Volume |
252,221 |
164,737 |
-87,484 |
-34.7% |
357,142 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
353-3 |
349-5 |
333-5 |
|
| R3 |
344-7 |
341-1 |
331-3 |
|
| R2 |
336-3 |
336-3 |
330-4 |
|
| R1 |
332-5 |
332-5 |
329-6 |
330-2 |
| PP |
327-7 |
327-7 |
327-7 |
326-5 |
| S1 |
324-1 |
324-1 |
328-2 |
321-6 |
| S2 |
319-3 |
319-3 |
327-4 |
|
| S3 |
310-7 |
315-5 |
326-5 |
|
| S4 |
302-3 |
307-1 |
324-3 |
|
|
| 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 |
309-0 |
38-6 |
11.8% |
13-2 |
4.0% |
52% |
False |
False |
136,501 |
| 10 |
347-6 |
305-2 |
42-4 |
12.9% |
10-1 |
3.1% |
56% |
False |
False |
113,611 |
| 20 |
347-6 |
305-2 |
42-4 |
12.9% |
9-2 |
2.8% |
56% |
False |
False |
109,674 |
| 40 |
375-2 |
305-2 |
70-0 |
21.3% |
9-6 |
3.0% |
34% |
False |
False |
115,141 |
| 60 |
411-0 |
305-2 |
105-6 |
32.1% |
9-3 |
2.8% |
22% |
False |
False |
115,034 |
| 80 |
473-0 |
305-2 |
167-6 |
51.0% |
9-2 |
2.8% |
14% |
False |
False |
102,093 |
| 100 |
473-0 |
305-2 |
167-6 |
51.0% |
9-2 |
2.8% |
14% |
False |
False |
90,845 |
| 120 |
473-0 |
305-2 |
167-6 |
51.0% |
9-1 |
2.8% |
14% |
False |
False |
80,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
367-5 |
|
2.618 |
353-6 |
|
1.618 |
345-2 |
|
1.000 |
340-0 |
|
0.618 |
336-6 |
|
HIGH |
331-4 |
|
0.618 |
328-2 |
|
0.500 |
327-2 |
|
0.382 |
326-2 |
|
LOW |
323-0 |
|
0.618 |
317-6 |
|
1.000 |
314-4 |
|
1.618 |
309-2 |
|
2.618 |
300-6 |
|
4.250 |
286-7 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
328-3 |
335-1 |
| PP |
327-7 |
333-1 |
| S1 |
327-2 |
331-0 |
|