CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
321-0 |
320-4 |
-0-4 |
-0.2% |
317-0 |
| High |
326-0 |
335-0 |
9-0 |
2.8% |
347-6 |
| Low |
316-6 |
319-2 |
2-4 |
0.8% |
315-4 |
| Close |
325-6 |
330-2 |
4-4 |
1.4% |
318-0 |
| Range |
9-2 |
15-6 |
6-4 |
70.3% |
32-2 |
| ATR |
11-2 |
11-4 |
0-3 |
2.9% |
0-0 |
| Volume |
88,758 |
94,155 |
5,397 |
6.1% |
695,747 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
375-3 |
368-5 |
338-7 |
|
| R3 |
359-5 |
352-7 |
334-5 |
|
| R2 |
343-7 |
343-7 |
333-1 |
|
| R1 |
337-1 |
337-1 |
331-6 |
340-4 |
| PP |
328-1 |
328-1 |
328-1 |
329-7 |
| S1 |
321-3 |
321-3 |
328-6 |
324-6 |
| S2 |
312-3 |
312-3 |
327-3 |
|
| S3 |
296-5 |
305-5 |
325-7 |
|
| S4 |
280-7 |
289-7 |
321-5 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
423-7 |
403-1 |
335-6 |
|
| R3 |
391-5 |
370-7 |
326-7 |
|
| R2 |
359-3 |
359-3 |
323-7 |
|
| R1 |
338-5 |
338-5 |
321-0 |
349-0 |
| PP |
327-1 |
327-1 |
327-1 |
332-2 |
| S1 |
306-3 |
306-3 |
315-0 |
316-6 |
| S2 |
294-7 |
294-7 |
312-1 |
|
| S3 |
262-5 |
274-1 |
309-1 |
|
| S4 |
230-3 |
241-7 |
300-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
335-0 |
310-4 |
24-4 |
7.4% |
10-0 |
3.0% |
81% |
True |
False |
105,612 |
| 10 |
347-6 |
309-0 |
38-6 |
11.7% |
11-6 |
3.5% |
55% |
False |
False |
112,714 |
| 20 |
347-6 |
305-2 |
42-4 |
12.9% |
9-4 |
2.9% |
59% |
False |
False |
109,021 |
| 40 |
375-2 |
305-2 |
70-0 |
21.2% |
9-6 |
2.9% |
36% |
False |
False |
113,430 |
| 60 |
375-2 |
305-2 |
70-0 |
21.2% |
9-4 |
2.9% |
36% |
False |
False |
114,254 |
| 80 |
473-0 |
305-2 |
167-6 |
50.8% |
9-4 |
2.9% |
15% |
False |
False |
104,116 |
| 100 |
473-0 |
305-2 |
167-6 |
50.8% |
9-2 |
2.8% |
15% |
False |
False |
93,016 |
| 120 |
473-0 |
305-2 |
167-6 |
50.8% |
9-1 |
2.8% |
15% |
False |
False |
82,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
402-0 |
|
2.618 |
376-2 |
|
1.618 |
360-4 |
|
1.000 |
350-6 |
|
0.618 |
344-6 |
|
HIGH |
335-0 |
|
0.618 |
329-0 |
|
0.500 |
327-1 |
|
0.382 |
325-2 |
|
LOW |
319-2 |
|
0.618 |
309-4 |
|
1.000 |
303-4 |
|
1.618 |
293-6 |
|
2.618 |
278-0 |
|
4.250 |
252-2 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
329-2 |
327-6 |
| PP |
328-1 |
325-2 |
| S1 |
327-1 |
322-6 |
|