CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
320-4 |
323-0 |
2-4 |
0.8% |
317-0 |
| High |
335-0 |
337-6 |
2-6 |
0.8% |
347-6 |
| Low |
319-2 |
323-0 |
3-6 |
1.2% |
315-4 |
| Close |
330-2 |
336-4 |
6-2 |
1.9% |
318-0 |
| Range |
15-6 |
14-6 |
-1-0 |
-6.3% |
32-2 |
| ATR |
11-4 |
11-6 |
0-2 |
2.0% |
0-0 |
| Volume |
94,155 |
104,604 |
10,449 |
11.1% |
695,747 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
376-5 |
371-3 |
344-5 |
|
| R3 |
361-7 |
356-5 |
340-4 |
|
| R2 |
347-1 |
347-1 |
339-2 |
|
| R1 |
341-7 |
341-7 |
337-7 |
344-4 |
| PP |
332-3 |
332-3 |
332-3 |
333-6 |
| S1 |
327-1 |
327-1 |
335-1 |
329-6 |
| S2 |
317-5 |
317-5 |
333-6 |
|
| S3 |
302-7 |
312-3 |
332-4 |
|
| S4 |
288-1 |
297-5 |
328-3 |
|
|
| 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 |
337-6 |
310-4 |
27-2 |
8.1% |
11-2 |
3.3% |
95% |
True |
False |
93,586 |
| 10 |
347-6 |
309-0 |
38-6 |
11.5% |
12-2 |
3.6% |
71% |
False |
False |
115,044 |
| 20 |
347-6 |
305-2 |
42-4 |
12.6% |
10-0 |
3.0% |
74% |
False |
False |
108,608 |
| 40 |
375-2 |
305-2 |
70-0 |
20.8% |
10-0 |
3.0% |
45% |
False |
False |
112,990 |
| 60 |
375-2 |
305-2 |
70-0 |
20.8% |
9-5 |
2.9% |
45% |
False |
False |
114,311 |
| 80 |
471-4 |
305-2 |
166-2 |
49.4% |
9-4 |
2.8% |
19% |
False |
False |
104,792 |
| 100 |
473-0 |
305-2 |
167-6 |
49.9% |
9-2 |
2.8% |
19% |
False |
False |
93,683 |
| 120 |
473-0 |
305-2 |
167-6 |
49.9% |
9-2 |
2.7% |
19% |
False |
False |
82,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
400-4 |
|
2.618 |
376-3 |
|
1.618 |
361-5 |
|
1.000 |
352-4 |
|
0.618 |
346-7 |
|
HIGH |
337-6 |
|
0.618 |
332-1 |
|
0.500 |
330-3 |
|
0.382 |
328-5 |
|
LOW |
323-0 |
|
0.618 |
313-7 |
|
1.000 |
308-2 |
|
1.618 |
299-1 |
|
2.618 |
284-3 |
|
4.250 |
260-2 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
334-4 |
333-3 |
| PP |
332-3 |
330-3 |
| S1 |
330-3 |
327-2 |
|