CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
336-4 |
334-4 |
-2-0 |
-0.6% |
311-0 |
| High |
340-4 |
339-4 |
-1-0 |
-0.3% |
340-4 |
| Low |
328-6 |
332-2 |
3-4 |
1.1% |
310-4 |
| Close |
334-0 |
338-6 |
4-6 |
1.4% |
334-0 |
| Range |
11-6 |
7-2 |
-4-4 |
-38.3% |
30-0 |
| ATR |
11-6 |
11-3 |
-0-3 |
-2.7% |
0-0 |
| Volume |
117,260 |
124,796 |
7,536 |
6.4% |
480,759 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
358-5 |
355-7 |
342-6 |
|
| R3 |
351-3 |
348-5 |
340-6 |
|
| R2 |
344-1 |
344-1 |
340-1 |
|
| R1 |
341-3 |
341-3 |
339-3 |
342-6 |
| PP |
336-7 |
336-7 |
336-7 |
337-4 |
| S1 |
334-1 |
334-1 |
338-1 |
335-4 |
| S2 |
329-5 |
329-5 |
337-3 |
|
| S3 |
322-3 |
326-7 |
336-6 |
|
| S4 |
315-1 |
319-5 |
334-6 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
418-3 |
406-1 |
350-4 |
|
| R3 |
388-3 |
376-1 |
342-2 |
|
| R2 |
358-3 |
358-3 |
339-4 |
|
| R1 |
346-1 |
346-1 |
336-6 |
352-2 |
| PP |
328-3 |
328-3 |
328-3 |
331-3 |
| S1 |
316-1 |
316-1 |
331-2 |
322-2 |
| S2 |
298-3 |
298-3 |
328-4 |
|
| S3 |
268-3 |
286-1 |
325-6 |
|
| S4 |
238-3 |
256-1 |
317-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
340-4 |
316-6 |
23-6 |
7.0% |
11-6 |
3.5% |
93% |
False |
False |
105,914 |
| 10 |
347-6 |
310-4 |
37-2 |
11.0% |
12-5 |
3.7% |
76% |
False |
False |
119,301 |
| 20 |
347-6 |
305-2 |
42-4 |
12.5% |
10-0 |
3.0% |
79% |
False |
False |
111,425 |
| 40 |
375-2 |
305-2 |
70-0 |
20.7% |
9-7 |
2.9% |
48% |
False |
False |
114,297 |
| 60 |
375-2 |
305-2 |
70-0 |
20.7% |
9-5 |
2.8% |
48% |
False |
False |
114,375 |
| 80 |
471-4 |
305-2 |
166-2 |
49.1% |
9-3 |
2.8% |
20% |
False |
False |
106,351 |
| 100 |
473-0 |
305-2 |
167-6 |
49.5% |
9-2 |
2.7% |
20% |
False |
False |
95,363 |
| 120 |
473-0 |
305-2 |
167-6 |
49.5% |
9-2 |
2.7% |
20% |
False |
False |
84,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
370-2 |
|
2.618 |
358-4 |
|
1.618 |
351-2 |
|
1.000 |
346-6 |
|
0.618 |
344-0 |
|
HIGH |
339-4 |
|
0.618 |
336-6 |
|
0.500 |
335-7 |
|
0.382 |
335-0 |
|
LOW |
332-2 |
|
0.618 |
327-6 |
|
1.000 |
325-0 |
|
1.618 |
320-4 |
|
2.618 |
313-2 |
|
4.250 |
301-4 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
337-6 |
336-3 |
| PP |
336-7 |
334-1 |
| S1 |
335-7 |
331-6 |
|