CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 02-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
358-4 |
348-0 |
-10-4 |
-2.9% |
396-0 |
High |
360-4 |
351-4 |
-9-0 |
-2.5% |
399-0 |
Low |
349-2 |
345-0 |
-4-2 |
-1.2% |
387-4 |
Close |
356-4 |
345-6 |
-10-6 |
-3.0% |
391-6 |
Range |
11-2 |
6-4 |
-4-6 |
-42.2% |
11-4 |
ATR |
11-5 |
11-5 |
0-0 |
-0.1% |
0-0 |
Volume |
61,145 |
80,922 |
19,777 |
32.3% |
287,734 |
|
Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
366-7 |
362-7 |
349-3 |
|
R3 |
360-3 |
356-3 |
347-4 |
|
R2 |
353-7 |
353-7 |
347-0 |
|
R1 |
349-7 |
349-7 |
346-3 |
348-5 |
PP |
347-3 |
347-3 |
347-3 |
346-6 |
S1 |
343-3 |
343-3 |
345-1 |
342-1 |
S2 |
340-7 |
340-7 |
344-4 |
|
S3 |
334-3 |
336-7 |
344-0 |
|
S4 |
327-7 |
330-3 |
342-1 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-2 |
421-0 |
398-1 |
|
R3 |
415-6 |
409-4 |
394-7 |
|
R2 |
404-2 |
404-2 |
393-7 |
|
R1 |
398-0 |
398-0 |
392-6 |
395-3 |
PP |
392-6 |
392-6 |
392-6 |
391-4 |
S1 |
386-4 |
386-4 |
390-6 |
383-7 |
S2 |
381-2 |
381-2 |
389-5 |
|
S3 |
369-6 |
375-0 |
388-5 |
|
S4 |
358-2 |
363-4 |
385-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
393-4 |
345-0 |
48-4 |
14.0% |
7-0 |
2.0% |
2% |
False |
True |
71,083 |
10 |
415-4 |
345-0 |
70-4 |
20.4% |
7-5 |
2.2% |
1% |
False |
True |
60,478 |
20 |
458-0 |
345-0 |
113-0 |
32.7% |
8-2 |
2.4% |
1% |
False |
True |
54,854 |
40 |
459-6 |
345-0 |
114-6 |
33.2% |
8-2 |
2.4% |
1% |
False |
True |
40,823 |
60 |
459-6 |
345-0 |
114-6 |
33.2% |
7-6 |
2.3% |
1% |
False |
True |
32,280 |
80 |
459-6 |
345-0 |
114-6 |
33.2% |
7-2 |
2.1% |
1% |
False |
True |
26,208 |
100 |
459-6 |
345-0 |
114-6 |
33.2% |
6-7 |
2.0% |
1% |
False |
True |
22,276 |
120 |
459-6 |
345-0 |
114-6 |
33.2% |
6-5 |
1.9% |
1% |
False |
True |
19,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
379-1 |
2.618 |
368-4 |
1.618 |
362-0 |
1.000 |
358-0 |
0.618 |
355-4 |
HIGH |
351-4 |
0.618 |
349-0 |
0.500 |
348-2 |
0.382 |
347-4 |
LOW |
345-0 |
0.618 |
341-0 |
1.000 |
338-4 |
1.618 |
334-4 |
2.618 |
328-0 |
4.250 |
317-3 |
|
|
Fisher Pivots for day following 02-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
348-2 |
352-6 |
PP |
347-3 |
350-3 |
S1 |
346-5 |
348-1 |
|