CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 06-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
348-0 |
336-0 |
-12-0 |
-3.4% |
390-4 |
High |
351-4 |
339-2 |
-12-2 |
-3.5% |
390-6 |
Low |
345-0 |
334-0 |
-11-0 |
-3.2% |
345-0 |
Close |
345-6 |
334-6 |
-11-0 |
-3.2% |
345-6 |
Range |
6-4 |
5-2 |
-1-2 |
-19.2% |
45-6 |
ATR |
11-5 |
11-5 |
0-0 |
0.1% |
0-0 |
Volume |
80,922 |
103,525 |
22,603 |
27.9% |
290,112 |
|
Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
351-6 |
348-4 |
337-5 |
|
R3 |
346-4 |
343-2 |
336-2 |
|
R2 |
341-2 |
341-2 |
335-6 |
|
R1 |
338-0 |
338-0 |
335-2 |
337-0 |
PP |
336-0 |
336-0 |
336-0 |
335-4 |
S1 |
332-6 |
332-6 |
334-2 |
331-6 |
S2 |
330-6 |
330-6 |
333-6 |
|
S3 |
325-4 |
327-4 |
333-2 |
|
S4 |
320-2 |
322-2 |
331-7 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
497-6 |
467-4 |
370-7 |
|
R3 |
452-0 |
421-6 |
358-3 |
|
R2 |
406-2 |
406-2 |
354-1 |
|
R1 |
376-0 |
376-0 |
350-0 |
368-2 |
PP |
360-4 |
360-4 |
360-4 |
356-5 |
S1 |
330-2 |
330-2 |
341-4 |
322-4 |
S2 |
314-6 |
314-6 |
337-3 |
|
S3 |
269-0 |
284-4 |
333-1 |
|
S4 |
223-2 |
238-6 |
320-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
390-6 |
334-0 |
56-6 |
17.0% |
6-6 |
2.0% |
1% |
False |
True |
78,727 |
10 |
399-0 |
334-0 |
65-0 |
19.4% |
7-3 |
2.2% |
1% |
False |
True |
68,137 |
20 |
458-0 |
334-0 |
124-0 |
37.0% |
8-2 |
2.5% |
1% |
False |
True |
58,347 |
40 |
459-6 |
334-0 |
125-6 |
37.6% |
8-1 |
2.4% |
1% |
False |
True |
42,871 |
60 |
459-6 |
334-0 |
125-6 |
37.6% |
7-7 |
2.3% |
1% |
False |
True |
33,850 |
80 |
459-6 |
334-0 |
125-6 |
37.6% |
7-1 |
2.1% |
1% |
False |
True |
27,385 |
100 |
459-6 |
334-0 |
125-6 |
37.6% |
6-6 |
2.0% |
1% |
False |
True |
23,274 |
120 |
459-6 |
334-0 |
125-6 |
37.6% |
6-5 |
2.0% |
1% |
False |
True |
19,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
361-4 |
2.618 |
353-0 |
1.618 |
347-6 |
1.000 |
344-4 |
0.618 |
342-4 |
HIGH |
339-2 |
0.618 |
337-2 |
0.500 |
336-5 |
0.382 |
336-0 |
LOW |
334-0 |
0.618 |
330-6 |
1.000 |
328-6 |
1.618 |
325-4 |
2.618 |
320-2 |
4.250 |
311-6 |
|
|
Fisher Pivots for day following 06-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
336-5 |
347-2 |
PP |
336-0 |
343-1 |
S1 |
335-3 |
338-7 |
|