CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 07-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
336-0 |
337-4 |
1-4 |
0.4% |
390-4 |
High |
339-2 |
341-0 |
1-6 |
0.5% |
390-6 |
Low |
334-0 |
324-4 |
-9-4 |
-2.8% |
345-0 |
Close |
334-6 |
325-4 |
-9-2 |
-2.8% |
345-6 |
Range |
5-2 |
16-4 |
11-2 |
214.3% |
45-6 |
ATR |
11-5 |
12-0 |
0-3 |
3.0% |
0-0 |
Volume |
103,525 |
124,562 |
21,037 |
20.3% |
290,112 |
|
Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
379-7 |
369-1 |
334-5 |
|
R3 |
363-3 |
352-5 |
330-0 |
|
R2 |
346-7 |
346-7 |
328-4 |
|
R1 |
336-1 |
336-1 |
327-0 |
333-2 |
PP |
330-3 |
330-3 |
330-3 |
328-7 |
S1 |
319-5 |
319-5 |
324-0 |
316-6 |
S2 |
313-7 |
313-7 |
322-4 |
|
S3 |
297-3 |
303-1 |
321-0 |
|
S4 |
280-7 |
286-5 |
316-3 |
|
|
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 |
360-4 |
324-4 |
36-0 |
11.1% |
8-5 |
2.6% |
3% |
False |
True |
90,069 |
10 |
399-0 |
324-4 |
74-4 |
22.9% |
8-2 |
2.5% |
1% |
False |
True |
75,995 |
20 |
458-0 |
324-4 |
133-4 |
41.0% |
8-6 |
2.7% |
1% |
False |
True |
62,913 |
40 |
459-6 |
324-4 |
135-2 |
41.6% |
8-4 |
2.6% |
1% |
False |
True |
45,117 |
60 |
459-6 |
324-4 |
135-2 |
41.6% |
8-1 |
2.5% |
1% |
False |
True |
35,687 |
80 |
459-6 |
324-4 |
135-2 |
41.6% |
7-2 |
2.2% |
1% |
False |
True |
28,864 |
100 |
459-6 |
324-4 |
135-2 |
41.6% |
7-0 |
2.1% |
1% |
False |
True |
24,439 |
120 |
459-6 |
324-4 |
135-2 |
41.6% |
6-5 |
2.0% |
1% |
False |
True |
20,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
411-1 |
2.618 |
384-2 |
1.618 |
367-6 |
1.000 |
357-4 |
0.618 |
351-2 |
HIGH |
341-0 |
0.618 |
334-6 |
0.500 |
332-6 |
0.382 |
330-6 |
LOW |
324-4 |
0.618 |
314-2 |
1.000 |
308-0 |
1.618 |
297-6 |
2.618 |
281-2 |
4.250 |
254-3 |
|
|
Fisher Pivots for day following 07-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
332-6 |
338-0 |
PP |
330-3 |
333-7 |
S1 |
327-7 |
329-5 |
|