CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 08-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
337-4 |
326-2 |
-11-2 |
-3.3% |
390-4 |
High |
341-0 |
330-4 |
-10-4 |
-3.1% |
390-6 |
Low |
324-4 |
322-2 |
-2-2 |
-0.7% |
345-0 |
Close |
325-4 |
325-2 |
-0-2 |
-0.1% |
345-6 |
Range |
16-4 |
8-2 |
-8-2 |
-50.0% |
45-6 |
ATR |
12-0 |
11-6 |
-0-2 |
-2.2% |
0-0 |
Volume |
124,562 |
163,095 |
38,533 |
30.9% |
290,112 |
|
Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
350-6 |
346-2 |
329-6 |
|
R3 |
342-4 |
338-0 |
327-4 |
|
R2 |
334-2 |
334-2 |
326-6 |
|
R1 |
329-6 |
329-6 |
326-0 |
327-7 |
PP |
326-0 |
326-0 |
326-0 |
325-0 |
S1 |
321-4 |
321-4 |
324-4 |
319-5 |
S2 |
317-6 |
317-6 |
323-6 |
|
S3 |
309-4 |
313-2 |
323-0 |
|
S4 |
301-2 |
305-0 |
320-6 |
|
|
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 |
322-2 |
38-2 |
11.8% |
9-4 |
2.9% |
8% |
False |
True |
106,649 |
10 |
399-0 |
322-2 |
76-6 |
23.6% |
8-1 |
2.5% |
4% |
False |
True |
85,083 |
20 |
458-0 |
322-2 |
135-6 |
41.7% |
8-7 |
2.7% |
2% |
False |
True |
68,187 |
40 |
459-6 |
322-2 |
137-4 |
42.3% |
8-4 |
2.6% |
2% |
False |
True |
48,774 |
60 |
459-6 |
322-2 |
137-4 |
42.3% |
8-1 |
2.5% |
2% |
False |
True |
38,109 |
80 |
459-6 |
322-2 |
137-4 |
42.3% |
7-2 |
2.2% |
2% |
False |
True |
30,704 |
100 |
459-6 |
322-2 |
137-4 |
42.3% |
7-0 |
2.1% |
2% |
False |
True |
26,001 |
120 |
459-6 |
322-2 |
137-4 |
42.3% |
6-6 |
2.1% |
2% |
False |
True |
22,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
365-4 |
2.618 |
352-1 |
1.618 |
343-7 |
1.000 |
338-6 |
0.618 |
335-5 |
HIGH |
330-4 |
0.618 |
327-3 |
0.500 |
326-3 |
0.382 |
325-3 |
LOW |
322-2 |
0.618 |
317-1 |
1.000 |
314-0 |
1.618 |
308-7 |
2.618 |
300-5 |
4.250 |
287-2 |
|
|
Fisher Pivots for day following 08-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
326-3 |
331-5 |
PP |
326-0 |
329-4 |
S1 |
325-5 |
327-3 |
|