CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 09-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
326-2 |
328-4 |
2-2 |
0.7% |
390-4 |
High |
330-4 |
331-0 |
0-4 |
0.2% |
390-6 |
Low |
322-2 |
326-0 |
3-6 |
1.2% |
345-0 |
Close |
325-2 |
329-4 |
4-2 |
1.3% |
345-6 |
Range |
8-2 |
5-0 |
-3-2 |
-39.4% |
45-6 |
ATR |
11-6 |
11-2 |
-0-3 |
-3.6% |
0-0 |
Volume |
163,095 |
55,817 |
-107,278 |
-65.8% |
290,112 |
|
Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
343-7 |
341-5 |
332-2 |
|
R3 |
338-7 |
336-5 |
330-7 |
|
R2 |
333-7 |
333-7 |
330-3 |
|
R1 |
331-5 |
331-5 |
330-0 |
332-6 |
PP |
328-7 |
328-7 |
328-7 |
329-3 |
S1 |
326-5 |
326-5 |
329-0 |
327-6 |
S2 |
323-7 |
323-7 |
328-5 |
|
S3 |
318-7 |
321-5 |
328-1 |
|
S4 |
313-7 |
316-5 |
326-6 |
|
|
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 |
351-4 |
322-2 |
29-2 |
8.9% |
8-2 |
2.5% |
25% |
False |
False |
105,584 |
10 |
396-4 |
322-2 |
74-2 |
22.5% |
7-6 |
2.3% |
10% |
False |
False |
84,245 |
20 |
456-0 |
322-2 |
133-6 |
40.6% |
8-3 |
2.6% |
5% |
False |
False |
67,448 |
40 |
459-6 |
322-2 |
137-4 |
41.7% |
8-5 |
2.6% |
5% |
False |
False |
49,858 |
60 |
459-6 |
322-2 |
137-4 |
41.7% |
8-1 |
2.5% |
5% |
False |
False |
38,925 |
80 |
459-6 |
322-2 |
137-4 |
41.7% |
7-2 |
2.2% |
5% |
False |
False |
31,297 |
100 |
459-6 |
322-2 |
137-4 |
41.7% |
7-0 |
2.1% |
5% |
False |
False |
26,501 |
120 |
459-6 |
322-2 |
137-4 |
41.7% |
6-6 |
2.0% |
5% |
False |
False |
22,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
352-2 |
2.618 |
344-1 |
1.618 |
339-1 |
1.000 |
336-0 |
0.618 |
334-1 |
HIGH |
331-0 |
0.618 |
329-1 |
0.500 |
328-4 |
0.382 |
327-7 |
LOW |
326-0 |
0.618 |
322-7 |
1.000 |
321-0 |
1.618 |
317-7 |
2.618 |
312-7 |
4.250 |
304-6 |
|
|
Fisher Pivots for day following 09-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
329-1 |
331-5 |
PP |
328-7 |
330-7 |
S1 |
328-4 |
330-2 |
|