CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 10-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
328-4 |
325-0 |
-3-4 |
-1.1% |
336-0 |
High |
331-0 |
329-0 |
-2-0 |
-0.6% |
341-0 |
Low |
326-0 |
318-4 |
-7-4 |
-2.3% |
318-4 |
Close |
329-4 |
328-2 |
-1-2 |
-0.4% |
328-2 |
Range |
5-0 |
10-4 |
5-4 |
110.0% |
22-4 |
ATR |
11-2 |
11-2 |
0-0 |
-0.2% |
0-0 |
Volume |
55,817 |
53,060 |
-2,757 |
-4.9% |
500,059 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
356-6 |
353-0 |
334-0 |
|
R3 |
346-2 |
342-4 |
331-1 |
|
R2 |
335-6 |
335-6 |
330-1 |
|
R1 |
332-0 |
332-0 |
329-2 |
333-7 |
PP |
325-2 |
325-2 |
325-2 |
326-2 |
S1 |
321-4 |
321-4 |
327-2 |
323-3 |
S2 |
314-6 |
314-6 |
326-3 |
|
S3 |
304-2 |
311-0 |
325-3 |
|
S4 |
293-6 |
300-4 |
322-4 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-6 |
385-0 |
340-5 |
|
R3 |
374-2 |
362-4 |
334-4 |
|
R2 |
351-6 |
351-6 |
332-3 |
|
R1 |
340-0 |
340-0 |
330-2 |
334-5 |
PP |
329-2 |
329-2 |
329-2 |
326-4 |
S1 |
317-4 |
317-4 |
326-2 |
312-1 |
S2 |
306-6 |
306-6 |
324-1 |
|
S3 |
284-2 |
295-0 |
322-0 |
|
S4 |
261-6 |
272-4 |
315-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
341-0 |
318-4 |
22-4 |
6.9% |
9-1 |
2.8% |
43% |
False |
True |
100,011 |
10 |
393-4 |
318-4 |
75-0 |
22.8% |
8-0 |
2.4% |
13% |
False |
True |
85,547 |
20 |
446-0 |
318-4 |
127-4 |
38.8% |
8-5 |
2.6% |
8% |
False |
True |
67,272 |
40 |
459-6 |
318-4 |
141-2 |
43.0% |
8-5 |
2.6% |
7% |
False |
True |
49,757 |
60 |
459-6 |
318-4 |
141-2 |
43.0% |
8-2 |
2.5% |
7% |
False |
True |
39,458 |
80 |
459-6 |
318-4 |
141-2 |
43.0% |
7-3 |
2.2% |
7% |
False |
True |
31,873 |
100 |
459-6 |
318-4 |
141-2 |
43.0% |
7-1 |
2.2% |
7% |
False |
True |
27,015 |
120 |
459-6 |
318-4 |
141-2 |
43.0% |
6-5 |
2.0% |
7% |
False |
True |
23,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
373-5 |
2.618 |
356-4 |
1.618 |
346-0 |
1.000 |
339-4 |
0.618 |
335-4 |
HIGH |
329-0 |
0.618 |
325-0 |
0.500 |
323-6 |
0.382 |
322-4 |
LOW |
318-4 |
0.618 |
312-0 |
1.000 |
308-0 |
1.618 |
301-4 |
2.618 |
291-0 |
4.250 |
273-7 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
326-6 |
327-1 |
PP |
325-2 |
325-7 |
S1 |
323-6 |
324-6 |
|