CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 13-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
325-0 |
322-0 |
-3-0 |
-0.9% |
336-0 |
High |
329-0 |
332-0 |
3-0 |
0.9% |
341-0 |
Low |
318-4 |
320-6 |
2-2 |
0.7% |
318-4 |
Close |
328-2 |
331-6 |
3-4 |
1.1% |
328-2 |
Range |
10-4 |
11-2 |
0-6 |
7.1% |
22-4 |
ATR |
11-2 |
11-2 |
0-0 |
0.0% |
0-0 |
Volume |
53,060 |
64,198 |
11,138 |
21.0% |
500,059 |
|
Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
361-7 |
358-1 |
338-0 |
|
R3 |
350-5 |
346-7 |
334-7 |
|
R2 |
339-3 |
339-3 |
333-6 |
|
R1 |
335-5 |
335-5 |
332-6 |
337-4 |
PP |
328-1 |
328-1 |
328-1 |
329-1 |
S1 |
324-3 |
324-3 |
330-6 |
326-2 |
S2 |
316-7 |
316-7 |
329-6 |
|
S3 |
305-5 |
313-1 |
328-5 |
|
S4 |
294-3 |
301-7 |
325-4 |
|
|
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 |
6.8% |
10-2 |
3.1% |
59% |
False |
False |
92,146 |
10 |
390-6 |
318-4 |
72-2 |
21.8% |
8-4 |
2.6% |
18% |
False |
False |
85,436 |
20 |
425-0 |
318-4 |
106-4 |
32.1% |
8-3 |
2.5% |
12% |
False |
False |
67,586 |
40 |
459-6 |
318-4 |
141-2 |
42.6% |
8-7 |
2.7% |
9% |
False |
False |
50,380 |
60 |
459-6 |
318-4 |
141-2 |
42.6% |
8-2 |
2.5% |
9% |
False |
False |
40,311 |
80 |
459-6 |
318-4 |
141-2 |
42.6% |
7-4 |
2.3% |
9% |
False |
False |
32,564 |
100 |
459-6 |
318-4 |
141-2 |
42.6% |
7-1 |
2.2% |
9% |
False |
False |
27,600 |
120 |
459-6 |
318-4 |
141-2 |
42.6% |
6-5 |
2.0% |
9% |
False |
False |
23,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
379-6 |
2.618 |
361-4 |
1.618 |
350-2 |
1.000 |
343-2 |
0.618 |
339-0 |
HIGH |
332-0 |
0.618 |
327-6 |
0.500 |
326-3 |
0.382 |
325-0 |
LOW |
320-6 |
0.618 |
313-6 |
1.000 |
309-4 |
1.618 |
302-4 |
2.618 |
291-2 |
4.250 |
273-0 |
|
|
Fisher Pivots for day following 13-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
330-0 |
329-5 |
PP |
328-1 |
327-3 |
S1 |
326-3 |
325-2 |
|