CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 14-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
322-0 |
335-4 |
13-4 |
4.2% |
336-0 |
High |
332-0 |
339-0 |
7-0 |
2.1% |
341-0 |
Low |
320-6 |
332-6 |
12-0 |
3.7% |
318-4 |
Close |
331-6 |
338-4 |
6-6 |
2.0% |
328-2 |
Range |
11-2 |
6-2 |
-5-0 |
-44.4% |
22-4 |
ATR |
11-2 |
11-0 |
-0-2 |
-2.5% |
0-0 |
Volume |
64,198 |
75,119 |
10,921 |
17.0% |
500,059 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
355-4 |
353-2 |
342-0 |
|
R3 |
349-2 |
347-0 |
340-2 |
|
R2 |
343-0 |
343-0 |
339-5 |
|
R1 |
340-6 |
340-6 |
339-1 |
341-7 |
PP |
336-6 |
336-6 |
336-6 |
337-2 |
S1 |
334-4 |
334-4 |
337-7 |
335-5 |
S2 |
330-4 |
330-4 |
337-3 |
|
S3 |
324-2 |
328-2 |
336-6 |
|
S4 |
318-0 |
322-0 |
335-0 |
|
|
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 |
339-0 |
318-4 |
20-4 |
6.1% |
8-2 |
2.4% |
98% |
True |
False |
82,257 |
10 |
360-4 |
318-4 |
42-0 |
12.4% |
8-3 |
2.5% |
48% |
False |
False |
86,163 |
20 |
419-4 |
318-4 |
101-0 |
29.8% |
8-1 |
2.4% |
20% |
False |
False |
68,914 |
40 |
459-6 |
318-4 |
141-2 |
41.7% |
8-5 |
2.6% |
14% |
False |
False |
52,046 |
60 |
459-6 |
318-4 |
141-2 |
41.7% |
8-2 |
2.4% |
14% |
False |
False |
41,409 |
80 |
459-6 |
318-4 |
141-2 |
41.7% |
7-4 |
2.2% |
14% |
False |
False |
33,406 |
100 |
459-6 |
318-4 |
141-2 |
41.7% |
7-1 |
2.1% |
14% |
False |
False |
28,226 |
120 |
459-6 |
318-4 |
141-2 |
41.7% |
6-5 |
2.0% |
14% |
False |
False |
24,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
365-4 |
2.618 |
355-3 |
1.618 |
349-1 |
1.000 |
345-2 |
0.618 |
342-7 |
HIGH |
339-0 |
0.618 |
336-5 |
0.500 |
335-7 |
0.382 |
335-1 |
LOW |
332-6 |
0.618 |
328-7 |
1.000 |
326-4 |
1.618 |
322-5 |
2.618 |
316-3 |
4.250 |
306-2 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
337-5 |
335-2 |
PP |
336-6 |
332-0 |
S1 |
335-7 |
328-6 |
|