CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 15-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
335-4 |
341-0 |
5-4 |
1.6% |
336-0 |
High |
339-0 |
342-2 |
3-2 |
1.0% |
341-0 |
Low |
332-6 |
328-0 |
-4-6 |
-1.4% |
318-4 |
Close |
338-4 |
329-4 |
-9-0 |
-2.7% |
328-2 |
Range |
6-2 |
14-2 |
8-0 |
128.0% |
22-4 |
ATR |
11-0 |
11-2 |
0-2 |
2.1% |
0-0 |
Volume |
75,119 |
67,018 |
-8,101 |
-10.8% |
500,059 |
|
Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
376-0 |
367-0 |
337-3 |
|
R3 |
361-6 |
352-6 |
333-3 |
|
R2 |
347-4 |
347-4 |
332-1 |
|
R1 |
338-4 |
338-4 |
330-6 |
335-7 |
PP |
333-2 |
333-2 |
333-2 |
332-0 |
S1 |
324-2 |
324-2 |
328-2 |
321-5 |
S2 |
319-0 |
319-0 |
326-7 |
|
S3 |
304-6 |
310-0 |
325-5 |
|
S4 |
290-4 |
295-6 |
321-5 |
|
|
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 |
342-2 |
318-4 |
23-6 |
7.2% |
9-4 |
2.9% |
46% |
True |
False |
63,042 |
10 |
360-4 |
318-4 |
42-0 |
12.7% |
9-4 |
2.9% |
26% |
False |
False |
84,846 |
20 |
416-4 |
318-4 |
98-0 |
29.7% |
8-3 |
2.6% |
11% |
False |
False |
70,139 |
40 |
459-6 |
318-4 |
141-2 |
42.9% |
8-5 |
2.6% |
8% |
False |
False |
53,214 |
60 |
459-6 |
318-4 |
141-2 |
42.9% |
8-3 |
2.5% |
8% |
False |
False |
42,377 |
80 |
459-6 |
318-4 |
141-2 |
42.9% |
7-5 |
2.3% |
8% |
False |
False |
34,148 |
100 |
459-6 |
318-4 |
141-2 |
42.9% |
7-2 |
2.2% |
8% |
False |
False |
28,792 |
120 |
459-6 |
318-4 |
141-2 |
42.9% |
6-6 |
2.1% |
8% |
False |
False |
24,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
402-6 |
2.618 |
379-4 |
1.618 |
365-2 |
1.000 |
356-4 |
0.618 |
351-0 |
HIGH |
342-2 |
0.618 |
336-6 |
0.500 |
335-1 |
0.382 |
333-4 |
LOW |
328-0 |
0.618 |
319-2 |
1.000 |
313-6 |
1.618 |
305-0 |
2.618 |
290-6 |
4.250 |
267-4 |
|
|
Fisher Pivots for day following 15-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
335-1 |
331-4 |
PP |
333-2 |
330-7 |
S1 |
331-3 |
330-1 |
|