CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 16-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
341-0 |
323-0 |
-18-0 |
-5.3% |
336-0 |
High |
342-2 |
325-4 |
-16-6 |
-4.9% |
341-0 |
Low |
328-0 |
316-4 |
-11-4 |
-3.5% |
318-4 |
Close |
329-4 |
316-6 |
-12-6 |
-3.9% |
328-2 |
Range |
14-2 |
9-0 |
-5-2 |
-36.8% |
22-4 |
ATR |
11-2 |
11-3 |
0-1 |
1.1% |
0-0 |
Volume |
67,018 |
70,109 |
3,091 |
4.6% |
500,059 |
|
Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
346-5 |
340-5 |
321-6 |
|
R3 |
337-5 |
331-5 |
319-2 |
|
R2 |
328-5 |
328-5 |
318-3 |
|
R1 |
322-5 |
322-5 |
317-5 |
321-1 |
PP |
319-5 |
319-5 |
319-5 |
318-6 |
S1 |
313-5 |
313-5 |
315-7 |
312-1 |
S2 |
310-5 |
310-5 |
315-1 |
|
S3 |
301-5 |
304-5 |
314-2 |
|
S4 |
292-5 |
295-5 |
311-6 |
|
|
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 |
316-4 |
25-6 |
8.1% |
10-2 |
3.2% |
1% |
False |
True |
65,900 |
10 |
351-4 |
316-4 |
35-0 |
11.0% |
9-2 |
2.9% |
1% |
False |
True |
85,742 |
20 |
415-4 |
316-4 |
99-0 |
31.3% |
8-3 |
2.7% |
0% |
False |
True |
71,598 |
40 |
459-6 |
316-4 |
143-2 |
45.2% |
8-6 |
2.8% |
0% |
False |
True |
54,400 |
60 |
459-6 |
316-4 |
143-2 |
45.2% |
8-3 |
2.7% |
0% |
False |
True |
43,101 |
80 |
459-6 |
316-4 |
143-2 |
45.2% |
7-5 |
2.4% |
0% |
False |
True |
34,986 |
100 |
459-6 |
316-4 |
143-2 |
45.2% |
7-2 |
2.3% |
0% |
False |
True |
29,456 |
120 |
459-6 |
316-4 |
143-2 |
45.2% |
6-6 |
2.1% |
0% |
False |
True |
25,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
363-6 |
2.618 |
349-0 |
1.618 |
340-0 |
1.000 |
334-4 |
0.618 |
331-0 |
HIGH |
325-4 |
0.618 |
322-0 |
0.500 |
321-0 |
0.382 |
320-0 |
LOW |
316-4 |
0.618 |
311-0 |
1.000 |
307-4 |
1.618 |
302-0 |
2.618 |
293-0 |
4.250 |
278-2 |
|
|
Fisher Pivots for day following 16-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
321-0 |
329-3 |
PP |
319-5 |
325-1 |
S1 |
318-1 |
321-0 |
|