CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 17-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
323-0 |
320-0 |
-3-0 |
-0.9% |
322-0 |
High |
325-4 |
322-6 |
-2-6 |
-0.8% |
342-2 |
Low |
316-4 |
316-4 |
0-0 |
0.0% |
316-4 |
Close |
316-6 |
322-2 |
5-4 |
1.7% |
322-2 |
Range |
9-0 |
6-2 |
-2-6 |
-30.6% |
25-6 |
ATR |
11-3 |
11-0 |
-0-3 |
-3.2% |
0-0 |
Volume |
70,109 |
69,617 |
-492 |
-0.7% |
346,061 |
|
Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
339-2 |
337-0 |
325-6 |
|
R3 |
333-0 |
330-6 |
324-0 |
|
R2 |
326-6 |
326-6 |
323-3 |
|
R1 |
324-4 |
324-4 |
322-7 |
325-5 |
PP |
320-4 |
320-4 |
320-4 |
321-0 |
S1 |
318-2 |
318-2 |
321-5 |
319-3 |
S2 |
314-2 |
314-2 |
321-1 |
|
S3 |
308-0 |
312-0 |
320-4 |
|
S4 |
301-6 |
305-6 |
318-6 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
404-2 |
389-0 |
336-3 |
|
R3 |
378-4 |
363-2 |
329-3 |
|
R2 |
352-6 |
352-6 |
327-0 |
|
R1 |
337-4 |
337-4 |
324-5 |
345-1 |
PP |
327-0 |
327-0 |
327-0 |
330-6 |
S1 |
311-6 |
311-6 |
319-7 |
319-3 |
S2 |
301-2 |
301-2 |
317-4 |
|
S3 |
275-4 |
286-0 |
315-1 |
|
S4 |
249-6 |
260-2 |
308-1 |
|
|
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 |
8.0% |
9-3 |
2.9% |
22% |
False |
True |
69,212 |
10 |
342-2 |
316-4 |
25-6 |
8.0% |
9-2 |
2.9% |
22% |
False |
True |
84,612 |
20 |
415-4 |
316-4 |
99-0 |
30.7% |
8-4 |
2.6% |
6% |
False |
True |
72,545 |
40 |
459-6 |
316-4 |
143-2 |
44.5% |
8-5 |
2.7% |
4% |
False |
True |
55,655 |
60 |
459-6 |
316-4 |
143-2 |
44.5% |
8-3 |
2.6% |
4% |
False |
True |
44,015 |
80 |
459-6 |
316-4 |
143-2 |
44.5% |
7-6 |
2.4% |
4% |
False |
True |
35,795 |
100 |
459-6 |
316-4 |
143-2 |
44.5% |
7-2 |
2.3% |
4% |
False |
True |
30,115 |
120 |
459-6 |
316-4 |
143-2 |
44.5% |
6-7 |
2.1% |
4% |
False |
True |
25,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
349-2 |
2.618 |
339-1 |
1.618 |
332-7 |
1.000 |
329-0 |
0.618 |
326-5 |
HIGH |
322-6 |
0.618 |
320-3 |
0.500 |
319-5 |
0.382 |
318-7 |
LOW |
316-4 |
0.618 |
312-5 |
1.000 |
310-2 |
1.618 |
306-3 |
2.618 |
300-1 |
4.250 |
290-0 |
|
|
Fisher Pivots for day following 17-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
321-3 |
329-3 |
PP |
320-4 |
327-0 |
S1 |
319-5 |
324-5 |
|