CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 20-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
320-0 |
323-4 |
3-4 |
1.1% |
322-0 |
High |
322-6 |
324-0 |
1-2 |
0.4% |
342-2 |
Low |
316-4 |
318-2 |
1-6 |
0.6% |
316-4 |
Close |
322-2 |
323-2 |
1-0 |
0.3% |
322-2 |
Range |
6-2 |
5-6 |
-0-4 |
-8.0% |
25-6 |
ATR |
11-0 |
10-5 |
-0-3 |
-3.4% |
0-0 |
Volume |
69,617 |
45,879 |
-23,738 |
-34.1% |
346,061 |
|
Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
339-1 |
336-7 |
326-3 |
|
R3 |
333-3 |
331-1 |
324-7 |
|
R2 |
327-5 |
327-5 |
324-2 |
|
R1 |
325-3 |
325-3 |
323-6 |
323-5 |
PP |
321-7 |
321-7 |
321-7 |
321-0 |
S1 |
319-5 |
319-5 |
322-6 |
317-7 |
S2 |
316-1 |
316-1 |
322-2 |
|
S3 |
310-3 |
313-7 |
321-5 |
|
S4 |
304-5 |
308-1 |
320-1 |
|
|
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% |
8-2 |
2.6% |
26% |
False |
False |
65,548 |
10 |
342-2 |
316-4 |
25-6 |
8.0% |
9-2 |
2.9% |
26% |
False |
False |
78,847 |
20 |
399-0 |
316-4 |
82-4 |
25.5% |
8-3 |
2.6% |
8% |
False |
False |
73,492 |
40 |
459-6 |
316-4 |
143-2 |
44.3% |
8-4 |
2.6% |
5% |
False |
False |
56,473 |
60 |
459-6 |
316-4 |
143-2 |
44.3% |
8-4 |
2.6% |
5% |
False |
False |
44,554 |
80 |
459-6 |
316-4 |
143-2 |
44.3% |
7-6 |
2.4% |
5% |
False |
False |
36,285 |
100 |
459-6 |
316-4 |
143-2 |
44.3% |
7-2 |
2.2% |
5% |
False |
False |
30,516 |
120 |
459-6 |
316-4 |
143-2 |
44.3% |
6-7 |
2.1% |
5% |
False |
False |
26,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
348-4 |
2.618 |
339-0 |
1.618 |
333-2 |
1.000 |
329-6 |
0.618 |
327-4 |
HIGH |
324-0 |
0.618 |
321-6 |
0.500 |
321-1 |
0.382 |
320-4 |
LOW |
318-2 |
0.618 |
314-6 |
1.000 |
312-4 |
1.618 |
309-0 |
2.618 |
303-2 |
4.250 |
293-6 |
|
|
Fisher Pivots for day following 20-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
322-4 |
322-4 |
PP |
321-7 |
321-6 |
S1 |
321-1 |
321-0 |
|