CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 21-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
323-4 |
320-0 |
-3-4 |
-1.1% |
322-0 |
High |
324-0 |
321-2 |
-2-6 |
-0.8% |
342-2 |
Low |
318-2 |
310-2 |
-8-0 |
-2.5% |
316-4 |
Close |
323-2 |
311-4 |
-11-6 |
-3.6% |
322-2 |
Range |
5-6 |
11-0 |
5-2 |
91.3% |
25-6 |
ATR |
10-5 |
10-6 |
0-1 |
1.6% |
0-0 |
Volume |
45,879 |
77,223 |
31,344 |
68.3% |
346,061 |
|
Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
347-3 |
340-3 |
317-4 |
|
R3 |
336-3 |
329-3 |
314-4 |
|
R2 |
325-3 |
325-3 |
313-4 |
|
R1 |
318-3 |
318-3 |
312-4 |
316-3 |
PP |
314-3 |
314-3 |
314-3 |
313-2 |
S1 |
307-3 |
307-3 |
310-4 |
305-3 |
S2 |
303-3 |
303-3 |
309-4 |
|
S3 |
292-3 |
296-3 |
308-4 |
|
S4 |
281-3 |
285-3 |
305-4 |
|
|
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 |
310-2 |
32-0 |
10.3% |
9-2 |
3.0% |
4% |
False |
True |
65,969 |
10 |
342-2 |
310-2 |
32-0 |
10.3% |
8-6 |
2.8% |
4% |
False |
True |
74,113 |
20 |
399-0 |
310-2 |
88-6 |
28.5% |
8-4 |
2.7% |
1% |
False |
True |
75,054 |
40 |
459-6 |
310-2 |
149-4 |
48.0% |
8-5 |
2.8% |
1% |
False |
True |
58,217 |
60 |
459-6 |
310-2 |
149-4 |
48.0% |
8-4 |
2.7% |
1% |
False |
True |
45,580 |
80 |
459-6 |
310-2 |
149-4 |
48.0% |
7-7 |
2.5% |
1% |
False |
True |
37,104 |
100 |
459-6 |
310-2 |
149-4 |
48.0% |
7-2 |
2.3% |
1% |
False |
True |
31,256 |
120 |
459-6 |
310-2 |
149-4 |
48.0% |
6-7 |
2.2% |
1% |
False |
True |
26,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
368-0 |
2.618 |
350-0 |
1.618 |
339-0 |
1.000 |
332-2 |
0.618 |
328-0 |
HIGH |
321-2 |
0.618 |
317-0 |
0.500 |
315-6 |
0.382 |
314-4 |
LOW |
310-2 |
0.618 |
303-4 |
1.000 |
299-2 |
1.618 |
292-4 |
2.618 |
281-4 |
4.250 |
263-4 |
|
|
Fisher Pivots for day following 21-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
315-6 |
317-1 |
PP |
314-3 |
315-2 |
S1 |
312-7 |
313-3 |
|