CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 22-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
320-0 |
309-6 |
-10-2 |
-3.2% |
322-0 |
High |
321-2 |
310-2 |
-11-0 |
-3.4% |
342-2 |
Low |
310-2 |
304-4 |
-5-6 |
-1.9% |
316-4 |
Close |
311-4 |
308-0 |
-3-4 |
-1.1% |
322-2 |
Range |
11-0 |
5-6 |
-5-2 |
-47.7% |
25-6 |
ATR |
10-6 |
10-4 |
-0-2 |
-2.5% |
0-0 |
Volume |
77,223 |
69,592 |
-7,631 |
-9.9% |
346,061 |
|
Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
324-7 |
322-1 |
311-1 |
|
R3 |
319-1 |
316-3 |
309-5 |
|
R2 |
313-3 |
313-3 |
309-0 |
|
R1 |
310-5 |
310-5 |
308-4 |
309-1 |
PP |
307-5 |
307-5 |
307-5 |
306-6 |
S1 |
304-7 |
304-7 |
307-4 |
303-3 |
S2 |
301-7 |
301-7 |
307-0 |
|
S3 |
296-1 |
299-1 |
306-3 |
|
S4 |
290-3 |
293-3 |
304-7 |
|
|
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 |
325-4 |
304-4 |
21-0 |
6.8% |
7-4 |
2.5% |
17% |
False |
True |
66,484 |
10 |
342-2 |
304-4 |
37-6 |
12.3% |
8-4 |
2.8% |
9% |
False |
True |
64,763 |
20 |
399-0 |
304-4 |
94-4 |
30.7% |
8-3 |
2.7% |
4% |
False |
True |
74,923 |
40 |
459-6 |
304-4 |
155-2 |
50.4% |
8-4 |
2.8% |
2% |
False |
True |
59,363 |
60 |
459-6 |
304-4 |
155-2 |
50.4% |
8-4 |
2.8% |
2% |
False |
True |
46,543 |
80 |
459-6 |
304-4 |
155-2 |
50.4% |
7-7 |
2.6% |
2% |
False |
True |
37,924 |
100 |
459-6 |
304-4 |
155-2 |
50.4% |
7-2 |
2.4% |
2% |
False |
True |
31,911 |
120 |
459-6 |
304-4 |
155-2 |
50.4% |
6-7 |
2.2% |
2% |
False |
True |
27,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
334-6 |
2.618 |
325-2 |
1.618 |
319-4 |
1.000 |
316-0 |
0.618 |
313-6 |
HIGH |
310-2 |
0.618 |
308-0 |
0.500 |
307-3 |
0.382 |
306-6 |
LOW |
304-4 |
0.618 |
301-0 |
1.000 |
298-6 |
1.618 |
295-2 |
2.618 |
289-4 |
4.250 |
280-0 |
|
|
Fisher Pivots for day following 22-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
307-6 |
314-2 |
PP |
307-5 |
312-1 |
S1 |
307-3 |
310-1 |
|