CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 23-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
309-6 |
319-0 |
9-2 |
3.0% |
322-0 |
High |
310-2 |
327-2 |
17-0 |
5.5% |
342-2 |
Low |
304-4 |
315-6 |
11-2 |
3.7% |
316-4 |
Close |
308-0 |
327-0 |
19-0 |
6.2% |
322-2 |
Range |
5-6 |
11-4 |
5-6 |
100.0% |
25-6 |
ATR |
10-4 |
11-1 |
0-5 |
6.0% |
0-0 |
Volume |
69,592 |
63,580 |
-6,012 |
-8.6% |
346,061 |
|
Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
357-7 |
353-7 |
333-3 |
|
R3 |
346-3 |
342-3 |
330-1 |
|
R2 |
334-7 |
334-7 |
329-1 |
|
R1 |
330-7 |
330-7 |
328-0 |
332-7 |
PP |
323-3 |
323-3 |
323-3 |
324-2 |
S1 |
319-3 |
319-3 |
326-0 |
321-3 |
S2 |
311-7 |
311-7 |
324-7 |
|
S3 |
300-3 |
307-7 |
323-7 |
|
S4 |
288-7 |
296-3 |
320-5 |
|
|
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 |
327-2 |
304-4 |
22-6 |
7.0% |
8-0 |
2.5% |
99% |
True |
False |
65,178 |
10 |
342-2 |
304-4 |
37-6 |
11.5% |
9-1 |
2.8% |
60% |
False |
False |
65,539 |
20 |
396-4 |
304-4 |
92-0 |
28.1% |
8-4 |
2.6% |
24% |
False |
False |
74,892 |
40 |
459-6 |
304-4 |
155-2 |
47.5% |
8-5 |
2.7% |
14% |
False |
False |
59,840 |
60 |
459-6 |
304-4 |
155-2 |
47.5% |
8-5 |
2.6% |
14% |
False |
False |
47,363 |
80 |
459-6 |
304-4 |
155-2 |
47.5% |
8-0 |
2.4% |
14% |
False |
False |
38,667 |
100 |
459-6 |
304-4 |
155-2 |
47.5% |
7-3 |
2.2% |
14% |
False |
False |
32,502 |
120 |
459-6 |
304-4 |
155-2 |
47.5% |
7-0 |
2.1% |
14% |
False |
False |
27,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
376-1 |
2.618 |
357-3 |
1.618 |
345-7 |
1.000 |
338-6 |
0.618 |
334-3 |
HIGH |
327-2 |
0.618 |
322-7 |
0.500 |
321-4 |
0.382 |
320-1 |
LOW |
315-6 |
0.618 |
308-5 |
1.000 |
304-2 |
1.618 |
297-1 |
2.618 |
285-5 |
4.250 |
266-7 |
|
|
Fisher Pivots for day following 23-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
325-1 |
323-2 |
PP |
323-3 |
319-5 |
S1 |
321-4 |
315-7 |
|