CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
319-0 |
326-4 |
7-4 |
2.4% |
323-4 |
High |
327-2 |
327-4 |
0-2 |
0.1% |
327-4 |
Low |
315-6 |
315-0 |
-0-6 |
-0.2% |
304-4 |
Close |
327-0 |
316-2 |
-10-6 |
-3.3% |
316-2 |
Range |
11-4 |
12-4 |
1-0 |
8.7% |
23-0 |
ATR |
11-1 |
11-2 |
0-1 |
0.9% |
0-0 |
Volume |
63,580 |
61,132 |
-2,448 |
-3.9% |
317,406 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
357-1 |
349-1 |
323-1 |
|
R3 |
344-5 |
336-5 |
319-6 |
|
R2 |
332-1 |
332-1 |
318-4 |
|
R1 |
324-1 |
324-1 |
317-3 |
321-7 |
PP |
319-5 |
319-5 |
319-5 |
318-4 |
S1 |
311-5 |
311-5 |
315-1 |
309-3 |
S2 |
307-1 |
307-1 |
314-0 |
|
S3 |
294-5 |
299-1 |
312-6 |
|
S4 |
282-1 |
286-5 |
309-3 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-1 |
373-5 |
328-7 |
|
R3 |
362-1 |
350-5 |
322-5 |
|
R2 |
339-1 |
339-1 |
320-4 |
|
R1 |
327-5 |
327-5 |
318-3 |
321-7 |
PP |
316-1 |
316-1 |
316-1 |
313-2 |
S1 |
304-5 |
304-5 |
314-1 |
298-7 |
S2 |
293-1 |
293-1 |
312-0 |
|
S3 |
270-1 |
281-5 |
309-7 |
|
S4 |
247-1 |
258-5 |
303-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
327-4 |
304-4 |
23-0 |
7.3% |
9-2 |
2.9% |
51% |
True |
False |
63,481 |
10 |
342-2 |
304-4 |
37-6 |
11.9% |
9-3 |
3.0% |
31% |
False |
False |
66,346 |
20 |
393-4 |
304-4 |
89-0 |
28.1% |
8-6 |
2.7% |
13% |
False |
False |
75,947 |
40 |
459-6 |
304-4 |
155-2 |
49.1% |
8-6 |
2.8% |
8% |
False |
False |
60,650 |
60 |
459-6 |
304-4 |
155-2 |
49.1% |
8-5 |
2.7% |
8% |
False |
False |
48,260 |
80 |
459-6 |
304-4 |
155-2 |
49.1% |
7-7 |
2.5% |
8% |
False |
False |
39,311 |
100 |
459-6 |
304-4 |
155-2 |
49.1% |
7-3 |
2.3% |
8% |
False |
False |
33,026 |
120 |
459-6 |
304-4 |
155-2 |
49.1% |
7-0 |
2.2% |
8% |
False |
False |
28,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
380-5 |
2.618 |
360-2 |
1.618 |
347-6 |
1.000 |
340-0 |
0.618 |
335-2 |
HIGH |
327-4 |
0.618 |
322-6 |
0.500 |
321-2 |
0.382 |
319-6 |
LOW |
315-0 |
0.618 |
307-2 |
1.000 |
302-4 |
1.618 |
294-6 |
2.618 |
282-2 |
4.250 |
261-7 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
321-2 |
316-1 |
PP |
319-5 |
316-1 |
S1 |
317-7 |
316-0 |
|