CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 27-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
326-4 |
314-0 |
-12-4 |
-3.8% |
323-4 |
High |
327-4 |
323-0 |
-4-4 |
-1.4% |
327-4 |
Low |
315-0 |
314-0 |
-1-0 |
-0.3% |
304-4 |
Close |
316-2 |
322-2 |
6-0 |
1.9% |
316-2 |
Range |
12-4 |
9-0 |
-3-4 |
-28.0% |
23-0 |
ATR |
11-2 |
11-1 |
-0-1 |
-1.4% |
0-0 |
Volume |
61,132 |
47,360 |
-13,772 |
-22.5% |
317,406 |
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
346-6 |
343-4 |
327-2 |
|
R3 |
337-6 |
334-4 |
324-6 |
|
R2 |
328-6 |
328-6 |
323-7 |
|
R1 |
325-4 |
325-4 |
323-1 |
327-1 |
PP |
319-6 |
319-6 |
319-6 |
320-4 |
S1 |
316-4 |
316-4 |
321-3 |
318-1 |
S2 |
310-6 |
310-6 |
320-5 |
|
S3 |
301-6 |
307-4 |
319-6 |
|
S4 |
292-6 |
298-4 |
317-2 |
|
|
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 |
7.1% |
10-0 |
3.1% |
77% |
False |
False |
63,777 |
10 |
342-2 |
304-4 |
37-6 |
11.7% |
9-1 |
2.8% |
47% |
False |
False |
64,662 |
20 |
390-6 |
304-4 |
86-2 |
26.8% |
8-7 |
2.7% |
21% |
False |
False |
75,049 |
40 |
459-6 |
304-4 |
155-2 |
48.2% |
8-6 |
2.7% |
11% |
False |
False |
60,435 |
60 |
459-6 |
304-4 |
155-2 |
48.2% |
8-4 |
2.7% |
11% |
False |
False |
48,688 |
80 |
459-6 |
304-4 |
155-2 |
48.2% |
8-0 |
2.5% |
11% |
False |
False |
39,803 |
100 |
459-6 |
304-4 |
155-2 |
48.2% |
7-3 |
2.3% |
11% |
False |
False |
33,420 |
120 |
459-6 |
304-4 |
155-2 |
48.2% |
7-0 |
2.2% |
11% |
False |
False |
28,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
361-2 |
2.618 |
346-4 |
1.618 |
337-4 |
1.000 |
332-0 |
0.618 |
328-4 |
HIGH |
323-0 |
0.618 |
319-4 |
0.500 |
318-4 |
0.382 |
317-4 |
LOW |
314-0 |
0.618 |
308-4 |
1.000 |
305-0 |
1.618 |
299-4 |
2.618 |
290-4 |
4.250 |
275-6 |
|
|
Fisher Pivots for day following 27-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
321-0 |
321-6 |
PP |
319-6 |
321-2 |
S1 |
318-4 |
320-6 |
|