CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 28-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
314-0 |
321-0 |
7-0 |
2.2% |
323-4 |
High |
323-0 |
326-2 |
3-2 |
1.0% |
327-4 |
Low |
314-0 |
320-0 |
6-0 |
1.9% |
304-4 |
Close |
322-2 |
320-4 |
-1-6 |
-0.5% |
316-2 |
Range |
9-0 |
6-2 |
-2-6 |
-30.6% |
23-0 |
ATR |
11-1 |
10-6 |
-0-3 |
-3.1% |
0-0 |
Volume |
47,360 |
52,231 |
4,871 |
10.3% |
317,406 |
|
Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
341-0 |
337-0 |
324-0 |
|
R3 |
334-6 |
330-6 |
322-2 |
|
R2 |
328-4 |
328-4 |
321-5 |
|
R1 |
324-4 |
324-4 |
321-1 |
323-3 |
PP |
322-2 |
322-2 |
322-2 |
321-6 |
S1 |
318-2 |
318-2 |
319-7 |
317-1 |
S2 |
316-0 |
316-0 |
319-3 |
|
S3 |
309-6 |
312-0 |
318-6 |
|
S4 |
303-4 |
305-6 |
317-0 |
|
|
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 |
7.2% |
9-0 |
2.8% |
70% |
False |
False |
58,779 |
10 |
342-2 |
304-4 |
37-6 |
11.8% |
9-1 |
2.8% |
42% |
False |
False |
62,374 |
20 |
360-4 |
304-4 |
56-0 |
17.5% |
8-6 |
2.7% |
29% |
False |
False |
74,268 |
40 |
459-6 |
304-4 |
155-2 |
48.4% |
8-7 |
2.8% |
10% |
False |
False |
61,210 |
60 |
459-6 |
304-4 |
155-2 |
48.4% |
8-4 |
2.7% |
10% |
False |
False |
49,161 |
80 |
459-6 |
304-4 |
155-2 |
48.4% |
8-0 |
2.5% |
10% |
False |
False |
40,332 |
100 |
459-6 |
304-4 |
155-2 |
48.4% |
7-4 |
2.3% |
10% |
False |
False |
33,843 |
120 |
459-6 |
304-4 |
155-2 |
48.4% |
7-1 |
2.2% |
10% |
False |
False |
29,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
352-6 |
2.618 |
342-5 |
1.618 |
336-3 |
1.000 |
332-4 |
0.618 |
330-1 |
HIGH |
326-2 |
0.618 |
323-7 |
0.500 |
323-1 |
0.382 |
322-3 |
LOW |
320-0 |
0.618 |
316-1 |
1.000 |
313-6 |
1.618 |
309-7 |
2.618 |
303-5 |
4.250 |
293-4 |
|
|
Fisher Pivots for day following 28-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
323-1 |
320-6 |
PP |
322-2 |
320-5 |
S1 |
321-3 |
320-5 |
|