CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 29-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
321-0 |
319-0 |
-2-0 |
-0.6% |
323-4 |
High |
326-2 |
321-2 |
-5-0 |
-1.5% |
327-4 |
Low |
320-0 |
315-4 |
-4-4 |
-1.4% |
304-4 |
Close |
320-4 |
320-6 |
0-2 |
0.1% |
316-2 |
Range |
6-2 |
5-6 |
-0-4 |
-8.0% |
23-0 |
ATR |
10-6 |
10-3 |
-0-3 |
-3.3% |
0-0 |
Volume |
52,231 |
88,869 |
36,638 |
70.1% |
317,406 |
|
Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
336-3 |
334-3 |
323-7 |
|
R3 |
330-5 |
328-5 |
322-3 |
|
R2 |
324-7 |
324-7 |
321-6 |
|
R1 |
322-7 |
322-7 |
321-2 |
323-7 |
PP |
319-1 |
319-1 |
319-1 |
319-6 |
S1 |
317-1 |
317-1 |
320-2 |
318-1 |
S2 |
313-3 |
313-3 |
319-6 |
|
S3 |
307-5 |
311-3 |
319-1 |
|
S4 |
301-7 |
305-5 |
317-5 |
|
|
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 |
314-0 |
13-4 |
4.2% |
9-0 |
2.8% |
50% |
False |
False |
62,634 |
10 |
327-4 |
304-4 |
23-0 |
7.2% |
8-2 |
2.6% |
71% |
False |
False |
64,559 |
20 |
360-4 |
304-4 |
56-0 |
17.5% |
8-7 |
2.8% |
29% |
False |
False |
74,702 |
40 |
458-4 |
304-4 |
154-0 |
48.0% |
8-6 |
2.7% |
11% |
False |
False |
62,882 |
60 |
459-6 |
304-4 |
155-2 |
48.4% |
8-3 |
2.6% |
10% |
False |
False |
50,446 |
80 |
459-6 |
304-4 |
155-2 |
48.4% |
8-0 |
2.5% |
10% |
False |
False |
41,288 |
100 |
459-6 |
304-4 |
155-2 |
48.4% |
7-4 |
2.3% |
10% |
False |
False |
34,667 |
120 |
459-6 |
304-4 |
155-2 |
48.4% |
7-1 |
2.2% |
10% |
False |
False |
29,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
345-6 |
2.618 |
336-2 |
1.618 |
330-4 |
1.000 |
327-0 |
0.618 |
324-6 |
HIGH |
321-2 |
0.618 |
319-0 |
0.500 |
318-3 |
0.382 |
317-6 |
LOW |
315-4 |
0.618 |
312-0 |
1.000 |
309-6 |
1.618 |
306-2 |
2.618 |
300-4 |
4.250 |
291-0 |
|
|
Fisher Pivots for day following 29-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
320-0 |
320-4 |
PP |
319-1 |
320-3 |
S1 |
318-3 |
320-1 |
|