CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
319-0 |
328-0 |
9-0 |
2.8% |
323-4 |
High |
321-2 |
334-4 |
13-2 |
4.1% |
327-4 |
Low |
315-4 |
327-4 |
12-0 |
3.8% |
304-4 |
Close |
320-6 |
332-2 |
11-4 |
3.6% |
316-2 |
Range |
5-6 |
7-0 |
1-2 |
21.7% |
23-0 |
ATR |
10-3 |
10-5 |
0-2 |
2.3% |
0-0 |
Volume |
88,869 |
67,359 |
-21,510 |
-24.2% |
317,406 |
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
352-3 |
349-3 |
336-1 |
|
R3 |
345-3 |
342-3 |
334-1 |
|
R2 |
338-3 |
338-3 |
333-4 |
|
R1 |
335-3 |
335-3 |
332-7 |
336-7 |
PP |
331-3 |
331-3 |
331-3 |
332-2 |
S1 |
328-3 |
328-3 |
331-5 |
329-7 |
S2 |
324-3 |
324-3 |
331-0 |
|
S3 |
317-3 |
321-3 |
330-3 |
|
S4 |
310-3 |
314-3 |
328-3 |
|
|
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 |
334-4 |
314-0 |
20-4 |
6.2% |
8-1 |
2.4% |
89% |
True |
False |
63,390 |
10 |
334-4 |
304-4 |
30-0 |
9.0% |
8-1 |
2.4% |
93% |
True |
False |
64,284 |
20 |
351-4 |
304-4 |
47-0 |
14.1% |
8-5 |
2.6% |
59% |
False |
False |
75,013 |
40 |
458-4 |
304-4 |
154-0 |
46.4% |
8-5 |
2.6% |
18% |
False |
False |
63,920 |
60 |
459-6 |
304-4 |
155-2 |
46.7% |
8-3 |
2.5% |
18% |
False |
False |
51,327 |
80 |
459-6 |
304-4 |
155-2 |
46.7% |
8-0 |
2.4% |
18% |
False |
False |
42,045 |
100 |
459-6 |
304-4 |
155-2 |
46.7% |
7-4 |
2.3% |
18% |
False |
False |
35,195 |
120 |
459-6 |
304-4 |
155-2 |
46.7% |
7-1 |
2.1% |
18% |
False |
False |
30,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
364-2 |
2.618 |
352-7 |
1.618 |
345-7 |
1.000 |
341-4 |
0.618 |
338-7 |
HIGH |
334-4 |
0.618 |
331-7 |
0.500 |
331-0 |
0.382 |
330-1 |
LOW |
327-4 |
0.618 |
323-1 |
1.000 |
320-4 |
1.618 |
316-1 |
2.618 |
309-1 |
4.250 |
297-6 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
331-7 |
329-7 |
PP |
331-3 |
327-3 |
S1 |
331-0 |
325-0 |
|