CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
328-0 |
333-0 |
5-0 |
1.5% |
314-0 |
High |
334-4 |
339-6 |
5-2 |
1.6% |
339-6 |
Low |
327-4 |
330-0 |
2-4 |
0.8% |
314-0 |
Close |
332-2 |
339-4 |
7-2 |
2.2% |
339-4 |
Range |
7-0 |
9-6 |
2-6 |
39.3% |
25-6 |
ATR |
10-5 |
10-4 |
0-0 |
-0.6% |
0-0 |
Volume |
67,359 |
53,689 |
-13,670 |
-20.3% |
309,508 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
365-5 |
362-3 |
344-7 |
|
R3 |
355-7 |
352-5 |
342-1 |
|
R2 |
346-1 |
346-1 |
341-2 |
|
R1 |
342-7 |
342-7 |
340-3 |
344-4 |
PP |
336-3 |
336-3 |
336-3 |
337-2 |
S1 |
333-1 |
333-1 |
338-5 |
334-6 |
S2 |
326-5 |
326-5 |
337-6 |
|
S3 |
316-7 |
323-3 |
336-7 |
|
S4 |
307-1 |
313-5 |
334-1 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-3 |
399-5 |
353-5 |
|
R3 |
382-5 |
373-7 |
346-5 |
|
R2 |
356-7 |
356-7 |
344-2 |
|
R1 |
348-1 |
348-1 |
341-7 |
352-4 |
PP |
331-1 |
331-1 |
331-1 |
333-2 |
S1 |
322-3 |
322-3 |
337-1 |
326-6 |
S2 |
305-3 |
305-3 |
334-6 |
|
S3 |
279-5 |
296-5 |
332-3 |
|
S4 |
253-7 |
270-7 |
325-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
339-6 |
314-0 |
25-6 |
7.6% |
7-4 |
2.2% |
99% |
True |
False |
61,901 |
10 |
339-6 |
304-4 |
35-2 |
10.4% |
8-3 |
2.5% |
99% |
True |
False |
62,691 |
20 |
342-2 |
304-4 |
37-6 |
11.1% |
8-7 |
2.6% |
93% |
False |
False |
73,651 |
40 |
458-0 |
304-4 |
153-4 |
45.2% |
8-4 |
2.5% |
23% |
False |
False |
64,253 |
60 |
459-6 |
304-4 |
155-2 |
45.7% |
8-4 |
2.5% |
23% |
False |
False |
51,766 |
80 |
459-6 |
304-4 |
155-2 |
45.7% |
8-0 |
2.4% |
23% |
False |
False |
42,623 |
100 |
459-6 |
304-4 |
155-2 |
45.7% |
7-5 |
2.2% |
23% |
False |
False |
35,696 |
120 |
459-6 |
304-4 |
155-2 |
45.7% |
7-1 |
2.1% |
23% |
False |
False |
30,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
381-2 |
2.618 |
365-2 |
1.618 |
355-4 |
1.000 |
349-4 |
0.618 |
345-6 |
HIGH |
339-6 |
0.618 |
336-0 |
0.500 |
334-7 |
0.382 |
333-6 |
LOW |
330-0 |
0.618 |
324-0 |
1.000 |
320-2 |
1.618 |
314-2 |
2.618 |
304-4 |
4.250 |
288-4 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
338-0 |
335-4 |
PP |
336-3 |
331-5 |
S1 |
334-7 |
327-5 |
|