CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
333-0 |
350-4 |
17-4 |
5.3% |
314-0 |
High |
339-6 |
364-4 |
24-6 |
7.3% |
339-6 |
Low |
330-0 |
350-4 |
20-4 |
6.2% |
314-0 |
Close |
339-4 |
358-0 |
18-4 |
5.4% |
339-4 |
Range |
9-6 |
14-0 |
4-2 |
43.6% |
25-6 |
ATR |
10-4 |
11-5 |
1-0 |
9.8% |
0-0 |
Volume |
53,689 |
61,754 |
8,065 |
15.0% |
309,508 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
399-5 |
392-7 |
365-6 |
|
R3 |
385-5 |
378-7 |
361-7 |
|
R2 |
371-5 |
371-5 |
360-5 |
|
R1 |
364-7 |
364-7 |
359-2 |
368-2 |
PP |
357-5 |
357-5 |
357-5 |
359-3 |
S1 |
350-7 |
350-7 |
356-6 |
354-2 |
S2 |
343-5 |
343-5 |
355-3 |
|
S3 |
329-5 |
336-7 |
354-1 |
|
S4 |
315-5 |
322-7 |
350-2 |
|
|
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 |
364-4 |
315-4 |
49-0 |
13.7% |
8-4 |
2.4% |
87% |
True |
False |
64,780 |
10 |
364-4 |
304-4 |
60-0 |
16.8% |
9-2 |
2.6% |
89% |
True |
False |
64,278 |
20 |
364-4 |
304-4 |
60-0 |
16.8% |
9-2 |
2.6% |
89% |
True |
False |
71,563 |
40 |
458-0 |
304-4 |
153-4 |
42.9% |
8-6 |
2.4% |
35% |
False |
False |
64,955 |
60 |
459-6 |
304-4 |
155-2 |
43.4% |
8-4 |
2.4% |
34% |
False |
False |
52,435 |
80 |
459-6 |
304-4 |
155-2 |
43.4% |
8-2 |
2.3% |
34% |
False |
False |
43,278 |
100 |
459-6 |
304-4 |
155-2 |
43.4% |
7-4 |
2.1% |
34% |
False |
False |
36,220 |
120 |
459-6 |
304-4 |
155-2 |
43.4% |
7-2 |
2.0% |
34% |
False |
False |
31,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
424-0 |
2.618 |
401-1 |
1.618 |
387-1 |
1.000 |
378-4 |
0.618 |
373-1 |
HIGH |
364-4 |
0.618 |
359-1 |
0.500 |
357-4 |
0.382 |
355-7 |
LOW |
350-4 |
0.618 |
341-7 |
1.000 |
336-4 |
1.618 |
327-7 |
2.618 |
313-7 |
4.250 |
291-0 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
357-7 |
354-0 |
PP |
357-5 |
350-0 |
S1 |
357-4 |
346-0 |
|