CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 04-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
350-4 |
353-0 |
2-4 |
0.7% |
314-0 |
High |
364-4 |
360-4 |
-4-0 |
-1.1% |
339-6 |
Low |
350-4 |
353-0 |
2-4 |
0.7% |
314-0 |
Close |
358-0 |
354-4 |
-3-4 |
-1.0% |
339-4 |
Range |
14-0 |
7-4 |
-6-4 |
-46.4% |
25-6 |
ATR |
11-5 |
11-2 |
-0-2 |
-2.5% |
0-0 |
Volume |
61,754 |
79,905 |
18,151 |
29.4% |
309,508 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
378-4 |
374-0 |
358-5 |
|
R3 |
371-0 |
366-4 |
356-4 |
|
R2 |
363-4 |
363-4 |
355-7 |
|
R1 |
359-0 |
359-0 |
355-2 |
361-2 |
PP |
356-0 |
356-0 |
356-0 |
357-1 |
S1 |
351-4 |
351-4 |
353-6 |
353-6 |
S2 |
348-4 |
348-4 |
353-1 |
|
S3 |
341-0 |
344-0 |
352-4 |
|
S4 |
333-4 |
336-4 |
350-3 |
|
|
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 |
13.8% |
8-6 |
2.5% |
80% |
False |
False |
70,315 |
10 |
364-4 |
304-4 |
60-0 |
16.9% |
8-7 |
2.5% |
83% |
False |
False |
64,547 |
20 |
364-4 |
304-4 |
60-0 |
16.9% |
8-7 |
2.5% |
83% |
False |
False |
69,330 |
40 |
458-0 |
304-4 |
153-4 |
43.3% |
8-6 |
2.5% |
33% |
False |
False |
66,122 |
60 |
459-6 |
304-4 |
155-2 |
43.8% |
8-5 |
2.4% |
32% |
False |
False |
53,188 |
80 |
459-6 |
304-4 |
155-2 |
43.8% |
8-2 |
2.3% |
32% |
False |
False |
44,098 |
100 |
459-6 |
304-4 |
155-2 |
43.8% |
7-4 |
2.1% |
32% |
False |
False |
36,957 |
120 |
459-6 |
304-4 |
155-2 |
43.8% |
7-2 |
2.0% |
32% |
False |
False |
31,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
392-3 |
2.618 |
380-1 |
1.618 |
372-5 |
1.000 |
368-0 |
0.618 |
365-1 |
HIGH |
360-4 |
0.618 |
357-5 |
0.500 |
356-6 |
0.382 |
355-7 |
LOW |
353-0 |
0.618 |
348-3 |
1.000 |
345-4 |
1.618 |
340-7 |
2.618 |
333-3 |
4.250 |
321-1 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
356-6 |
352-1 |
PP |
356-0 |
349-5 |
S1 |
355-2 |
347-2 |
|