CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 05-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
353-0 |
353-4 |
0-4 |
0.1% |
314-0 |
High |
360-4 |
357-2 |
-3-2 |
-0.9% |
339-6 |
Low |
353-0 |
340-0 |
-13-0 |
-3.7% |
314-0 |
Close |
354-4 |
347-0 |
-7-4 |
-2.1% |
339-4 |
Range |
7-4 |
17-2 |
9-6 |
130.0% |
25-6 |
ATR |
11-2 |
11-6 |
0-3 |
3.8% |
0-0 |
Volume |
79,905 |
55,168 |
-24,737 |
-31.0% |
309,508 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
399-7 |
390-5 |
356-4 |
|
R3 |
382-5 |
373-3 |
351-6 |
|
R2 |
365-3 |
365-3 |
350-1 |
|
R1 |
356-1 |
356-1 |
348-5 |
352-1 |
PP |
348-1 |
348-1 |
348-1 |
346-0 |
S1 |
338-7 |
338-7 |
345-3 |
334-7 |
S2 |
330-7 |
330-7 |
343-7 |
|
S3 |
313-5 |
321-5 |
342-2 |
|
S4 |
296-3 |
304-3 |
337-4 |
|
|
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 |
327-4 |
37-0 |
10.7% |
11-1 |
3.2% |
53% |
False |
False |
63,575 |
10 |
364-4 |
314-0 |
50-4 |
14.6% |
10-0 |
2.9% |
65% |
False |
False |
63,104 |
20 |
364-4 |
304-4 |
60-0 |
17.3% |
9-2 |
2.7% |
71% |
False |
False |
63,933 |
40 |
458-0 |
304-4 |
153-4 |
44.2% |
9-1 |
2.6% |
28% |
False |
False |
66,060 |
60 |
459-6 |
304-4 |
155-2 |
44.7% |
8-6 |
2.5% |
27% |
False |
False |
53,827 |
80 |
459-6 |
304-4 |
155-2 |
44.7% |
8-4 |
2.4% |
27% |
False |
False |
44,565 |
100 |
459-6 |
304-4 |
155-2 |
44.7% |
7-5 |
2.2% |
27% |
False |
False |
37,350 |
120 |
459-6 |
304-4 |
155-2 |
44.7% |
7-3 |
2.1% |
27% |
False |
False |
32,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
430-4 |
2.618 |
402-3 |
1.618 |
385-1 |
1.000 |
374-4 |
0.618 |
367-7 |
HIGH |
357-2 |
0.618 |
350-5 |
0.500 |
348-5 |
0.382 |
346-5 |
LOW |
340-0 |
0.618 |
329-3 |
1.000 |
322-6 |
1.618 |
312-1 |
2.618 |
294-7 |
4.250 |
266-6 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
348-5 |
352-2 |
PP |
348-1 |
350-4 |
S1 |
347-4 |
348-6 |
|