CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
353-4 |
340-0 |
-13-4 |
-3.8% |
314-0 |
High |
357-2 |
342-4 |
-14-6 |
-4.1% |
339-6 |
Low |
340-0 |
332-0 |
-8-0 |
-2.4% |
314-0 |
Close |
347-0 |
332-4 |
-14-4 |
-4.2% |
339-4 |
Range |
17-2 |
10-4 |
-6-6 |
-39.1% |
25-6 |
ATR |
11-6 |
12-0 |
0-2 |
2.0% |
0-0 |
Volume |
55,168 |
75,758 |
20,590 |
37.3% |
309,508 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
367-1 |
360-3 |
338-2 |
|
R3 |
356-5 |
349-7 |
335-3 |
|
R2 |
346-1 |
346-1 |
334-3 |
|
R1 |
339-3 |
339-3 |
333-4 |
337-4 |
PP |
335-5 |
335-5 |
335-5 |
334-6 |
S1 |
328-7 |
328-7 |
331-4 |
327-0 |
S2 |
325-1 |
325-1 |
330-5 |
|
S3 |
314-5 |
318-3 |
329-5 |
|
S4 |
304-1 |
307-7 |
326-6 |
|
|
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 |
330-0 |
34-4 |
10.4% |
11-6 |
3.5% |
7% |
False |
False |
65,254 |
10 |
364-4 |
314-0 |
50-4 |
15.2% |
10-0 |
3.0% |
37% |
False |
False |
64,322 |
20 |
364-4 |
304-4 |
60-0 |
18.0% |
9-4 |
2.9% |
47% |
False |
False |
64,931 |
40 |
456-0 |
304-4 |
151-4 |
45.6% |
9-0 |
2.7% |
18% |
False |
False |
66,189 |
60 |
459-6 |
304-4 |
155-2 |
46.7% |
8-7 |
2.7% |
18% |
False |
False |
54,882 |
80 |
459-6 |
304-4 |
155-2 |
46.7% |
8-4 |
2.6% |
18% |
False |
False |
45,426 |
100 |
459-6 |
304-4 |
155-2 |
46.7% |
7-6 |
2.3% |
18% |
False |
False |
38,023 |
120 |
459-6 |
304-4 |
155-2 |
46.7% |
7-3 |
2.2% |
18% |
False |
False |
32,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
387-1 |
2.618 |
370-0 |
1.618 |
359-4 |
1.000 |
353-0 |
0.618 |
349-0 |
HIGH |
342-4 |
0.618 |
338-4 |
0.500 |
337-2 |
0.382 |
336-0 |
LOW |
332-0 |
0.618 |
325-4 |
1.000 |
321-4 |
1.618 |
315-0 |
2.618 |
304-4 |
4.250 |
287-3 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
337-2 |
346-2 |
PP |
335-5 |
341-5 |
S1 |
334-1 |
337-1 |
|