CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 07-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
340-0 |
331-4 |
-8-4 |
-2.5% |
350-4 |
High |
342-4 |
333-4 |
-9-0 |
-2.6% |
364-4 |
Low |
332-0 |
321-4 |
-10-4 |
-3.2% |
321-4 |
Close |
332-4 |
322-0 |
-10-4 |
-3.2% |
322-0 |
Range |
10-4 |
12-0 |
1-4 |
14.3% |
43-0 |
ATR |
12-0 |
12-0 |
0-0 |
0.0% |
0-0 |
Volume |
75,758 |
84,753 |
8,995 |
11.9% |
357,338 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
361-5 |
353-7 |
328-5 |
|
R3 |
349-5 |
341-7 |
325-2 |
|
R2 |
337-5 |
337-5 |
324-2 |
|
R1 |
329-7 |
329-7 |
323-1 |
327-6 |
PP |
325-5 |
325-5 |
325-5 |
324-5 |
S1 |
317-7 |
317-7 |
320-7 |
315-6 |
S2 |
313-5 |
313-5 |
319-6 |
|
S3 |
301-5 |
305-7 |
318-6 |
|
S4 |
289-5 |
293-7 |
315-3 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
465-0 |
436-4 |
345-5 |
|
R3 |
422-0 |
393-4 |
333-7 |
|
R2 |
379-0 |
379-0 |
329-7 |
|
R1 |
350-4 |
350-4 |
326-0 |
343-2 |
PP |
336-0 |
336-0 |
336-0 |
332-3 |
S1 |
307-4 |
307-4 |
318-0 |
300-2 |
S2 |
293-0 |
293-0 |
314-1 |
|
S3 |
250-0 |
264-4 |
310-1 |
|
S4 |
207-0 |
221-4 |
298-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
364-4 |
321-4 |
43-0 |
13.4% |
12-2 |
3.8% |
1% |
False |
True |
71,467 |
10 |
364-4 |
314-0 |
50-4 |
15.7% |
9-7 |
3.1% |
16% |
False |
False |
66,684 |
20 |
364-4 |
304-4 |
60-0 |
18.6% |
9-5 |
3.0% |
29% |
False |
False |
66,515 |
40 |
446-0 |
304-4 |
141-4 |
43.9% |
9-1 |
2.8% |
12% |
False |
False |
66,893 |
60 |
459-6 |
304-4 |
155-2 |
48.2% |
9-0 |
2.8% |
11% |
False |
False |
55,343 |
80 |
459-6 |
304-4 |
155-2 |
48.2% |
8-4 |
2.7% |
11% |
False |
False |
46,222 |
100 |
459-6 |
304-4 |
155-2 |
48.2% |
7-6 |
2.4% |
11% |
False |
False |
38,802 |
120 |
459-6 |
304-4 |
155-2 |
48.2% |
7-4 |
2.3% |
11% |
False |
False |
33,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
384-4 |
2.618 |
364-7 |
1.618 |
352-7 |
1.000 |
345-4 |
0.618 |
340-7 |
HIGH |
333-4 |
0.618 |
328-7 |
0.500 |
327-4 |
0.382 |
326-1 |
LOW |
321-4 |
0.618 |
314-1 |
1.000 |
309-4 |
1.618 |
302-1 |
2.618 |
290-1 |
4.250 |
270-4 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
327-4 |
339-3 |
PP |
325-5 |
333-5 |
S1 |
323-7 |
327-6 |
|