CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 06-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
361-0 |
346-4 |
-14-4 |
-4.0% |
402-4 |
High |
364-0 |
349-6 |
-14-2 |
-3.9% |
403-0 |
Low |
357-0 |
343-6 |
-13-2 |
-3.7% |
357-0 |
Close |
357-4 |
344-2 |
-13-2 |
-3.7% |
357-4 |
Range |
7-0 |
6-0 |
-1-0 |
-14.3% |
46-0 |
ATR |
12-0 |
12-1 |
0-1 |
1.0% |
0-0 |
Volume |
157,691 |
138,603 |
-19,088 |
-12.1% |
432,137 |
|
Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
363-7 |
360-1 |
347-4 |
|
R3 |
357-7 |
354-1 |
345-7 |
|
R2 |
351-7 |
351-7 |
345-3 |
|
R1 |
348-1 |
348-1 |
344-6 |
347-0 |
PP |
345-7 |
345-7 |
345-7 |
345-3 |
S1 |
342-1 |
342-1 |
343-6 |
341-0 |
S2 |
339-7 |
339-7 |
343-1 |
|
S3 |
333-7 |
336-1 |
342-5 |
|
S4 |
327-7 |
330-1 |
341-0 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
510-4 |
480-0 |
382-6 |
|
R3 |
464-4 |
434-0 |
370-1 |
|
R2 |
418-4 |
418-4 |
365-7 |
|
R1 |
388-0 |
388-0 |
361-6 |
380-2 |
PP |
372-4 |
372-4 |
372-4 |
368-5 |
S1 |
342-0 |
342-0 |
353-2 |
334-2 |
S2 |
326-4 |
326-4 |
349-1 |
|
S3 |
280-4 |
296-0 |
344-7 |
|
S4 |
234-4 |
250-0 |
332-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
403-0 |
343-6 |
59-2 |
17.2% |
7-7 |
2.3% |
1% |
False |
True |
114,148 |
10 |
411-0 |
343-6 |
67-2 |
19.5% |
8-0 |
2.3% |
1% |
False |
True |
107,530 |
20 |
471-4 |
343-6 |
127-6 |
37.1% |
8-6 |
2.5% |
0% |
False |
True |
86,568 |
40 |
473-0 |
343-6 |
129-2 |
37.5% |
8-5 |
2.5% |
0% |
False |
True |
69,624 |
60 |
473-0 |
343-6 |
129-2 |
37.5% |
8-6 |
2.6% |
0% |
False |
True |
56,800 |
80 |
473-0 |
343-6 |
129-2 |
37.5% |
8-4 |
2.5% |
0% |
False |
True |
48,897 |
100 |
473-0 |
343-6 |
129-2 |
37.5% |
8-3 |
2.4% |
0% |
False |
True |
42,587 |
120 |
473-0 |
343-6 |
129-2 |
37.5% |
8-6 |
2.5% |
0% |
False |
True |
38,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
375-2 |
2.618 |
365-4 |
1.618 |
359-4 |
1.000 |
355-6 |
0.618 |
353-4 |
HIGH |
349-6 |
0.618 |
347-4 |
0.500 |
346-6 |
0.382 |
346-0 |
LOW |
343-6 |
0.618 |
340-0 |
1.000 |
337-6 |
1.618 |
334-0 |
2.618 |
328-0 |
4.250 |
318-2 |
|
|
Fisher Pivots for day following 06-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
346-6 |
358-5 |
PP |
345-7 |
353-7 |
S1 |
345-1 |
349-0 |
|