CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 07-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
346-4 |
343-4 |
-3-0 |
-0.9% |
402-4 |
High |
349-6 |
350-2 |
0-4 |
0.1% |
403-0 |
Low |
343-6 |
335-0 |
-8-6 |
-2.5% |
357-0 |
Close |
344-2 |
335-6 |
-8-4 |
-2.5% |
357-4 |
Range |
6-0 |
15-2 |
9-2 |
154.2% |
46-0 |
ATR |
12-1 |
12-3 |
0-2 |
1.8% |
0-0 |
Volume |
138,603 |
159,361 |
20,758 |
15.0% |
432,137 |
|
Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-1 |
376-1 |
344-1 |
|
R3 |
370-7 |
360-7 |
340-0 |
|
R2 |
355-5 |
355-5 |
338-4 |
|
R1 |
345-5 |
345-5 |
337-1 |
343-0 |
PP |
340-3 |
340-3 |
340-3 |
339-0 |
S1 |
330-3 |
330-3 |
334-3 |
327-6 |
S2 |
325-1 |
325-1 |
333-0 |
|
S3 |
309-7 |
315-1 |
331-4 |
|
S4 |
294-5 |
299-7 |
327-3 |
|
|
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 |
375-0 |
335-0 |
40-0 |
11.9% |
9-4 |
2.8% |
2% |
False |
True |
127,467 |
10 |
411-0 |
335-0 |
76-0 |
22.6% |
8-6 |
2.6% |
1% |
False |
True |
115,644 |
20 |
471-4 |
335-0 |
136-4 |
40.7% |
9-1 |
2.7% |
1% |
False |
True |
92,270 |
40 |
473-0 |
335-0 |
138-0 |
41.1% |
8-7 |
2.7% |
1% |
False |
True |
71,840 |
60 |
473-0 |
335-0 |
138-0 |
41.1% |
8-7 |
2.6% |
1% |
False |
True |
59,017 |
80 |
473-0 |
335-0 |
138-0 |
41.1% |
8-4 |
2.5% |
1% |
False |
True |
50,587 |
100 |
473-0 |
335-0 |
138-0 |
41.1% |
8-4 |
2.5% |
1% |
False |
True |
44,052 |
120 |
473-0 |
335-0 |
138-0 |
41.1% |
8-6 |
2.6% |
1% |
False |
True |
39,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
415-0 |
2.618 |
390-1 |
1.618 |
374-7 |
1.000 |
365-4 |
0.618 |
359-5 |
HIGH |
350-2 |
0.618 |
344-3 |
0.500 |
342-5 |
0.382 |
340-7 |
LOW |
335-0 |
0.618 |
325-5 |
1.000 |
319-6 |
1.618 |
310-3 |
2.618 |
295-1 |
4.250 |
270-2 |
|
|
Fisher Pivots for day following 07-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
342-5 |
349-4 |
PP |
340-3 |
344-7 |
S1 |
338-0 |
340-3 |
|