CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
335-0 |
338-4 |
3-4 |
1.0% |
402-4 |
| High |
340-2 |
341-0 |
0-6 |
0.2% |
403-0 |
| Low |
332-0 |
335-6 |
3-6 |
1.1% |
357-0 |
| Close |
334-2 |
340-0 |
5-6 |
1.7% |
357-4 |
| Range |
8-2 |
5-2 |
-3-0 |
-36.4% |
46-0 |
| ATR |
12-1 |
11-6 |
-0-3 |
-3.1% |
0-0 |
| Volume |
207,792 |
97,880 |
-109,912 |
-52.9% |
432,137 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
354-5 |
352-5 |
342-7 |
|
| R3 |
349-3 |
347-3 |
341-4 |
|
| R2 |
344-1 |
344-1 |
341-0 |
|
| R1 |
342-1 |
342-1 |
340-4 |
343-1 |
| PP |
338-7 |
338-7 |
338-7 |
339-4 |
| S1 |
336-7 |
336-7 |
339-4 |
337-7 |
| S2 |
333-5 |
333-5 |
339-0 |
|
| S3 |
328-3 |
331-5 |
338-4 |
|
| S4 |
323-1 |
326-3 |
337-1 |
|
|
| 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 |
364-0 |
332-0 |
32-0 |
9.4% |
8-3 |
2.5% |
25% |
False |
False |
152,265 |
| 10 |
408-2 |
332-0 |
76-2 |
22.4% |
8-2 |
2.4% |
10% |
False |
False |
124,780 |
| 20 |
469-2 |
332-0 |
137-2 |
40.4% |
8-6 |
2.6% |
6% |
False |
False |
102,230 |
| 40 |
473-0 |
332-0 |
141-0 |
41.5% |
9-0 |
2.7% |
6% |
False |
False |
77,427 |
| 60 |
473-0 |
332-0 |
141-0 |
41.5% |
8-6 |
2.6% |
6% |
False |
False |
63,310 |
| 80 |
473-0 |
332-0 |
141-0 |
41.5% |
8-4 |
2.5% |
6% |
False |
False |
53,629 |
| 100 |
473-0 |
332-0 |
141-0 |
41.5% |
8-4 |
2.5% |
6% |
False |
False |
46,778 |
| 120 |
473-0 |
332-0 |
141-0 |
41.5% |
8-6 |
2.6% |
6% |
False |
False |
41,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
363-2 |
|
2.618 |
354-6 |
|
1.618 |
349-4 |
|
1.000 |
346-2 |
|
0.618 |
344-2 |
|
HIGH |
341-0 |
|
0.618 |
339-0 |
|
0.500 |
338-3 |
|
0.382 |
337-6 |
|
LOW |
335-6 |
|
0.618 |
332-4 |
|
1.000 |
330-4 |
|
1.618 |
327-2 |
|
2.618 |
322-0 |
|
4.250 |
313-4 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
339-4 |
341-1 |
| PP |
338-7 |
340-6 |
| S1 |
338-3 |
340-3 |
|