CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 10-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
338-4 |
335-0 |
-3-4 |
-1.0% |
346-4 |
High |
341-0 |
338-4 |
-2-4 |
-0.7% |
350-2 |
Low |
335-6 |
328-4 |
-7-2 |
-2.2% |
328-4 |
Close |
340-0 |
338-0 |
-2-0 |
-0.6% |
338-0 |
Range |
5-2 |
10-0 |
4-6 |
90.5% |
21-6 |
ATR |
11-6 |
11-5 |
0-0 |
-0.1% |
0-0 |
Volume |
97,880 |
99,526 |
1,646 |
1.7% |
703,162 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
365-0 |
361-4 |
343-4 |
|
R3 |
355-0 |
351-4 |
340-6 |
|
R2 |
345-0 |
345-0 |
339-7 |
|
R1 |
341-4 |
341-4 |
338-7 |
343-2 |
PP |
335-0 |
335-0 |
335-0 |
335-7 |
S1 |
331-4 |
331-4 |
337-1 |
333-2 |
S2 |
325-0 |
325-0 |
336-1 |
|
S3 |
315-0 |
321-4 |
335-2 |
|
S4 |
305-0 |
311-4 |
332-4 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
404-1 |
392-7 |
350-0 |
|
R3 |
382-3 |
371-1 |
344-0 |
|
R2 |
360-5 |
360-5 |
342-0 |
|
R1 |
349-3 |
349-3 |
340-0 |
344-1 |
PP |
338-7 |
338-7 |
338-7 |
336-2 |
S1 |
327-5 |
327-5 |
336-0 |
322-3 |
S2 |
317-1 |
317-1 |
334-0 |
|
S3 |
295-3 |
305-7 |
332-0 |
|
S4 |
273-5 |
284-1 |
326-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
350-2 |
328-4 |
21-6 |
6.4% |
9-0 |
2.6% |
44% |
False |
True |
140,632 |
10 |
406-2 |
328-4 |
77-6 |
23.0% |
8-4 |
2.5% |
12% |
False |
True |
123,517 |
20 |
458-6 |
328-4 |
130-2 |
38.5% |
9-0 |
2.6% |
7% |
False |
True |
104,042 |
40 |
473-0 |
328-4 |
144-4 |
42.8% |
9-0 |
2.7% |
7% |
False |
True |
77,231 |
60 |
473-0 |
328-4 |
144-4 |
42.8% |
8-7 |
2.6% |
7% |
False |
True |
64,424 |
80 |
473-0 |
328-4 |
144-4 |
42.8% |
8-4 |
2.5% |
7% |
False |
True |
54,464 |
100 |
473-0 |
328-4 |
144-4 |
42.8% |
8-3 |
2.5% |
7% |
False |
True |
47,677 |
120 |
473-0 |
328-4 |
144-4 |
42.8% |
8-5 |
2.6% |
7% |
False |
True |
42,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
381-0 |
2.618 |
364-5 |
1.618 |
354-5 |
1.000 |
348-4 |
0.618 |
344-5 |
HIGH |
338-4 |
0.618 |
334-5 |
0.500 |
333-4 |
0.382 |
332-3 |
LOW |
328-4 |
0.618 |
322-3 |
1.000 |
318-4 |
1.618 |
312-3 |
2.618 |
302-3 |
4.250 |
286-0 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
336-4 |
336-7 |
PP |
335-0 |
335-7 |
S1 |
333-4 |
334-6 |
|