CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 14-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
332-6 |
342-4 |
9-6 |
2.9% |
346-4 |
High |
339-6 |
346-0 |
6-2 |
1.8% |
350-2 |
Low |
329-4 |
339-4 |
10-0 |
3.0% |
328-4 |
Close |
339-4 |
345-4 |
6-0 |
1.8% |
338-0 |
Range |
10-2 |
6-4 |
-3-6 |
-36.6% |
21-6 |
ATR |
11-5 |
11-2 |
-0-3 |
-3.1% |
0-0 |
Volume |
108,262 |
113,031 |
4,769 |
4.4% |
703,162 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
363-1 |
360-7 |
349-1 |
|
R3 |
356-5 |
354-3 |
347-2 |
|
R2 |
350-1 |
350-1 |
346-6 |
|
R1 |
347-7 |
347-7 |
346-1 |
349-0 |
PP |
343-5 |
343-5 |
343-5 |
344-2 |
S1 |
341-3 |
341-3 |
344-7 |
342-4 |
S2 |
337-1 |
337-1 |
344-2 |
|
S3 |
330-5 |
334-7 |
343-6 |
|
S4 |
324-1 |
328-3 |
341-7 |
|
|
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 |
346-0 |
328-4 |
17-4 |
5.1% |
8-0 |
2.3% |
97% |
True |
False |
125,298 |
10 |
375-0 |
328-4 |
46-4 |
13.5% |
8-6 |
2.5% |
37% |
False |
False |
126,383 |
20 |
432-4 |
328-4 |
104-0 |
30.1% |
8-4 |
2.5% |
16% |
False |
False |
108,076 |
40 |
473-0 |
328-4 |
144-4 |
41.8% |
9-0 |
2.6% |
12% |
False |
False |
79,935 |
60 |
473-0 |
328-4 |
144-4 |
41.8% |
8-7 |
2.6% |
12% |
False |
False |
67,405 |
80 |
473-0 |
328-4 |
144-4 |
41.8% |
8-4 |
2.5% |
12% |
False |
False |
56,637 |
100 |
473-0 |
328-4 |
144-4 |
41.8% |
8-4 |
2.5% |
12% |
False |
False |
49,516 |
120 |
473-0 |
328-4 |
144-4 |
41.8% |
8-4 |
2.5% |
12% |
False |
False |
43,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
373-5 |
2.618 |
363-0 |
1.618 |
356-4 |
1.000 |
352-4 |
0.618 |
350-0 |
HIGH |
346-0 |
0.618 |
343-4 |
0.500 |
342-6 |
0.382 |
342-0 |
LOW |
339-4 |
0.618 |
335-4 |
1.000 |
333-0 |
1.618 |
329-0 |
2.618 |
322-4 |
4.250 |
311-7 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
344-5 |
342-6 |
PP |
343-5 |
340-0 |
S1 |
342-6 |
337-2 |
|