CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 15-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
342-4 |
348-4 |
6-0 |
1.8% |
346-4 |
High |
346-0 |
349-2 |
3-2 |
0.9% |
350-2 |
Low |
339-4 |
336-0 |
-3-4 |
-1.0% |
328-4 |
Close |
345-4 |
337-4 |
-8-0 |
-2.3% |
338-0 |
Range |
6-4 |
13-2 |
6-6 |
103.8% |
21-6 |
ATR |
11-2 |
11-3 |
0-1 |
1.3% |
0-0 |
Volume |
113,031 |
105,152 |
-7,879 |
-7.0% |
703,162 |
|
Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380-5 |
372-3 |
344-6 |
|
R3 |
367-3 |
359-1 |
341-1 |
|
R2 |
354-1 |
354-1 |
339-7 |
|
R1 |
345-7 |
345-7 |
338-6 |
343-3 |
PP |
340-7 |
340-7 |
340-7 |
339-6 |
S1 |
332-5 |
332-5 |
336-2 |
330-1 |
S2 |
327-5 |
327-5 |
335-1 |
|
S3 |
314-3 |
319-3 |
333-7 |
|
S4 |
301-1 |
306-1 |
330-2 |
|
|
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 |
349-2 |
328-4 |
20-6 |
6.1% |
9-0 |
2.7% |
43% |
True |
False |
104,770 |
10 |
373-4 |
328-4 |
45-0 |
13.3% |
9-3 |
2.8% |
20% |
False |
False |
126,785 |
20 |
429-6 |
328-4 |
101-2 |
30.0% |
8-6 |
2.6% |
9% |
False |
False |
109,404 |
40 |
473-0 |
328-4 |
144-4 |
42.8% |
9-0 |
2.7% |
6% |
False |
False |
81,782 |
60 |
473-0 |
328-4 |
144-4 |
42.8% |
8-7 |
2.6% |
6% |
False |
False |
68,658 |
80 |
473-0 |
328-4 |
144-4 |
42.8% |
8-6 |
2.6% |
6% |
False |
False |
57,480 |
100 |
473-0 |
328-4 |
144-4 |
42.8% |
8-4 |
2.5% |
6% |
False |
False |
50,363 |
120 |
473-0 |
328-4 |
144-4 |
42.8% |
8-4 |
2.5% |
6% |
False |
False |
44,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
405-4 |
2.618 |
384-0 |
1.618 |
370-6 |
1.000 |
362-4 |
0.618 |
357-4 |
HIGH |
349-2 |
0.618 |
344-2 |
0.500 |
342-5 |
0.382 |
341-0 |
LOW |
336-0 |
0.618 |
327-6 |
1.000 |
322-6 |
1.618 |
314-4 |
2.618 |
301-2 |
4.250 |
279-6 |
|
|
Fisher Pivots for day following 15-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
342-5 |
339-3 |
PP |
340-7 |
338-6 |
S1 |
339-2 |
338-1 |
|