CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 22-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
330-4 |
320-4 |
-10-0 |
-3.0% |
332-6 |
High |
332-4 |
320-6 |
-11-6 |
-3.5% |
349-2 |
Low |
320-4 |
314-6 |
-5-6 |
-1.8% |
324-6 |
Close |
322-0 |
319-2 |
-2-6 |
-0.9% |
331-4 |
Range |
12-0 |
6-0 |
-6-0 |
-50.0% |
24-4 |
ATR |
10-7 |
10-5 |
-0-2 |
-2.4% |
0-0 |
Volume |
104,437 |
102,836 |
-1,601 |
-1.5% |
563,119 |
|
Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
336-2 |
333-6 |
322-4 |
|
R3 |
330-2 |
327-6 |
320-7 |
|
R2 |
324-2 |
324-2 |
320-3 |
|
R1 |
321-6 |
321-6 |
319-6 |
320-0 |
PP |
318-2 |
318-2 |
318-2 |
317-3 |
S1 |
315-6 |
315-6 |
318-6 |
314-0 |
S2 |
312-2 |
312-2 |
318-1 |
|
S3 |
306-2 |
309-6 |
317-5 |
|
S4 |
300-2 |
303-6 |
316-0 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-5 |
394-5 |
345-0 |
|
R3 |
384-1 |
370-1 |
338-2 |
|
R2 |
359-5 |
359-5 |
336-0 |
|
R1 |
345-5 |
345-5 |
333-6 |
340-3 |
PP |
335-1 |
335-1 |
335-1 |
332-4 |
S1 |
321-1 |
321-1 |
329-2 |
315-7 |
S2 |
310-5 |
310-5 |
327-0 |
|
S3 |
286-1 |
296-5 |
324-6 |
|
S4 |
261-5 |
272-1 |
318-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
334-6 |
314-6 |
20-0 |
6.3% |
8-1 |
2.6% |
23% |
False |
True |
103,453 |
10 |
349-2 |
314-6 |
34-4 |
10.8% |
8-5 |
2.7% |
13% |
False |
True |
104,111 |
20 |
411-0 |
314-6 |
96-2 |
30.1% |
8-5 |
2.7% |
5% |
False |
True |
114,820 |
40 |
473-0 |
314-6 |
158-2 |
49.6% |
8-7 |
2.8% |
3% |
False |
True |
89,045 |
60 |
473-0 |
314-6 |
158-2 |
49.6% |
8-7 |
2.8% |
3% |
False |
True |
74,647 |
80 |
473-0 |
314-6 |
158-2 |
49.6% |
8-7 |
2.8% |
3% |
False |
True |
62,636 |
100 |
473-0 |
314-6 |
158-2 |
49.6% |
8-4 |
2.6% |
3% |
False |
True |
54,671 |
120 |
473-0 |
314-6 |
158-2 |
49.6% |
8-4 |
2.7% |
3% |
False |
True |
48,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
346-2 |
2.618 |
336-4 |
1.618 |
330-4 |
1.000 |
326-6 |
0.618 |
324-4 |
HIGH |
320-6 |
0.618 |
318-4 |
0.500 |
317-6 |
0.382 |
317-0 |
LOW |
314-6 |
0.618 |
311-0 |
1.000 |
308-6 |
1.618 |
305-0 |
2.618 |
299-0 |
4.250 |
289-2 |
|
|
Fisher Pivots for day following 22-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
318-6 |
324-3 |
PP |
318-2 |
322-5 |
S1 |
317-6 |
321-0 |
|