CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 23-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
320-4 |
330-0 |
9-4 |
3.0% |
332-6 |
High |
320-6 |
339-4 |
18-6 |
5.8% |
349-2 |
Low |
314-6 |
326-6 |
12-0 |
3.8% |
324-6 |
Close |
319-2 |
338-6 |
19-4 |
6.1% |
331-4 |
Range |
6-0 |
12-6 |
6-6 |
112.5% |
24-4 |
ATR |
10-5 |
11-3 |
0-5 |
6.4% |
0-0 |
Volume |
102,836 |
117,009 |
14,173 |
13.8% |
563,119 |
|
Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
373-2 |
368-6 |
345-6 |
|
R3 |
360-4 |
356-0 |
342-2 |
|
R2 |
347-6 |
347-6 |
341-1 |
|
R1 |
343-2 |
343-2 |
339-7 |
345-4 |
PP |
335-0 |
335-0 |
335-0 |
336-1 |
S1 |
330-4 |
330-4 |
337-5 |
332-6 |
S2 |
322-2 |
322-2 |
336-3 |
|
S3 |
309-4 |
317-6 |
335-2 |
|
S4 |
296-6 |
305-0 |
331-6 |
|
|
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 |
339-4 |
314-6 |
24-6 |
7.3% |
8-6 |
2.6% |
97% |
True |
False |
103,186 |
10 |
349-2 |
314-6 |
34-4 |
10.2% |
9-3 |
2.8% |
70% |
False |
False |
106,024 |
20 |
408-2 |
314-6 |
93-4 |
27.6% |
8-7 |
2.6% |
26% |
False |
False |
115,402 |
40 |
473-0 |
314-6 |
158-2 |
46.7% |
9-0 |
2.7% |
15% |
False |
False |
90,583 |
60 |
473-0 |
314-6 |
158-2 |
46.7% |
9-0 |
2.7% |
15% |
False |
False |
75,952 |
80 |
473-0 |
314-6 |
158-2 |
46.7% |
9-0 |
2.6% |
15% |
False |
False |
63,950 |
100 |
473-0 |
314-6 |
158-2 |
46.7% |
8-4 |
2.5% |
15% |
False |
False |
55,705 |
120 |
473-0 |
314-6 |
158-2 |
46.7% |
8-4 |
2.5% |
15% |
False |
False |
49,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
393-6 |
2.618 |
372-7 |
1.618 |
360-1 |
1.000 |
352-2 |
0.618 |
347-3 |
HIGH |
339-4 |
0.618 |
334-5 |
0.500 |
333-1 |
0.382 |
331-5 |
LOW |
326-6 |
0.618 |
318-7 |
1.000 |
314-0 |
1.618 |
306-1 |
2.618 |
293-3 |
4.250 |
272-4 |
|
|
Fisher Pivots for day following 23-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
336-7 |
334-7 |
PP |
335-0 |
331-0 |
S1 |
333-1 |
327-1 |
|