CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
330-0 |
337-6 |
7-6 |
2.3% |
333-2 |
High |
339-4 |
338-4 |
-1-0 |
-0.3% |
339-4 |
Low |
326-6 |
325-4 |
-1-2 |
-0.4% |
314-6 |
Close |
338-6 |
327-2 |
-11-4 |
-3.4% |
327-2 |
Range |
12-6 |
13-0 |
0-2 |
2.0% |
24-6 |
ATR |
11-3 |
11-4 |
0-1 |
1.2% |
0-0 |
Volume |
117,009 |
139,256 |
22,247 |
19.0% |
536,857 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
369-3 |
361-3 |
334-3 |
|
R3 |
356-3 |
348-3 |
330-7 |
|
R2 |
343-3 |
343-3 |
329-5 |
|
R1 |
335-3 |
335-3 |
328-4 |
332-7 |
PP |
330-3 |
330-3 |
330-3 |
329-2 |
S1 |
322-3 |
322-3 |
326-0 |
319-7 |
S2 |
317-3 |
317-3 |
324-7 |
|
S3 |
304-3 |
309-3 |
323-5 |
|
S4 |
291-3 |
296-3 |
320-1 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-3 |
389-1 |
340-7 |
|
R3 |
376-5 |
364-3 |
334-0 |
|
R2 |
351-7 |
351-7 |
331-6 |
|
R1 |
339-5 |
339-5 |
329-4 |
333-3 |
PP |
327-1 |
327-1 |
327-1 |
324-0 |
S1 |
314-7 |
314-7 |
325-0 |
308-5 |
S2 |
302-3 |
302-3 |
322-6 |
|
S3 |
277-5 |
290-1 |
320-4 |
|
S4 |
252-7 |
265-3 |
313-5 |
|
|
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 |
7.6% |
9-7 |
3.0% |
51% |
False |
False |
107,371 |
10 |
349-2 |
314-6 |
34-4 |
10.5% |
9-5 |
2.9% |
36% |
False |
False |
109,997 |
20 |
406-2 |
314-6 |
91-4 |
28.0% |
9-1 |
2.8% |
14% |
False |
False |
116,757 |
40 |
473-0 |
314-6 |
158-2 |
48.4% |
9-0 |
2.8% |
8% |
False |
False |
92,783 |
60 |
473-0 |
314-6 |
158-2 |
48.4% |
9-0 |
2.8% |
8% |
False |
False |
77,925 |
80 |
473-0 |
314-6 |
158-2 |
48.4% |
8-7 |
2.7% |
8% |
False |
False |
65,351 |
100 |
473-0 |
314-6 |
158-2 |
48.4% |
8-5 |
2.6% |
8% |
False |
False |
56,903 |
120 |
473-0 |
314-6 |
158-2 |
48.4% |
8-5 |
2.6% |
8% |
False |
False |
50,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
393-6 |
2.618 |
372-4 |
1.618 |
359-4 |
1.000 |
351-4 |
0.618 |
346-4 |
HIGH |
338-4 |
0.618 |
333-4 |
0.500 |
332-0 |
0.382 |
330-4 |
LOW |
325-4 |
0.618 |
317-4 |
1.000 |
312-4 |
1.618 |
304-4 |
2.618 |
291-4 |
4.250 |
270-2 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
332-0 |
327-2 |
PP |
330-3 |
327-1 |
S1 |
328-7 |
327-1 |
|