CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
337-6 |
325-0 |
-12-6 |
-3.8% |
333-2 |
| High |
338-4 |
334-4 |
-4-0 |
-1.2% |
339-4 |
| Low |
325-4 |
325-0 |
-0-4 |
-0.2% |
314-6 |
| Close |
327-2 |
333-6 |
6-4 |
2.0% |
327-2 |
| Range |
13-0 |
9-4 |
-3-4 |
-26.9% |
24-6 |
| ATR |
11-4 |
11-3 |
-0-1 |
-1.2% |
0-0 |
| Volume |
139,256 |
86,639 |
-52,617 |
-37.8% |
536,857 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
359-5 |
356-1 |
339-0 |
|
| R3 |
350-1 |
346-5 |
336-3 |
|
| R2 |
340-5 |
340-5 |
335-4 |
|
| R1 |
337-1 |
337-1 |
334-5 |
338-7 |
| PP |
331-1 |
331-1 |
331-1 |
332-0 |
| S1 |
327-5 |
327-5 |
332-7 |
329-3 |
| S2 |
321-5 |
321-5 |
332-0 |
|
| S3 |
312-1 |
318-1 |
331-1 |
|
| S4 |
302-5 |
308-5 |
328-4 |
|
|
| 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 |
7.4% |
10-5 |
3.2% |
77% |
False |
False |
110,035 |
| 10 |
349-2 |
314-6 |
34-4 |
10.3% |
9-5 |
2.9% |
55% |
False |
False |
107,835 |
| 20 |
403-0 |
314-6 |
88-2 |
26.4% |
9-2 |
2.8% |
22% |
False |
False |
116,095 |
| 40 |
473-0 |
314-6 |
158-2 |
47.4% |
9-1 |
2.7% |
12% |
False |
False |
93,394 |
| 60 |
473-0 |
314-6 |
158-2 |
47.4% |
9-0 |
2.7% |
12% |
False |
False |
78,727 |
| 80 |
473-0 |
314-6 |
158-2 |
47.4% |
8-7 |
2.7% |
12% |
False |
False |
65,916 |
| 100 |
473-0 |
314-6 |
158-2 |
47.4% |
8-5 |
2.6% |
12% |
False |
False |
57,614 |
| 120 |
473-0 |
314-6 |
158-2 |
47.4% |
8-5 |
2.6% |
12% |
False |
False |
50,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
374-7 |
|
2.618 |
359-3 |
|
1.618 |
349-7 |
|
1.000 |
344-0 |
|
0.618 |
340-3 |
|
HIGH |
334-4 |
|
0.618 |
330-7 |
|
0.500 |
329-6 |
|
0.382 |
328-5 |
|
LOW |
325-0 |
|
0.618 |
319-1 |
|
1.000 |
315-4 |
|
1.618 |
309-5 |
|
2.618 |
300-1 |
|
4.250 |
284-5 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
332-3 |
333-2 |
| PP |
331-1 |
332-6 |
| S1 |
329-6 |
332-2 |
|