CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 28-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
325-0 |
332-2 |
7-2 |
2.2% |
333-2 |
High |
334-4 |
336-0 |
1-4 |
0.4% |
339-4 |
Low |
325-0 |
329-6 |
4-6 |
1.5% |
314-6 |
Close |
333-6 |
329-6 |
-4-0 |
-1.2% |
327-2 |
Range |
9-4 |
6-2 |
-3-2 |
-34.2% |
24-6 |
ATR |
11-3 |
11-0 |
-0-3 |
-3.2% |
0-0 |
Volume |
86,639 |
88,877 |
2,238 |
2.6% |
536,857 |
|
Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
350-5 |
346-3 |
333-2 |
|
R3 |
344-3 |
340-1 |
331-4 |
|
R2 |
338-1 |
338-1 |
330-7 |
|
R1 |
333-7 |
333-7 |
330-3 |
332-7 |
PP |
331-7 |
331-7 |
331-7 |
331-2 |
S1 |
327-5 |
327-5 |
329-1 |
326-5 |
S2 |
325-5 |
325-5 |
328-5 |
|
S3 |
319-3 |
321-3 |
328-0 |
|
S4 |
313-1 |
315-1 |
326-2 |
|
|
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 |
7.5% |
9-4 |
2.9% |
61% |
False |
False |
106,923 |
10 |
349-2 |
314-6 |
34-4 |
10.5% |
9-4 |
2.9% |
43% |
False |
False |
105,419 |
20 |
375-0 |
314-6 |
60-2 |
18.3% |
9-1 |
2.8% |
25% |
False |
False |
115,901 |
40 |
473-0 |
314-6 |
158-2 |
48.0% |
9-1 |
2.8% |
9% |
False |
False |
94,803 |
60 |
473-0 |
314-6 |
158-2 |
48.0% |
8-7 |
2.7% |
9% |
False |
False |
79,406 |
80 |
473-0 |
314-6 |
158-2 |
48.0% |
8-7 |
2.7% |
9% |
False |
False |
66,684 |
100 |
473-0 |
314-6 |
158-2 |
48.0% |
8-5 |
2.6% |
9% |
False |
False |
58,316 |
120 |
473-0 |
314-6 |
158-2 |
48.0% |
8-4 |
2.6% |
9% |
False |
False |
51,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
362-4 |
2.618 |
352-3 |
1.618 |
346-1 |
1.000 |
342-2 |
0.618 |
339-7 |
HIGH |
336-0 |
0.618 |
333-5 |
0.500 |
332-7 |
0.382 |
332-1 |
LOW |
329-6 |
0.618 |
325-7 |
1.000 |
323-4 |
1.618 |
319-5 |
2.618 |
313-3 |
4.250 |
303-2 |
|
|
Fisher Pivots for day following 28-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
332-7 |
331-6 |
PP |
331-7 |
331-1 |
S1 |
330-6 |
330-3 |
|