CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
326-0 |
335-0 |
9-0 |
2.8% |
333-2 |
High |
328-2 |
344-0 |
15-6 |
4.8% |
339-4 |
Low |
322-6 |
335-0 |
12-2 |
3.8% |
314-6 |
Close |
328-0 |
342-2 |
14-2 |
4.3% |
327-2 |
Range |
5-4 |
9-0 |
3-4 |
63.6% |
24-6 |
ATR |
10-6 |
11-1 |
0-3 |
3.5% |
0-0 |
Volume |
122,192 |
94,244 |
-27,948 |
-22.9% |
536,857 |
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
367-3 |
363-7 |
347-2 |
|
R3 |
358-3 |
354-7 |
344-6 |
|
R2 |
349-3 |
349-3 |
343-7 |
|
R1 |
345-7 |
345-7 |
343-1 |
347-5 |
PP |
340-3 |
340-3 |
340-3 |
341-2 |
S1 |
336-7 |
336-7 |
341-3 |
338-5 |
S2 |
331-3 |
331-3 |
340-5 |
|
S3 |
322-3 |
327-7 |
339-6 |
|
S4 |
313-3 |
318-7 |
337-2 |
|
|
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 |
344-0 |
322-6 |
21-2 |
6.2% |
8-5 |
2.5% |
92% |
True |
False |
106,241 |
10 |
344-0 |
314-6 |
29-2 |
8.5% |
8-5 |
2.5% |
94% |
True |
False |
104,714 |
20 |
364-0 |
314-6 |
49-2 |
14.4% |
8-7 |
2.6% |
56% |
False |
False |
117,639 |
40 |
471-4 |
314-6 |
156-6 |
45.8% |
9-0 |
2.6% |
18% |
False |
False |
97,719 |
60 |
473-0 |
314-6 |
158-2 |
46.2% |
8-6 |
2.6% |
17% |
False |
False |
81,773 |
80 |
473-0 |
314-6 |
158-2 |
46.2% |
8-7 |
2.6% |
17% |
False |
False |
68,792 |
100 |
473-0 |
314-6 |
158-2 |
46.2% |
8-5 |
2.5% |
17% |
False |
False |
60,161 |
120 |
473-0 |
314-6 |
158-2 |
46.2% |
8-4 |
2.5% |
17% |
False |
False |
52,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
382-2 |
2.618 |
367-4 |
1.618 |
358-4 |
1.000 |
353-0 |
0.618 |
349-4 |
HIGH |
344-0 |
0.618 |
340-4 |
0.500 |
339-4 |
0.382 |
338-4 |
LOW |
335-0 |
0.618 |
329-4 |
1.000 |
326-0 |
1.618 |
320-4 |
2.618 |
311-4 |
4.250 |
296-6 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
341-3 |
339-2 |
PP |
340-3 |
336-3 |
S1 |
339-4 |
333-3 |
|