CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
335-0 |
343-0 |
8-0 |
2.4% |
325-0 |
High |
344-0 |
350-0 |
6-0 |
1.7% |
350-0 |
Low |
335-0 |
339-4 |
4-4 |
1.3% |
322-6 |
Close |
342-2 |
349-4 |
7-2 |
2.1% |
349-4 |
Range |
9-0 |
10-4 |
1-4 |
16.7% |
27-2 |
ATR |
11-1 |
11-0 |
0-0 |
-0.4% |
0-0 |
Volume |
94,244 |
95,546 |
1,302 |
1.4% |
487,498 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
377-7 |
374-1 |
355-2 |
|
R3 |
367-3 |
363-5 |
352-3 |
|
R2 |
356-7 |
356-7 |
351-3 |
|
R1 |
353-1 |
353-1 |
350-4 |
355-0 |
PP |
346-3 |
346-3 |
346-3 |
347-2 |
S1 |
342-5 |
342-5 |
348-4 |
344-4 |
S2 |
335-7 |
335-7 |
347-5 |
|
S3 |
325-3 |
332-1 |
346-5 |
|
S4 |
314-7 |
321-5 |
343-6 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-4 |
413-2 |
364-4 |
|
R3 |
395-2 |
386-0 |
357-0 |
|
R2 |
368-0 |
368-0 |
354-4 |
|
R1 |
358-6 |
358-6 |
352-0 |
363-3 |
PP |
340-6 |
340-6 |
340-6 |
343-0 |
S1 |
331-4 |
331-4 |
347-0 |
336-1 |
S2 |
313-4 |
313-4 |
344-4 |
|
S3 |
286-2 |
304-2 |
342-0 |
|
S4 |
259-0 |
277-0 |
334-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
350-0 |
322-6 |
27-2 |
7.8% |
8-1 |
2.3% |
98% |
True |
False |
97,499 |
10 |
350-0 |
314-6 |
35-2 |
10.1% |
9-0 |
2.6% |
99% |
True |
False |
102,435 |
20 |
350-2 |
314-6 |
35-4 |
10.2% |
9-1 |
2.6% |
98% |
False |
False |
114,531 |
40 |
471-4 |
314-6 |
156-6 |
44.8% |
8-7 |
2.6% |
22% |
False |
False |
98,406 |
60 |
473-0 |
314-6 |
158-2 |
45.3% |
8-7 |
2.5% |
22% |
False |
False |
82,741 |
80 |
473-0 |
314-6 |
158-2 |
45.3% |
8-7 |
2.6% |
22% |
False |
False |
69,758 |
100 |
473-0 |
314-6 |
158-2 |
45.3% |
8-6 |
2.5% |
22% |
False |
False |
60,959 |
120 |
473-0 |
314-6 |
158-2 |
45.3% |
8-4 |
2.4% |
22% |
False |
False |
53,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-5 |
2.618 |
377-4 |
1.618 |
367-0 |
1.000 |
360-4 |
0.618 |
356-4 |
HIGH |
350-0 |
0.618 |
346-0 |
0.500 |
344-6 |
0.382 |
343-4 |
LOW |
339-4 |
0.618 |
333-0 |
1.000 |
329-0 |
1.618 |
322-4 |
2.618 |
312-0 |
4.250 |
294-7 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
347-7 |
345-1 |
PP |
346-3 |
340-6 |
S1 |
344-6 |
336-3 |
|