CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
343-0 |
361-0 |
18-0 |
5.2% |
325-0 |
High |
350-0 |
375-2 |
25-2 |
7.2% |
350-0 |
Low |
339-4 |
360-4 |
21-0 |
6.2% |
322-6 |
Close |
349-4 |
369-0 |
19-4 |
5.6% |
349-4 |
Range |
10-4 |
14-6 |
4-2 |
40.5% |
27-2 |
ATR |
11-0 |
12-1 |
1-0 |
9.5% |
0-0 |
Volume |
95,546 |
104,638 |
9,092 |
9.5% |
487,498 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
412-4 |
405-4 |
377-1 |
|
R3 |
397-6 |
390-6 |
373-0 |
|
R2 |
383-0 |
383-0 |
371-6 |
|
R1 |
376-0 |
376-0 |
370-3 |
379-4 |
PP |
368-2 |
368-2 |
368-2 |
370-0 |
S1 |
361-2 |
361-2 |
367-5 |
364-6 |
S2 |
353-4 |
353-4 |
366-2 |
|
S3 |
338-6 |
346-4 |
365-0 |
|
S4 |
324-0 |
331-6 |
360-7 |
|
|
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 |
375-2 |
322-6 |
52-4 |
14.2% |
9-2 |
2.5% |
88% |
True |
False |
101,099 |
10 |
375-2 |
314-6 |
60-4 |
16.4% |
9-7 |
2.7% |
90% |
True |
False |
105,567 |
20 |
375-2 |
314-6 |
60-4 |
16.4% |
9-4 |
2.6% |
90% |
True |
False |
112,833 |
40 |
471-4 |
314-6 |
156-6 |
42.5% |
9-1 |
2.5% |
35% |
False |
False |
99,700 |
60 |
473-0 |
314-6 |
158-2 |
42.9% |
9-0 |
2.4% |
34% |
False |
False |
84,027 |
80 |
473-0 |
314-6 |
158-2 |
42.9% |
9-0 |
2.4% |
34% |
False |
False |
70,809 |
100 |
473-0 |
314-6 |
158-2 |
42.9% |
8-6 |
2.4% |
34% |
False |
False |
61,685 |
120 |
473-0 |
314-6 |
158-2 |
42.9% |
8-5 |
2.3% |
34% |
False |
False |
54,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
438-0 |
2.618 |
413-7 |
1.618 |
399-1 |
1.000 |
390-0 |
0.618 |
384-3 |
HIGH |
375-2 |
0.618 |
369-5 |
0.500 |
367-7 |
0.382 |
366-1 |
LOW |
360-4 |
0.618 |
351-3 |
1.000 |
345-6 |
1.618 |
336-5 |
2.618 |
321-7 |
4.250 |
297-6 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
368-5 |
364-3 |
PP |
368-2 |
359-6 |
S1 |
367-7 |
355-1 |
|