CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
364-6 |
348-6 |
-16-0 |
-4.4% |
325-0 |
High |
367-4 |
351-2 |
-16-2 |
-4.4% |
350-0 |
Low |
349-0 |
339-0 |
-10-0 |
-2.9% |
322-6 |
Close |
357-0 |
340-2 |
-16-6 |
-4.7% |
349-4 |
Range |
18-4 |
12-2 |
-6-2 |
-33.8% |
27-2 |
ATR |
12-2 |
12-5 |
0-3 |
3.3% |
0-0 |
Volume |
103,189 |
137,006 |
33,817 |
32.8% |
487,498 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380-2 |
372-4 |
347-0 |
|
R3 |
368-0 |
360-2 |
343-5 |
|
R2 |
355-6 |
355-6 |
342-4 |
|
R1 |
348-0 |
348-0 |
341-3 |
345-6 |
PP |
343-4 |
343-4 |
343-4 |
342-3 |
S1 |
335-6 |
335-6 |
339-1 |
333-4 |
S2 |
331-2 |
331-2 |
338-0 |
|
S3 |
319-0 |
323-4 |
336-7 |
|
S4 |
306-6 |
311-2 |
333-4 |
|
|
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 |
339-0 |
36-2 |
10.7% |
12-6 |
3.8% |
3% |
False |
True |
122,100 |
10 |
375-2 |
322-6 |
52-4 |
15.4% |
10-6 |
3.2% |
33% |
False |
False |
114,171 |
20 |
375-2 |
314-6 |
60-4 |
17.8% |
10-0 |
3.0% |
42% |
False |
False |
110,097 |
40 |
469-2 |
314-6 |
154-4 |
45.4% |
9-3 |
2.8% |
17% |
False |
False |
106,163 |
60 |
473-0 |
314-6 |
158-2 |
46.5% |
9-3 |
2.8% |
16% |
False |
False |
88,317 |
80 |
473-0 |
314-6 |
158-2 |
46.5% |
9-1 |
2.7% |
16% |
False |
False |
75,007 |
100 |
473-0 |
314-6 |
158-2 |
46.5% |
8-6 |
2.6% |
16% |
False |
False |
64,922 |
120 |
473-0 |
314-6 |
158-2 |
46.5% |
8-6 |
2.6% |
16% |
False |
False |
57,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403-2 |
2.618 |
383-3 |
1.618 |
371-1 |
1.000 |
363-4 |
0.618 |
358-7 |
HIGH |
351-2 |
0.618 |
346-5 |
0.500 |
345-1 |
0.382 |
343-5 |
LOW |
339-0 |
0.618 |
331-3 |
1.000 |
326-6 |
1.618 |
319-1 |
2.618 |
306-7 |
4.250 |
287-0 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
345-1 |
355-4 |
PP |
343-4 |
350-3 |
S1 |
341-7 |
345-3 |
|