CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 07-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
348-6 |
338-4 |
-10-2 |
-2.9% |
361-0 |
High |
351-2 |
340-0 |
-11-2 |
-3.2% |
375-2 |
Low |
339-0 |
326-0 |
-13-0 |
-3.8% |
326-0 |
Close |
340-2 |
326-4 |
-13-6 |
-4.0% |
326-4 |
Range |
12-2 |
14-0 |
1-6 |
14.3% |
49-2 |
ATR |
12-5 |
12-6 |
0-1 |
0.9% |
0-0 |
Volume |
137,006 |
125,325 |
-11,681 |
-8.5% |
640,281 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
372-7 |
363-5 |
334-2 |
|
R3 |
358-7 |
349-5 |
330-3 |
|
R2 |
344-7 |
344-7 |
329-1 |
|
R1 |
335-5 |
335-5 |
327-6 |
333-2 |
PP |
330-7 |
330-7 |
330-7 |
329-5 |
S1 |
321-5 |
321-5 |
325-2 |
319-2 |
S2 |
316-7 |
316-7 |
323-7 |
|
S3 |
302-7 |
307-5 |
322-5 |
|
S4 |
288-7 |
293-5 |
318-6 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-3 |
457-5 |
353-5 |
|
R3 |
441-1 |
408-3 |
340-0 |
|
R2 |
391-7 |
391-7 |
335-4 |
|
R1 |
359-1 |
359-1 |
331-0 |
350-7 |
PP |
342-5 |
342-5 |
342-5 |
338-4 |
S1 |
309-7 |
309-7 |
322-0 |
301-5 |
S2 |
293-3 |
293-3 |
317-4 |
|
S3 |
244-1 |
260-5 |
313-0 |
|
S4 |
194-7 |
211-3 |
299-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
375-2 |
326-0 |
49-2 |
15.1% |
13-4 |
4.1% |
1% |
False |
True |
128,056 |
10 |
375-2 |
322-6 |
52-4 |
16.1% |
10-7 |
3.3% |
7% |
False |
False |
112,777 |
20 |
375-2 |
314-6 |
60-4 |
18.5% |
10-2 |
3.1% |
19% |
False |
False |
111,387 |
40 |
458-6 |
314-6 |
144-0 |
44.1% |
9-5 |
2.9% |
8% |
False |
False |
107,714 |
60 |
473-0 |
314-6 |
158-2 |
48.5% |
9-3 |
2.9% |
7% |
False |
False |
88,616 |
80 |
473-0 |
314-6 |
158-2 |
48.5% |
9-2 |
2.8% |
7% |
False |
False |
76,165 |
100 |
473-0 |
314-6 |
158-2 |
48.5% |
8-7 |
2.7% |
7% |
False |
False |
65,848 |
120 |
473-0 |
314-6 |
158-2 |
48.5% |
8-6 |
2.7% |
7% |
False |
False |
58,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
399-4 |
2.618 |
376-5 |
1.618 |
362-5 |
1.000 |
354-0 |
0.618 |
348-5 |
HIGH |
340-0 |
0.618 |
334-5 |
0.500 |
333-0 |
0.382 |
331-3 |
LOW |
326-0 |
0.618 |
317-3 |
1.000 |
312-0 |
1.618 |
303-3 |
2.618 |
289-3 |
4.250 |
266-4 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
333-0 |
346-6 |
PP |
330-7 |
340-0 |
S1 |
328-5 |
333-2 |
|