CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
356-0 |
362-0 |
6-0 |
1.7% |
360-4 |
| High |
359-2 |
362-2 |
3-0 |
0.8% |
361-4 |
| Low |
352-6 |
350-0 |
-2-6 |
-0.8% |
344-0 |
| Close |
358-6 |
351-0 |
-7-6 |
-2.2% |
351-2 |
| Range |
6-4 |
12-2 |
5-6 |
88.5% |
17-4 |
| ATR |
9-4 |
9-5 |
0-2 |
2.1% |
0-0 |
| Volume |
8,339 |
8,758 |
419 |
5.0% |
72,430 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
391-1 |
383-3 |
357-6 |
|
| R3 |
378-7 |
371-1 |
354-3 |
|
| R2 |
366-5 |
366-5 |
353-2 |
|
| R1 |
358-7 |
358-7 |
352-1 |
356-5 |
| PP |
354-3 |
354-3 |
354-3 |
353-2 |
| S1 |
346-5 |
346-5 |
349-7 |
344-3 |
| S2 |
342-1 |
342-1 |
348-6 |
|
| S3 |
329-7 |
334-3 |
347-5 |
|
| S4 |
317-5 |
322-1 |
344-2 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
404-6 |
395-4 |
360-7 |
|
| R3 |
387-2 |
378-0 |
356-0 |
|
| R2 |
369-6 |
369-6 |
354-4 |
|
| R1 |
360-4 |
360-4 |
352-7 |
356-3 |
| PP |
352-2 |
352-2 |
352-2 |
350-2 |
| S1 |
343-0 |
343-0 |
349-5 |
338-7 |
| S2 |
334-6 |
334-6 |
348-0 |
|
| S3 |
317-2 |
325-4 |
346-4 |
|
| S4 |
299-6 |
308-0 |
341-5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
414-2 |
|
2.618 |
394-3 |
|
1.618 |
382-1 |
|
1.000 |
374-4 |
|
0.618 |
369-7 |
|
HIGH |
362-2 |
|
0.618 |
357-5 |
|
0.500 |
356-1 |
|
0.382 |
354-5 |
|
LOW |
350-0 |
|
0.618 |
342-3 |
|
1.000 |
337-6 |
|
1.618 |
330-1 |
|
2.618 |
317-7 |
|
4.250 |
298-0 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
356-1 |
353-2 |
| PP |
354-3 |
352-4 |
| S1 |
352-6 |
351-6 |
|