CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 21-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
347-4 |
344-0 |
-3-4 |
-1.0% |
346-2 |
High |
347-4 |
345-4 |
-2-0 |
-0.6% |
362-2 |
Low |
343-0 |
335-2 |
-7-6 |
-2.3% |
339-0 |
Close |
347-4 |
335-6 |
-11-6 |
-3.4% |
345-2 |
Range |
4-4 |
10-2 |
5-6 |
127.8% |
23-2 |
ATR |
9-1 |
9-3 |
0-2 |
2.4% |
0-0 |
Volume |
8,820 |
9,435 |
615 |
7.0% |
44,388 |
|
Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
369-5 |
362-7 |
341-3 |
|
R3 |
359-3 |
352-5 |
338-5 |
|
R2 |
349-1 |
349-1 |
337-5 |
|
R1 |
342-3 |
342-3 |
336-6 |
340-5 |
PP |
338-7 |
338-7 |
338-7 |
338-0 |
S1 |
332-1 |
332-1 |
334-6 |
330-3 |
S2 |
328-5 |
328-5 |
333-7 |
|
S3 |
318-3 |
321-7 |
332-7 |
|
S4 |
308-1 |
311-5 |
330-1 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
418-5 |
405-1 |
358-0 |
|
R3 |
395-3 |
381-7 |
351-5 |
|
R2 |
372-1 |
372-1 |
349-4 |
|
R1 |
358-5 |
358-5 |
347-3 |
353-6 |
PP |
348-7 |
348-7 |
348-7 |
346-3 |
S1 |
335-3 |
335-3 |
343-1 |
330-4 |
S2 |
325-5 |
325-5 |
341-0 |
|
S3 |
302-3 |
312-1 |
338-7 |
|
S4 |
279-1 |
288-7 |
332-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
389-0 |
2.618 |
372-3 |
1.618 |
362-1 |
1.000 |
355-6 |
0.618 |
351-7 |
HIGH |
345-4 |
0.618 |
341-5 |
0.500 |
340-3 |
0.382 |
339-1 |
LOW |
335-2 |
0.618 |
328-7 |
1.000 |
325-0 |
1.618 |
318-5 |
2.618 |
308-3 |
4.250 |
291-6 |
|
|
Fisher Pivots for day following 21-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
340-3 |
341-3 |
PP |
338-7 |
339-4 |
S1 |
337-2 |
337-5 |
|