CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 27-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
351-4 |
340-0 |
-11-4 |
-3.3% |
347-4 |
High |
351-4 |
346-4 |
-5-0 |
-1.4% |
352-2 |
Low |
339-4 |
340-0 |
0-4 |
0.1% |
328-6 |
Close |
340-4 |
347-0 |
6-4 |
1.9% |
340-4 |
Range |
12-0 |
6-4 |
-5-4 |
-45.8% |
23-4 |
ATR |
10-1 |
9-7 |
-0-2 |
-2.6% |
0-0 |
Volume |
18,017 |
11,982 |
-6,035 |
-33.5% |
66,620 |
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
364-0 |
362-0 |
350-5 |
|
R3 |
357-4 |
355-4 |
348-6 |
|
R2 |
351-0 |
351-0 |
348-2 |
|
R1 |
349-0 |
349-0 |
347-5 |
350-0 |
PP |
344-4 |
344-4 |
344-4 |
345-0 |
S1 |
342-4 |
342-4 |
346-3 |
343-4 |
S2 |
338-0 |
338-0 |
345-6 |
|
S3 |
331-4 |
336-0 |
345-2 |
|
S4 |
325-0 |
329-4 |
343-3 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-0 |
399-2 |
353-3 |
|
R3 |
387-4 |
375-6 |
347-0 |
|
R2 |
364-0 |
364-0 |
344-6 |
|
R1 |
352-2 |
352-2 |
342-5 |
346-3 |
PP |
340-4 |
340-4 |
340-4 |
337-4 |
S1 |
328-6 |
328-6 |
338-3 |
322-7 |
S2 |
317-0 |
317-0 |
336-2 |
|
S3 |
293-4 |
305-2 |
334-0 |
|
S4 |
270-0 |
281-6 |
327-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
374-1 |
2.618 |
363-4 |
1.618 |
357-0 |
1.000 |
353-0 |
0.618 |
350-4 |
HIGH |
346-4 |
0.618 |
344-0 |
0.500 |
343-2 |
0.382 |
342-4 |
LOW |
340-0 |
0.618 |
336-0 |
1.000 |
333-4 |
1.618 |
329-4 |
2.618 |
323-0 |
4.250 |
312-3 |
|
|
Fisher Pivots for day following 27-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
345-6 |
346-5 |
PP |
344-4 |
346-2 |
S1 |
343-2 |
345-7 |
|