CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 29-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
345-0 |
336-0 |
-9-0 |
-2.6% |
347-4 |
High |
348-2 |
340-0 |
-8-2 |
-2.4% |
352-2 |
Low |
342-6 |
336-0 |
-6-6 |
-2.0% |
328-6 |
Close |
342-6 |
340-4 |
-2-2 |
-0.7% |
340-4 |
Range |
5-4 |
4-0 |
-1-4 |
-27.3% |
23-4 |
ATR |
9-5 |
9-3 |
-0-2 |
-2.1% |
0-0 |
Volume |
5,151 |
16,585 |
11,434 |
222.0% |
66,620 |
|
Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
350-7 |
349-5 |
342-6 |
|
R3 |
346-7 |
345-5 |
341-5 |
|
R2 |
342-7 |
342-7 |
341-2 |
|
R1 |
341-5 |
341-5 |
340-7 |
342-2 |
PP |
338-7 |
338-7 |
338-7 |
339-1 |
S1 |
337-5 |
337-5 |
340-1 |
338-2 |
S2 |
334-7 |
334-7 |
339-6 |
|
S3 |
330-7 |
333-5 |
339-3 |
|
S4 |
326-7 |
329-5 |
338-2 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
352-2 |
336-0 |
16-2 |
4.8% |
8-0 |
2.3% |
28% |
False |
True |
13,557 |
10 |
352-2 |
328-6 |
23-4 |
6.9% |
7-4 |
2.2% |
50% |
False |
False |
12,153 |
20 |
382-6 |
328-6 |
54-0 |
15.9% |
7-2 |
2.1% |
22% |
False |
False |
12,772 |
40 |
481-4 |
328-6 |
152-6 |
44.9% |
7-2 |
2.1% |
8% |
False |
False |
9,800 |
60 |
483-4 |
328-6 |
154-6 |
45.4% |
7-0 |
2.0% |
8% |
False |
False |
8,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
357-0 |
2.618 |
350-4 |
1.618 |
346-4 |
1.000 |
344-0 |
0.618 |
342-4 |
HIGH |
340-0 |
0.618 |
338-4 |
0.500 |
338-0 |
0.382 |
337-4 |
LOW |
336-0 |
0.618 |
333-4 |
1.000 |
332-0 |
1.618 |
329-4 |
2.618 |
325-4 |
4.250 |
319-0 |
|
|
Fisher Pivots for day following 29-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
339-5 |
342-1 |
PP |
338-7 |
341-5 |
S1 |
338-0 |
341-0 |
|