CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
336-0 |
349-0 |
13-0 |
3.9% |
347-4 |
High |
340-0 |
356-4 |
16-4 |
4.9% |
352-2 |
Low |
336-0 |
348-6 |
12-6 |
3.8% |
328-6 |
Close |
340-4 |
355-0 |
14-4 |
4.3% |
340-4 |
Range |
4-0 |
7-6 |
3-6 |
93.8% |
23-4 |
ATR |
9-3 |
9-7 |
0-4 |
5.1% |
0-0 |
Volume |
16,585 |
6,458 |
-10,127 |
-61.1% |
66,620 |
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
376-5 |
373-5 |
359-2 |
|
R3 |
368-7 |
365-7 |
357-1 |
|
R2 |
361-1 |
361-1 |
356-3 |
|
R1 |
358-1 |
358-1 |
355-6 |
359-5 |
PP |
353-3 |
353-3 |
353-3 |
354-2 |
S1 |
350-3 |
350-3 |
354-2 |
351-7 |
S2 |
345-5 |
345-5 |
353-5 |
|
S3 |
337-7 |
342-5 |
352-7 |
|
S4 |
330-1 |
334-7 |
350-6 |
|
|
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 |
356-4 |
336-0 |
20-4 |
5.8% |
7-1 |
2.0% |
93% |
True |
False |
11,638 |
10 |
356-4 |
328-6 |
27-6 |
7.8% |
7-3 |
2.1% |
95% |
True |
False |
11,804 |
20 |
377-0 |
328-6 |
48-2 |
13.6% |
7-2 |
2.0% |
54% |
False |
False |
12,228 |
40 |
481-4 |
328-6 |
152-6 |
43.0% |
7-0 |
2.0% |
17% |
False |
False |
9,828 |
60 |
483-4 |
328-6 |
154-6 |
43.6% |
7-0 |
2.0% |
17% |
False |
False |
8,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
389-4 |
2.618 |
376-6 |
1.618 |
369-0 |
1.000 |
364-2 |
0.618 |
361-2 |
HIGH |
356-4 |
0.618 |
353-4 |
0.500 |
352-5 |
0.382 |
351-6 |
LOW |
348-6 |
0.618 |
344-0 |
1.000 |
341-0 |
1.618 |
336-2 |
2.618 |
328-4 |
4.250 |
315-6 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
354-2 |
352-1 |
PP |
353-3 |
349-1 |
S1 |
352-5 |
346-2 |
|