CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
349-0 |
356-0 |
7-0 |
2.0% |
340-0 |
High |
356-4 |
363-0 |
6-4 |
1.8% |
363-0 |
Low |
348-6 |
353-0 |
4-2 |
1.2% |
336-0 |
Close |
355-0 |
362-2 |
7-2 |
2.0% |
362-2 |
Range |
7-6 |
10-0 |
2-2 |
29.0% |
27-0 |
ATR |
9-7 |
9-7 |
0-0 |
0.1% |
0-0 |
Volume |
6,458 |
8,094 |
1,636 |
25.3% |
48,270 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-3 |
385-7 |
367-6 |
|
R3 |
379-3 |
375-7 |
365-0 |
|
R2 |
369-3 |
369-3 |
364-1 |
|
R1 |
365-7 |
365-7 |
363-1 |
367-5 |
PP |
359-3 |
359-3 |
359-3 |
360-2 |
S1 |
355-7 |
355-7 |
361-3 |
357-5 |
S2 |
349-3 |
349-3 |
360-3 |
|
S3 |
339-3 |
345-7 |
359-4 |
|
S4 |
329-3 |
335-7 |
356-6 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
434-6 |
425-4 |
377-1 |
|
R3 |
407-6 |
398-4 |
369-5 |
|
R2 |
380-6 |
380-6 |
367-2 |
|
R1 |
371-4 |
371-4 |
364-6 |
376-1 |
PP |
353-6 |
353-6 |
353-6 |
356-0 |
S1 |
344-4 |
344-4 |
359-6 |
349-1 |
S2 |
326-6 |
326-6 |
357-2 |
|
S3 |
299-6 |
317-4 |
354-7 |
|
S4 |
272-6 |
290-4 |
347-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
405-4 |
2.618 |
389-1 |
1.618 |
379-1 |
1.000 |
373-0 |
0.618 |
369-1 |
HIGH |
363-0 |
0.618 |
359-1 |
0.500 |
358-0 |
0.382 |
356-7 |
LOW |
353-0 |
0.618 |
346-7 |
1.000 |
343-0 |
1.618 |
336-7 |
2.618 |
326-7 |
4.250 |
310-4 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
360-7 |
358-0 |
PP |
359-3 |
353-6 |
S1 |
358-0 |
349-4 |
|