CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
356-0 |
374-4 |
18-4 |
5.2% |
340-0 |
High |
363-0 |
388-0 |
25-0 |
6.9% |
363-0 |
Low |
353-0 |
373-2 |
20-2 |
5.7% |
336-0 |
Close |
362-2 |
382-0 |
19-6 |
5.5% |
362-2 |
Range |
10-0 |
14-6 |
4-6 |
47.5% |
27-0 |
ATR |
9-7 |
11-0 |
1-1 |
11.5% |
0-0 |
Volume |
8,094 |
6,467 |
-1,627 |
-20.1% |
48,270 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425-3 |
418-3 |
390-1 |
|
R3 |
410-5 |
403-5 |
386-0 |
|
R2 |
395-7 |
395-7 |
384-6 |
|
R1 |
388-7 |
388-7 |
383-3 |
392-3 |
PP |
381-1 |
381-1 |
381-1 |
382-6 |
S1 |
374-1 |
374-1 |
380-5 |
377-5 |
S2 |
366-3 |
366-3 |
379-2 |
|
S3 |
351-5 |
359-3 |
378-0 |
|
S4 |
336-7 |
344-5 |
373-7 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
388-0 |
336-0 |
52-0 |
13.6% |
8-3 |
2.2% |
88% |
True |
False |
8,551 |
10 |
388-0 |
328-6 |
59-2 |
15.5% |
8-7 |
2.3% |
90% |
True |
False |
11,253 |
20 |
388-0 |
328-6 |
59-2 |
15.5% |
8-0 |
2.1% |
90% |
True |
False |
11,188 |
40 |
480-0 |
328-6 |
151-2 |
39.6% |
7-2 |
1.9% |
35% |
False |
False |
9,905 |
60 |
483-4 |
328-6 |
154-6 |
40.5% |
7-1 |
1.9% |
34% |
False |
False |
8,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
450-6 |
2.618 |
426-5 |
1.618 |
411-7 |
1.000 |
402-6 |
0.618 |
397-1 |
HIGH |
388-0 |
0.618 |
382-3 |
0.500 |
380-5 |
0.382 |
378-7 |
LOW |
373-2 |
0.618 |
364-1 |
1.000 |
358-4 |
1.618 |
349-3 |
2.618 |
334-5 |
4.250 |
310-4 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
381-4 |
377-4 |
PP |
381-1 |
372-7 |
S1 |
380-5 |
368-3 |
|