CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 04-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
374-4 |
378-0 |
3-4 |
0.9% |
340-0 |
High |
388-0 |
384-4 |
-3-4 |
-0.9% |
363-0 |
Low |
373-2 |
378-0 |
4-6 |
1.3% |
336-0 |
Close |
382-0 |
379-0 |
-3-0 |
-0.8% |
362-2 |
Range |
14-6 |
6-4 |
-8-2 |
-55.9% |
27-0 |
ATR |
11-0 |
10-5 |
-0-3 |
-2.9% |
0-0 |
Volume |
6,467 |
12,577 |
6,110 |
94.5% |
48,270 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-0 |
396-0 |
382-5 |
|
R3 |
393-4 |
389-4 |
380-6 |
|
R2 |
387-0 |
387-0 |
380-2 |
|
R1 |
383-0 |
383-0 |
379-5 |
385-0 |
PP |
380-4 |
380-4 |
380-4 |
381-4 |
S1 |
376-4 |
376-4 |
378-3 |
378-4 |
S2 |
374-0 |
374-0 |
377-6 |
|
S3 |
367-4 |
370-0 |
377-2 |
|
S4 |
361-0 |
363-4 |
375-3 |
|
|
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 |
13.7% |
8-5 |
2.3% |
83% |
False |
False |
10,036 |
10 |
388-0 |
328-6 |
59-2 |
15.6% |
8-4 |
2.2% |
85% |
False |
False |
11,567 |
20 |
388-0 |
328-6 |
59-2 |
15.6% |
7-6 |
2.0% |
85% |
False |
False |
10,873 |
40 |
480-0 |
328-6 |
151-2 |
39.9% |
7-2 |
1.9% |
33% |
False |
False |
10,109 |
60 |
483-4 |
328-6 |
154-6 |
40.8% |
7-2 |
1.9% |
32% |
False |
False |
8,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
412-1 |
2.618 |
401-4 |
1.618 |
395-0 |
1.000 |
391-0 |
0.618 |
388-4 |
HIGH |
384-4 |
0.618 |
382-0 |
0.500 |
381-2 |
0.382 |
380-4 |
LOW |
378-0 |
0.618 |
374-0 |
1.000 |
371-4 |
1.618 |
367-4 |
2.618 |
361-0 |
4.250 |
350-3 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
381-2 |
376-1 |
PP |
380-4 |
373-3 |
S1 |
379-6 |
370-4 |
|