CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 05-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
378-0 |
377-4 |
-0-4 |
-0.1% |
340-0 |
High |
384-4 |
380-4 |
-4-0 |
-1.0% |
363-0 |
Low |
378-0 |
364-4 |
-13-4 |
-3.6% |
336-0 |
Close |
379-0 |
370-4 |
-8-4 |
-2.2% |
362-2 |
Range |
6-4 |
16-0 |
9-4 |
146.2% |
27-0 |
ATR |
10-5 |
11-0 |
0-3 |
3.6% |
0-0 |
Volume |
12,577 |
10,599 |
-1,978 |
-15.7% |
48,270 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
419-7 |
411-1 |
379-2 |
|
R3 |
403-7 |
395-1 |
374-7 |
|
R2 |
387-7 |
387-7 |
373-3 |
|
R1 |
379-1 |
379-1 |
372-0 |
375-4 |
PP |
371-7 |
371-7 |
371-7 |
370-0 |
S1 |
363-1 |
363-1 |
369-0 |
359-4 |
S2 |
355-7 |
355-7 |
367-5 |
|
S3 |
339-7 |
347-1 |
366-1 |
|
S4 |
323-7 |
331-1 |
361-6 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
388-0 |
348-6 |
39-2 |
10.6% |
11-0 |
3.0% |
55% |
False |
False |
8,839 |
10 |
388-0 |
336-0 |
52-0 |
14.0% |
9-4 |
2.6% |
66% |
False |
False |
11,198 |
20 |
388-0 |
328-6 |
59-2 |
16.0% |
8-2 |
2.2% |
70% |
False |
False |
10,570 |
40 |
480-0 |
328-6 |
151-2 |
40.8% |
7-5 |
2.0% |
28% |
False |
False |
10,281 |
60 |
483-4 |
328-6 |
154-6 |
41.8% |
7-3 |
2.0% |
27% |
False |
False |
8,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
448-4 |
2.618 |
422-3 |
1.618 |
406-3 |
1.000 |
396-4 |
0.618 |
390-3 |
HIGH |
380-4 |
0.618 |
374-3 |
0.500 |
372-4 |
0.382 |
370-5 |
LOW |
364-4 |
0.618 |
354-5 |
1.000 |
348-4 |
1.618 |
338-5 |
2.618 |
322-5 |
4.250 |
296-4 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
372-4 |
376-2 |
PP |
371-7 |
374-3 |
S1 |
371-1 |
372-3 |
|