CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
377-4 |
362-0 |
-15-4 |
-4.1% |
340-0 |
High |
380-4 |
364-0 |
-16-4 |
-4.3% |
363-0 |
Low |
364-4 |
353-0 |
-11-4 |
-3.2% |
336-0 |
Close |
370-4 |
353-6 |
-16-6 |
-4.5% |
362-2 |
Range |
16-0 |
11-0 |
-5-0 |
-31.3% |
27-0 |
ATR |
11-0 |
11-4 |
0-4 |
4.2% |
0-0 |
Volume |
10,599 |
10,300 |
-299 |
-2.8% |
48,270 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-7 |
382-7 |
359-6 |
|
R3 |
378-7 |
371-7 |
356-6 |
|
R2 |
367-7 |
367-7 |
355-6 |
|
R1 |
360-7 |
360-7 |
354-6 |
358-7 |
PP |
356-7 |
356-7 |
356-7 |
356-0 |
S1 |
349-7 |
349-7 |
352-6 |
347-7 |
S2 |
345-7 |
345-7 |
351-6 |
|
S3 |
334-7 |
338-7 |
350-6 |
|
S4 |
323-7 |
327-7 |
347-6 |
|
|
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 |
353-0 |
35-0 |
9.9% |
11-5 |
3.3% |
2% |
False |
True |
9,607 |
10 |
388-0 |
336-0 |
52-0 |
14.7% |
9-3 |
2.7% |
34% |
False |
False |
10,623 |
20 |
388-0 |
328-6 |
59-2 |
16.7% |
8-6 |
2.5% |
42% |
False |
False |
10,507 |
40 |
480-0 |
328-6 |
151-2 |
42.8% |
7-5 |
2.1% |
17% |
False |
False |
10,379 |
60 |
483-4 |
328-6 |
154-6 |
43.7% |
7-4 |
2.1% |
16% |
False |
False |
8,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-6 |
2.618 |
392-6 |
1.618 |
381-6 |
1.000 |
375-0 |
0.618 |
370-6 |
HIGH |
364-0 |
0.618 |
359-6 |
0.500 |
358-4 |
0.382 |
357-2 |
LOW |
353-0 |
0.618 |
346-2 |
1.000 |
342-0 |
1.618 |
335-2 |
2.618 |
324-2 |
4.250 |
306-2 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
358-4 |
368-6 |
PP |
356-7 |
363-6 |
S1 |
355-3 |
358-6 |
|