CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 07-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
362-0 |
353-0 |
-9-0 |
-2.5% |
374-4 |
High |
364-0 |
353-0 |
-11-0 |
-3.0% |
388-0 |
Low |
353-0 |
340-0 |
-13-0 |
-3.7% |
340-0 |
Close |
353-6 |
340-0 |
-13-6 |
-3.9% |
340-0 |
Range |
11-0 |
13-0 |
2-0 |
18.2% |
48-0 |
ATR |
11-4 |
11-5 |
0-1 |
1.4% |
0-0 |
Volume |
10,300 |
12,799 |
2,499 |
24.3% |
52,742 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
383-3 |
374-5 |
347-1 |
|
R3 |
370-3 |
361-5 |
343-5 |
|
R2 |
357-3 |
357-3 |
342-3 |
|
R1 |
348-5 |
348-5 |
341-2 |
346-4 |
PP |
344-3 |
344-3 |
344-3 |
343-2 |
S1 |
335-5 |
335-5 |
338-6 |
333-4 |
S2 |
331-3 |
331-3 |
337-5 |
|
S3 |
318-3 |
322-5 |
336-3 |
|
S4 |
305-3 |
309-5 |
332-7 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
500-0 |
468-0 |
366-3 |
|
R3 |
452-0 |
420-0 |
353-2 |
|
R2 |
404-0 |
404-0 |
348-6 |
|
R1 |
372-0 |
372-0 |
344-3 |
364-0 |
PP |
356-0 |
356-0 |
356-0 |
352-0 |
S1 |
324-0 |
324-0 |
335-5 |
316-0 |
S2 |
308-0 |
308-0 |
331-2 |
|
S3 |
260-0 |
276-0 |
326-6 |
|
S4 |
212-0 |
228-0 |
313-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
388-0 |
340-0 |
48-0 |
14.1% |
12-2 |
3.6% |
0% |
False |
True |
10,548 |
10 |
388-0 |
336-0 |
52-0 |
15.3% |
9-4 |
2.8% |
8% |
False |
False |
10,101 |
20 |
388-0 |
328-6 |
59-2 |
17.4% |
9-0 |
2.7% |
19% |
False |
False |
10,601 |
40 |
469-4 |
328-6 |
140-6 |
41.4% |
7-6 |
2.3% |
8% |
False |
False |
10,576 |
60 |
483-4 |
328-6 |
154-6 |
45.5% |
7-5 |
2.2% |
7% |
False |
False |
8,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-2 |
2.618 |
387-0 |
1.618 |
374-0 |
1.000 |
366-0 |
0.618 |
361-0 |
HIGH |
353-0 |
0.618 |
348-0 |
0.500 |
346-4 |
0.382 |
345-0 |
LOW |
340-0 |
0.618 |
332-0 |
1.000 |
327-0 |
1.618 |
319-0 |
2.618 |
306-0 |
4.250 |
284-6 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
346-4 |
360-2 |
PP |
344-3 |
353-4 |
S1 |
342-1 |
346-6 |
|