CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
358-0 |
363-0 |
5-0 |
1.4% |
356-0 |
High |
364-0 |
370-4 |
6-4 |
1.8% |
370-4 |
Low |
358-0 |
363-0 |
5-0 |
1.4% |
348-2 |
Close |
364-4 |
371-6 |
7-2 |
2.0% |
371-6 |
Range |
6-0 |
7-4 |
1-4 |
25.0% |
22-2 |
ATR |
8-1 |
8-0 |
0-0 |
-0.5% |
0-0 |
Volume |
791 |
1,304 |
513 |
64.9% |
8,183 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390-7 |
388-7 |
375-7 |
|
R3 |
383-3 |
381-3 |
373-6 |
|
R2 |
375-7 |
375-7 |
373-1 |
|
R1 |
373-7 |
373-7 |
372-4 |
374-7 |
PP |
368-3 |
368-3 |
368-3 |
369-0 |
S1 |
366-3 |
366-3 |
371-0 |
367-3 |
S2 |
360-7 |
360-7 |
370-3 |
|
S3 |
353-3 |
358-7 |
369-6 |
|
S4 |
345-7 |
351-3 |
367-5 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
430-2 |
423-2 |
384-0 |
|
R3 |
408-0 |
401-0 |
377-7 |
|
R2 |
385-6 |
385-6 |
375-7 |
|
R1 |
378-6 |
378-6 |
373-6 |
382-2 |
PP |
363-4 |
363-4 |
363-4 |
365-2 |
S1 |
356-4 |
356-4 |
369-6 |
360-0 |
S2 |
341-2 |
341-2 |
367-5 |
|
S3 |
319-0 |
334-2 |
365-5 |
|
S4 |
296-6 |
312-0 |
359-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
402-3 |
2.618 |
390-1 |
1.618 |
382-5 |
1.000 |
378-0 |
0.618 |
375-1 |
HIGH |
370-4 |
0.618 |
367-5 |
0.500 |
366-6 |
0.382 |
365-7 |
LOW |
363-0 |
0.618 |
358-3 |
1.000 |
355-4 |
1.618 |
350-7 |
2.618 |
343-3 |
4.250 |
331-1 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
370-1 |
367-5 |
PP |
368-3 |
363-4 |
S1 |
366-6 |
359-3 |
|