CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 20-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
353-4 |
357-0 |
3-4 |
1.0% |
358-4 |
High |
355-0 |
357-0 |
2-0 |
0.6% |
368-2 |
Low |
349-4 |
355-0 |
5-4 |
1.6% |
349-4 |
Close |
354-6 |
357-2 |
2-4 |
0.7% |
354-6 |
Range |
5-4 |
2-0 |
-3-4 |
-63.6% |
18-6 |
ATR |
|
|
|
|
|
Volume |
2,700 |
1,924 |
-776 |
-28.7% |
7,965 |
|
Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
362-3 |
361-7 |
358-3 |
|
R3 |
360-3 |
359-7 |
357-6 |
|
R2 |
358-3 |
358-3 |
357-5 |
|
R1 |
357-7 |
357-7 |
357-3 |
358-1 |
PP |
356-3 |
356-3 |
356-3 |
356-4 |
S1 |
355-7 |
355-7 |
357-1 |
356-1 |
S2 |
354-3 |
354-3 |
356-7 |
|
S3 |
352-3 |
353-7 |
356-6 |
|
S4 |
350-3 |
351-7 |
356-1 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-6 |
403-0 |
365-0 |
|
R3 |
395-0 |
384-2 |
359-7 |
|
R2 |
376-2 |
376-2 |
358-2 |
|
R1 |
365-4 |
365-4 |
356-4 |
361-4 |
PP |
357-4 |
357-4 |
357-4 |
355-4 |
S1 |
346-6 |
346-6 |
353-0 |
342-6 |
S2 |
338-6 |
338-6 |
351-2 |
|
S3 |
320-0 |
328-0 |
349-5 |
|
S4 |
301-2 |
309-2 |
344-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
365-4 |
2.618 |
362-2 |
1.618 |
360-2 |
1.000 |
359-0 |
0.618 |
358-2 |
HIGH |
357-0 |
0.618 |
356-2 |
0.500 |
356-0 |
0.382 |
355-6 |
LOW |
355-0 |
0.618 |
353-6 |
1.000 |
353-0 |
1.618 |
351-6 |
2.618 |
349-6 |
4.250 |
346-4 |
|
|
Fisher Pivots for day following 20-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
356-7 |
355-7 |
PP |
356-3 |
354-5 |
S1 |
356-0 |
353-2 |
|