CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
343-4 |
335-0 |
-8-4 |
-2.5% |
402-4 |
| High |
350-2 |
340-2 |
-10-0 |
-2.9% |
403-0 |
| Low |
335-0 |
332-0 |
-3-0 |
-0.9% |
357-0 |
| Close |
335-6 |
334-2 |
-1-4 |
-0.4% |
357-4 |
| Range |
15-2 |
8-2 |
-7-0 |
-45.9% |
46-0 |
| ATR |
12-3 |
12-1 |
-0-2 |
-2.4% |
0-0 |
| Volume |
159,361 |
207,792 |
48,431 |
30.4% |
432,137 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
360-2 |
355-4 |
338-6 |
|
| R3 |
352-0 |
347-2 |
336-4 |
|
| R2 |
343-6 |
343-6 |
335-6 |
|
| R1 |
339-0 |
339-0 |
335-0 |
337-2 |
| PP |
335-4 |
335-4 |
335-4 |
334-5 |
| S1 |
330-6 |
330-6 |
333-4 |
329-0 |
| S2 |
327-2 |
327-2 |
332-6 |
|
| S3 |
319-0 |
322-4 |
332-0 |
|
| S4 |
310-6 |
314-2 |
329-6 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
510-4 |
480-0 |
382-6 |
|
| R3 |
464-4 |
434-0 |
370-1 |
|
| R2 |
418-4 |
418-4 |
365-7 |
|
| R1 |
388-0 |
388-0 |
361-6 |
380-2 |
| PP |
372-4 |
372-4 |
372-4 |
368-5 |
| S1 |
342-0 |
342-0 |
353-2 |
334-2 |
| S2 |
326-4 |
326-4 |
349-1 |
|
| S3 |
280-4 |
296-0 |
344-7 |
|
| S4 |
234-4 |
250-0 |
332-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
373-4 |
332-0 |
41-4 |
12.4% |
9-5 |
2.9% |
5% |
False |
True |
148,800 |
| 10 |
411-0 |
332-0 |
79-0 |
23.6% |
8-6 |
2.6% |
3% |
False |
True |
125,530 |
| 20 |
471-4 |
332-0 |
139-4 |
41.7% |
9-2 |
2.8% |
2% |
False |
True |
100,373 |
| 40 |
473-0 |
332-0 |
141-0 |
42.2% |
9-0 |
2.7% |
2% |
False |
True |
75,889 |
| 60 |
473-0 |
332-0 |
141-0 |
42.2% |
8-7 |
2.7% |
2% |
False |
True |
62,044 |
| 80 |
473-0 |
332-0 |
141-0 |
42.2% |
8-4 |
2.5% |
2% |
False |
True |
52,729 |
| 100 |
473-0 |
332-0 |
141-0 |
42.2% |
8-4 |
2.5% |
2% |
False |
True |
46,005 |
| 120 |
473-0 |
332-0 |
141-0 |
42.2% |
8-6 |
2.6% |
2% |
False |
True |
40,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
375-2 |
|
2.618 |
361-7 |
|
1.618 |
353-5 |
|
1.000 |
348-4 |
|
0.618 |
345-3 |
|
HIGH |
340-2 |
|
0.618 |
337-1 |
|
0.500 |
336-1 |
|
0.382 |
335-1 |
|
LOW |
332-0 |
|
0.618 |
326-7 |
|
1.000 |
323-6 |
|
1.618 |
318-5 |
|
2.618 |
310-3 |
|
4.250 |
297-0 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
336-1 |
341-1 |
| PP |
335-4 |
338-7 |
| S1 |
334-7 |
336-4 |
|