CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
335-0 |
332-6 |
-2-2 |
-0.7% |
346-4 |
| High |
338-4 |
339-6 |
1-2 |
0.4% |
350-2 |
| Low |
328-4 |
329-4 |
1-0 |
0.3% |
328-4 |
| Close |
338-0 |
339-4 |
1-4 |
0.4% |
338-0 |
| Range |
10-0 |
10-2 |
0-2 |
2.5% |
21-6 |
| ATR |
11-5 |
11-5 |
-0-1 |
-0.9% |
0-0 |
| Volume |
99,526 |
108,262 |
8,736 |
8.8% |
703,162 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
367-0 |
363-4 |
345-1 |
|
| R3 |
356-6 |
353-2 |
342-3 |
|
| R2 |
346-4 |
346-4 |
341-3 |
|
| R1 |
343-0 |
343-0 |
340-4 |
344-6 |
| PP |
336-2 |
336-2 |
336-2 |
337-1 |
| S1 |
332-6 |
332-6 |
338-4 |
334-4 |
| S2 |
326-0 |
326-0 |
337-5 |
|
| S3 |
315-6 |
322-4 |
336-5 |
|
| S4 |
305-4 |
312-2 |
333-7 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
404-1 |
392-7 |
350-0 |
|
| R3 |
382-3 |
371-1 |
344-0 |
|
| R2 |
360-5 |
360-5 |
342-0 |
|
| R1 |
349-3 |
349-3 |
340-0 |
344-1 |
| PP |
338-7 |
338-7 |
338-7 |
336-2 |
| S1 |
327-5 |
327-5 |
336-0 |
322-3 |
| S2 |
317-1 |
317-1 |
334-0 |
|
| S3 |
295-3 |
305-7 |
332-0 |
|
| S4 |
273-5 |
284-1 |
326-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
350-2 |
328-4 |
21-6 |
6.4% |
9-6 |
2.9% |
51% |
False |
False |
134,564 |
| 10 |
403-0 |
328-4 |
74-4 |
21.9% |
8-7 |
2.6% |
15% |
False |
False |
124,356 |
| 20 |
438-0 |
328-4 |
109-4 |
32.3% |
8-6 |
2.6% |
10% |
False |
False |
106,381 |
| 40 |
473-0 |
328-4 |
144-4 |
42.6% |
9-1 |
2.7% |
8% |
False |
False |
77,891 |
| 60 |
473-0 |
328-4 |
144-4 |
42.6% |
9-0 |
2.6% |
8% |
False |
False |
65,945 |
| 80 |
473-0 |
328-4 |
144-4 |
42.6% |
8-5 |
2.5% |
8% |
False |
False |
55,507 |
| 100 |
473-0 |
328-4 |
144-4 |
42.6% |
8-4 |
2.5% |
8% |
False |
False |
48,566 |
| 120 |
473-0 |
328-4 |
144-4 |
42.6% |
8-4 |
2.5% |
8% |
False |
False |
43,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
383-2 |
|
2.618 |
366-5 |
|
1.618 |
356-3 |
|
1.000 |
350-0 |
|
0.618 |
346-1 |
|
HIGH |
339-6 |
|
0.618 |
335-7 |
|
0.500 |
334-5 |
|
0.382 |
333-3 |
|
LOW |
329-4 |
|
0.618 |
323-1 |
|
1.000 |
319-2 |
|
1.618 |
312-7 |
|
2.618 |
302-5 |
|
4.250 |
286-0 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
337-7 |
337-7 |
| PP |
336-2 |
336-3 |
| S1 |
334-5 |
334-6 |
|