CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
332-6 |
342-4 |
9-6 |
2.9% |
346-4 |
| High |
339-6 |
346-0 |
6-2 |
1.8% |
350-2 |
| Low |
329-4 |
339-4 |
10-0 |
3.0% |
328-4 |
| Close |
339-4 |
345-4 |
6-0 |
1.8% |
338-0 |
| Range |
10-2 |
6-4 |
-3-6 |
-36.6% |
21-6 |
| ATR |
11-5 |
11-2 |
-0-3 |
-3.1% |
0-0 |
| Volume |
108,262 |
113,031 |
4,769 |
4.4% |
703,162 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
363-1 |
360-7 |
349-1 |
|
| R3 |
356-5 |
354-3 |
347-2 |
|
| R2 |
350-1 |
350-1 |
346-6 |
|
| R1 |
347-7 |
347-7 |
346-1 |
349-0 |
| PP |
343-5 |
343-5 |
343-5 |
344-2 |
| S1 |
341-3 |
341-3 |
344-7 |
342-4 |
| S2 |
337-1 |
337-1 |
344-2 |
|
| S3 |
330-5 |
334-7 |
343-6 |
|
| S4 |
324-1 |
328-3 |
341-7 |
|
|
| 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 |
346-0 |
328-4 |
17-4 |
5.1% |
8-0 |
2.3% |
97% |
True |
False |
125,298 |
| 10 |
375-0 |
328-4 |
46-4 |
13.5% |
8-6 |
2.5% |
37% |
False |
False |
126,383 |
| 20 |
432-4 |
328-4 |
104-0 |
30.1% |
8-4 |
2.5% |
16% |
False |
False |
108,076 |
| 40 |
473-0 |
328-4 |
144-4 |
41.8% |
9-0 |
2.6% |
12% |
False |
False |
79,935 |
| 60 |
473-0 |
328-4 |
144-4 |
41.8% |
8-7 |
2.6% |
12% |
False |
False |
67,405 |
| 80 |
473-0 |
328-4 |
144-4 |
41.8% |
8-4 |
2.5% |
12% |
False |
False |
56,637 |
| 100 |
473-0 |
328-4 |
144-4 |
41.8% |
8-4 |
2.5% |
12% |
False |
False |
49,516 |
| 120 |
473-0 |
328-4 |
144-4 |
41.8% |
8-4 |
2.5% |
12% |
False |
False |
43,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
373-5 |
|
2.618 |
363-0 |
|
1.618 |
356-4 |
|
1.000 |
352-4 |
|
0.618 |
350-0 |
|
HIGH |
346-0 |
|
0.618 |
343-4 |
|
0.500 |
342-6 |
|
0.382 |
342-0 |
|
LOW |
339-4 |
|
0.618 |
335-4 |
|
1.000 |
333-0 |
|
1.618 |
329-0 |
|
2.618 |
322-4 |
|
4.250 |
311-7 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
344-5 |
342-6 |
| PP |
343-5 |
340-0 |
| S1 |
342-6 |
337-2 |
|