CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
348-4 |
331-6 |
-16-6 |
-4.8% |
346-4 |
| High |
349-2 |
334-6 |
-14-4 |
-4.2% |
350-2 |
| Low |
336-0 |
324-6 |
-11-2 |
-3.3% |
328-4 |
| Close |
337-4 |
325-2 |
-12-2 |
-3.6% |
338-0 |
| Range |
13-2 |
10-0 |
-3-2 |
-24.5% |
21-6 |
| ATR |
11-3 |
11-4 |
0-1 |
0.9% |
0-0 |
| Volume |
105,152 |
118,342 |
13,190 |
12.5% |
703,162 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
358-2 |
351-6 |
330-6 |
|
| R3 |
348-2 |
341-6 |
328-0 |
|
| R2 |
338-2 |
338-2 |
327-1 |
|
| R1 |
331-6 |
331-6 |
326-1 |
330-0 |
| PP |
328-2 |
328-2 |
328-2 |
327-3 |
| S1 |
321-6 |
321-6 |
324-3 |
320-0 |
| S2 |
318-2 |
318-2 |
323-3 |
|
| S3 |
308-2 |
311-6 |
322-4 |
|
| S4 |
298-2 |
301-6 |
319-6 |
|
|
| 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 |
349-2 |
324-6 |
24-4 |
7.5% |
10-0 |
3.1% |
2% |
False |
True |
108,862 |
| 10 |
364-0 |
324-6 |
39-2 |
12.1% |
9-1 |
2.8% |
1% |
False |
True |
130,564 |
| 20 |
428-0 |
324-6 |
103-2 |
31.7% |
8-6 |
2.7% |
0% |
False |
True |
111,272 |
| 40 |
473-0 |
324-6 |
148-2 |
45.6% |
9-0 |
2.8% |
0% |
False |
True |
83,159 |
| 60 |
473-0 |
324-6 |
148-2 |
45.6% |
9-0 |
2.7% |
0% |
False |
True |
69,950 |
| 80 |
473-0 |
324-6 |
148-2 |
45.6% |
8-6 |
2.7% |
0% |
False |
True |
58,782 |
| 100 |
473-0 |
324-6 |
148-2 |
45.6% |
8-5 |
2.6% |
0% |
False |
True |
51,380 |
| 120 |
473-0 |
324-6 |
148-2 |
45.6% |
8-4 |
2.6% |
0% |
False |
True |
45,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
377-2 |
|
2.618 |
360-7 |
|
1.618 |
350-7 |
|
1.000 |
344-6 |
|
0.618 |
340-7 |
|
HIGH |
334-6 |
|
0.618 |
330-7 |
|
0.500 |
329-6 |
|
0.382 |
328-5 |
|
LOW |
324-6 |
|
0.618 |
318-5 |
|
1.000 |
314-6 |
|
1.618 |
308-5 |
|
2.618 |
298-5 |
|
4.250 |
282-2 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
329-6 |
337-0 |
| PP |
328-2 |
333-1 |
| S1 |
326-6 |
329-1 |
|