CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
331-6 |
329-4 |
-2-2 |
-0.7% |
332-6 |
| High |
334-6 |
332-0 |
-2-6 |
-0.8% |
349-2 |
| Low |
324-6 |
324-6 |
0-0 |
0.0% |
324-6 |
| Close |
325-2 |
331-4 |
6-2 |
1.9% |
331-4 |
| Range |
10-0 |
7-2 |
-2-6 |
-27.5% |
24-4 |
| ATR |
11-4 |
11-1 |
-0-2 |
-2.6% |
0-0 |
| Volume |
118,342 |
118,332 |
-10 |
0.0% |
563,119 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
351-1 |
348-5 |
335-4 |
|
| R3 |
343-7 |
341-3 |
333-4 |
|
| R2 |
336-5 |
336-5 |
332-7 |
|
| R1 |
334-1 |
334-1 |
332-1 |
335-3 |
| PP |
329-3 |
329-3 |
329-3 |
330-0 |
| S1 |
326-7 |
326-7 |
330-7 |
328-1 |
| S2 |
322-1 |
322-1 |
330-1 |
|
| S3 |
314-7 |
319-5 |
329-4 |
|
| S4 |
307-5 |
312-3 |
327-4 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
408-5 |
394-5 |
345-0 |
|
| R3 |
384-1 |
370-1 |
338-2 |
|
| R2 |
359-5 |
359-5 |
336-0 |
|
| R1 |
345-5 |
345-5 |
333-6 |
340-3 |
| PP |
335-1 |
335-1 |
335-1 |
332-4 |
| S1 |
321-1 |
321-1 |
329-2 |
315-7 |
| S2 |
310-5 |
310-5 |
327-0 |
|
| S3 |
286-1 |
296-5 |
324-6 |
|
| S4 |
261-5 |
272-1 |
318-0 |
|
|
| 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 |
7.4% |
9-4 |
2.9% |
28% |
False |
True |
112,623 |
| 10 |
350-2 |
324-6 |
25-4 |
7.7% |
9-2 |
2.8% |
26% |
False |
True |
126,628 |
| 20 |
427-6 |
324-6 |
103-0 |
31.1% |
8-6 |
2.7% |
7% |
False |
True |
113,671 |
| 40 |
473-0 |
324-6 |
148-2 |
44.7% |
9-0 |
2.7% |
5% |
False |
True |
84,978 |
| 60 |
473-0 |
324-6 |
148-2 |
44.7% |
9-0 |
2.7% |
5% |
False |
True |
71,468 |
| 80 |
473-0 |
324-6 |
148-2 |
44.7% |
8-6 |
2.6% |
5% |
False |
True |
59,982 |
| 100 |
473-0 |
324-6 |
148-2 |
44.7% |
8-5 |
2.6% |
5% |
False |
True |
52,412 |
| 120 |
473-0 |
324-6 |
148-2 |
44.7% |
8-4 |
2.6% |
5% |
False |
True |
46,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
362-6 |
|
2.618 |
351-0 |
|
1.618 |
343-6 |
|
1.000 |
339-2 |
|
0.618 |
336-4 |
|
HIGH |
332-0 |
|
0.618 |
329-2 |
|
0.500 |
328-3 |
|
0.382 |
327-4 |
|
LOW |
324-6 |
|
0.618 |
320-2 |
|
1.000 |
317-4 |
|
1.618 |
313-0 |
|
2.618 |
305-6 |
|
4.250 |
294-0 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
330-4 |
337-0 |
| PP |
329-3 |
335-1 |
| S1 |
328-3 |
333-3 |
|