CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
329-4 |
333-2 |
3-6 |
1.1% |
332-6 |
| High |
332-0 |
334-0 |
2-0 |
0.6% |
349-2 |
| Low |
324-6 |
328-4 |
3-6 |
1.2% |
324-6 |
| Close |
331-4 |
333-6 |
2-2 |
0.7% |
331-4 |
| Range |
7-2 |
5-4 |
-1-6 |
-24.1% |
24-4 |
| ATR |
11-1 |
10-6 |
-0-3 |
-3.6% |
0-0 |
| Volume |
118,332 |
73,319 |
-45,013 |
-38.0% |
563,119 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
348-5 |
346-5 |
336-6 |
|
| R3 |
343-1 |
341-1 |
335-2 |
|
| R2 |
337-5 |
337-5 |
334-6 |
|
| R1 |
335-5 |
335-5 |
334-2 |
336-5 |
| PP |
332-1 |
332-1 |
332-1 |
332-4 |
| S1 |
330-1 |
330-1 |
333-2 |
331-1 |
| S2 |
326-5 |
326-5 |
332-6 |
|
| S3 |
321-1 |
324-5 |
332-2 |
|
| S4 |
315-5 |
319-1 |
330-6 |
|
|
| 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 |
7.3% |
8-4 |
2.5% |
37% |
False |
False |
105,635 |
| 10 |
350-2 |
324-6 |
25-4 |
7.6% |
9-1 |
2.7% |
35% |
False |
False |
120,099 |
| 20 |
411-0 |
324-6 |
86-2 |
25.8% |
8-5 |
2.6% |
10% |
False |
False |
113,815 |
| 40 |
473-0 |
324-6 |
148-2 |
44.4% |
8-7 |
2.6% |
6% |
False |
False |
85,555 |
| 60 |
473-0 |
324-6 |
148-2 |
44.4% |
9-0 |
2.7% |
6% |
False |
False |
72,250 |
| 80 |
473-0 |
324-6 |
148-2 |
44.4% |
8-6 |
2.6% |
6% |
False |
False |
60,608 |
| 100 |
473-0 |
324-6 |
148-2 |
44.4% |
8-4 |
2.5% |
6% |
False |
False |
52,932 |
| 120 |
473-0 |
324-6 |
148-2 |
44.4% |
8-4 |
2.5% |
6% |
False |
False |
46,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
357-3 |
|
2.618 |
348-3 |
|
1.618 |
342-7 |
|
1.000 |
339-4 |
|
0.618 |
337-3 |
|
HIGH |
334-0 |
|
0.618 |
331-7 |
|
0.500 |
331-2 |
|
0.382 |
330-5 |
|
LOW |
328-4 |
|
0.618 |
325-1 |
|
1.000 |
323-0 |
|
1.618 |
319-5 |
|
2.618 |
314-1 |
|
4.250 |
305-1 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
332-7 |
332-3 |
| PP |
332-1 |
331-1 |
| S1 |
331-2 |
329-6 |
|