CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
333-2 |
330-4 |
-2-6 |
-0.8% |
332-6 |
| High |
334-0 |
332-4 |
-1-4 |
-0.4% |
349-2 |
| Low |
328-4 |
320-4 |
-8-0 |
-2.4% |
324-6 |
| Close |
333-6 |
322-0 |
-11-6 |
-3.5% |
331-4 |
| Range |
5-4 |
12-0 |
6-4 |
118.2% |
24-4 |
| ATR |
10-6 |
10-7 |
0-1 |
1.7% |
0-0 |
| Volume |
73,319 |
104,437 |
31,118 |
42.4% |
563,119 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
361-0 |
353-4 |
328-5 |
|
| R3 |
349-0 |
341-4 |
325-2 |
|
| R2 |
337-0 |
337-0 |
324-2 |
|
| R1 |
329-4 |
329-4 |
323-1 |
327-2 |
| PP |
325-0 |
325-0 |
325-0 |
323-7 |
| S1 |
317-4 |
317-4 |
320-7 |
315-2 |
| S2 |
313-0 |
313-0 |
319-6 |
|
| S3 |
301-0 |
305-4 |
318-6 |
|
| S4 |
289-0 |
293-4 |
315-3 |
|
|
| 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 |
320-4 |
28-6 |
8.9% |
9-5 |
3.0% |
5% |
False |
True |
103,916 |
| 10 |
349-2 |
320-4 |
28-6 |
8.9% |
8-7 |
2.7% |
5% |
False |
True |
114,607 |
| 20 |
411-0 |
320-4 |
90-4 |
28.1% |
8-6 |
2.7% |
2% |
False |
True |
115,125 |
| 40 |
473-0 |
320-4 |
152-4 |
47.4% |
9-0 |
2.8% |
1% |
False |
True |
87,480 |
| 60 |
473-0 |
320-4 |
152-4 |
47.4% |
9-0 |
2.8% |
1% |
False |
True |
73,469 |
| 80 |
473-0 |
320-4 |
152-4 |
47.4% |
8-7 |
2.8% |
1% |
False |
True |
61,583 |
| 100 |
473-0 |
320-4 |
152-4 |
47.4% |
8-4 |
2.6% |
1% |
False |
True |
53,798 |
| 120 |
473-0 |
320-4 |
152-4 |
47.4% |
8-4 |
2.6% |
1% |
False |
True |
47,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
383-4 |
|
2.618 |
363-7 |
|
1.618 |
351-7 |
|
1.000 |
344-4 |
|
0.618 |
339-7 |
|
HIGH |
332-4 |
|
0.618 |
327-7 |
|
0.500 |
326-4 |
|
0.382 |
325-1 |
|
LOW |
320-4 |
|
0.618 |
313-1 |
|
1.000 |
308-4 |
|
1.618 |
301-1 |
|
2.618 |
289-1 |
|
4.250 |
269-4 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
326-4 |
327-2 |
| PP |
325-0 |
325-4 |
| S1 |
323-4 |
323-6 |
|