CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
332-2 |
326-0 |
-6-2 |
-1.9% |
333-2 |
| High |
336-0 |
328-2 |
-7-6 |
-2.3% |
339-4 |
| Low |
329-6 |
322-6 |
-7-0 |
-2.1% |
314-6 |
| Close |
329-6 |
328-0 |
-1-6 |
-0.5% |
327-2 |
| Range |
6-2 |
5-4 |
-0-6 |
-12.0% |
24-6 |
| ATR |
11-0 |
10-6 |
-0-2 |
-2.6% |
0-0 |
| Volume |
88,877 |
122,192 |
33,315 |
37.5% |
536,857 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
342-7 |
340-7 |
331-0 |
|
| R3 |
337-3 |
335-3 |
329-4 |
|
| R2 |
331-7 |
331-7 |
329-0 |
|
| R1 |
329-7 |
329-7 |
328-4 |
330-7 |
| PP |
326-3 |
326-3 |
326-3 |
326-6 |
| S1 |
324-3 |
324-3 |
327-4 |
325-3 |
| S2 |
320-7 |
320-7 |
327-0 |
|
| S3 |
315-3 |
318-7 |
326-4 |
|
| S4 |
309-7 |
313-3 |
325-0 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
401-3 |
389-1 |
340-7 |
|
| R3 |
376-5 |
364-3 |
334-0 |
|
| R2 |
351-7 |
351-7 |
331-6 |
|
| R1 |
339-5 |
339-5 |
329-4 |
333-3 |
| PP |
327-1 |
327-1 |
327-1 |
324-0 |
| S1 |
314-7 |
314-7 |
325-0 |
308-5 |
| S2 |
302-3 |
302-3 |
322-6 |
|
| S3 |
277-5 |
290-1 |
320-4 |
|
| S4 |
252-7 |
265-3 |
313-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
339-4 |
322-6 |
16-6 |
5.1% |
9-3 |
2.9% |
31% |
False |
True |
110,794 |
| 10 |
339-4 |
314-6 |
24-6 |
7.5% |
8-6 |
2.7% |
54% |
False |
False |
107,123 |
| 20 |
373-4 |
314-6 |
58-6 |
17.9% |
9-0 |
2.8% |
23% |
False |
False |
116,954 |
| 40 |
471-4 |
314-6 |
156-6 |
47.8% |
9-1 |
2.8% |
8% |
False |
False |
96,594 |
| 60 |
473-0 |
314-6 |
158-2 |
48.2% |
8-6 |
2.7% |
8% |
False |
False |
80,812 |
| 80 |
473-0 |
314-6 |
158-2 |
48.2% |
8-7 |
2.7% |
8% |
False |
False |
67,886 |
| 100 |
473-0 |
314-6 |
158-2 |
48.2% |
8-5 |
2.6% |
8% |
False |
False |
59,391 |
| 120 |
473-0 |
314-6 |
158-2 |
48.2% |
8-4 |
2.6% |
8% |
False |
False |
52,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
351-5 |
|
2.618 |
342-5 |
|
1.618 |
337-1 |
|
1.000 |
333-6 |
|
0.618 |
331-5 |
|
HIGH |
328-2 |
|
0.618 |
326-1 |
|
0.500 |
325-4 |
|
0.382 |
324-7 |
|
LOW |
322-6 |
|
0.618 |
319-3 |
|
1.000 |
317-2 |
|
1.618 |
313-7 |
|
2.618 |
308-3 |
|
4.250 |
299-3 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
327-1 |
329-3 |
| PP |
326-3 |
328-7 |
| S1 |
325-4 |
328-4 |
|