CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
361-0 |
366-0 |
5-0 |
1.4% |
325-0 |
| High |
375-2 |
372-0 |
-3-2 |
-0.9% |
350-0 |
| Low |
360-4 |
364-0 |
3-4 |
1.0% |
322-6 |
| Close |
369-0 |
365-6 |
-3-2 |
-0.9% |
349-4 |
| Range |
14-6 |
8-0 |
-6-6 |
-45.8% |
27-2 |
| ATR |
12-1 |
11-6 |
-0-2 |
-2.4% |
0-0 |
| Volume |
104,638 |
170,123 |
65,485 |
62.6% |
487,498 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
391-2 |
386-4 |
370-1 |
|
| R3 |
383-2 |
378-4 |
368-0 |
|
| R2 |
375-2 |
375-2 |
367-2 |
|
| R1 |
370-4 |
370-4 |
366-4 |
368-7 |
| PP |
367-2 |
367-2 |
367-2 |
366-4 |
| S1 |
362-4 |
362-4 |
365-0 |
360-7 |
| S2 |
359-2 |
359-2 |
364-2 |
|
| S3 |
351-2 |
354-4 |
363-4 |
|
| S4 |
343-2 |
346-4 |
361-3 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
422-4 |
413-2 |
364-4 |
|
| R3 |
395-2 |
386-0 |
357-0 |
|
| R2 |
368-0 |
368-0 |
354-4 |
|
| R1 |
358-6 |
358-6 |
352-0 |
363-3 |
| PP |
340-6 |
340-6 |
340-6 |
343-0 |
| S1 |
331-4 |
331-4 |
347-0 |
336-1 |
| S2 |
313-4 |
313-4 |
344-4 |
|
| S3 |
286-2 |
304-2 |
342-0 |
|
| S4 |
259-0 |
277-0 |
334-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
375-2 |
322-6 |
52-4 |
14.4% |
9-4 |
2.6% |
82% |
False |
False |
117,348 |
| 10 |
375-2 |
314-6 |
60-4 |
16.5% |
9-4 |
2.6% |
84% |
False |
False |
112,136 |
| 20 |
375-2 |
314-6 |
60-4 |
16.5% |
9-1 |
2.5% |
84% |
False |
False |
113,371 |
| 40 |
471-4 |
314-6 |
156-6 |
42.9% |
9-1 |
2.5% |
33% |
False |
False |
102,821 |
| 60 |
473-0 |
314-6 |
158-2 |
43.3% |
9-0 |
2.5% |
32% |
False |
False |
85,684 |
| 80 |
473-0 |
314-6 |
158-2 |
43.3% |
8-7 |
2.4% |
32% |
False |
False |
72,606 |
| 100 |
473-0 |
314-6 |
158-2 |
43.3% |
8-5 |
2.4% |
32% |
False |
False |
63,144 |
| 120 |
473-0 |
314-6 |
158-2 |
43.3% |
8-5 |
2.3% |
32% |
False |
False |
55,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
406-0 |
|
2.618 |
393-0 |
|
1.618 |
385-0 |
|
1.000 |
380-0 |
|
0.618 |
377-0 |
|
HIGH |
372-0 |
|
0.618 |
369-0 |
|
0.500 |
368-0 |
|
0.382 |
367-0 |
|
LOW |
364-0 |
|
0.618 |
359-0 |
|
1.000 |
356-0 |
|
1.618 |
351-0 |
|
2.618 |
343-0 |
|
4.250 |
330-0 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
368-0 |
363-0 |
| PP |
367-2 |
360-1 |
| S1 |
366-4 |
357-3 |
|