CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
366-0 |
364-6 |
-1-2 |
-0.3% |
325-0 |
| High |
372-0 |
367-4 |
-4-4 |
-1.2% |
350-0 |
| Low |
364-0 |
349-0 |
-15-0 |
-4.1% |
322-6 |
| Close |
365-6 |
357-0 |
-8-6 |
-2.4% |
349-4 |
| Range |
8-0 |
18-4 |
10-4 |
131.3% |
27-2 |
| ATR |
11-6 |
12-2 |
0-4 |
4.1% |
0-0 |
| Volume |
170,123 |
103,189 |
-66,934 |
-39.3% |
487,498 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
413-3 |
403-5 |
367-1 |
|
| R3 |
394-7 |
385-1 |
362-1 |
|
| R2 |
376-3 |
376-3 |
360-3 |
|
| R1 |
366-5 |
366-5 |
358-6 |
362-2 |
| PP |
357-7 |
357-7 |
357-7 |
355-5 |
| S1 |
348-1 |
348-1 |
355-2 |
343-6 |
| S2 |
339-3 |
339-3 |
353-5 |
|
| S3 |
320-7 |
329-5 |
351-7 |
|
| S4 |
302-3 |
311-1 |
346-7 |
|
|
| 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 |
335-0 |
40-2 |
11.3% |
12-1 |
3.4% |
55% |
False |
False |
113,548 |
| 10 |
375-2 |
322-6 |
52-4 |
14.7% |
10-6 |
3.0% |
65% |
False |
False |
112,171 |
| 20 |
375-2 |
314-6 |
60-4 |
16.9% |
9-6 |
2.7% |
70% |
False |
False |
108,141 |
| 40 |
471-4 |
314-6 |
156-6 |
43.9% |
9-4 |
2.7% |
27% |
False |
False |
104,257 |
| 60 |
473-0 |
314-6 |
158-2 |
44.3% |
9-2 |
2.6% |
27% |
False |
False |
86,640 |
| 80 |
473-0 |
314-6 |
158-2 |
44.3% |
9-1 |
2.5% |
27% |
False |
False |
73,568 |
| 100 |
473-0 |
314-6 |
158-2 |
44.3% |
8-6 |
2.4% |
27% |
False |
False |
63,812 |
| 120 |
473-0 |
314-6 |
158-2 |
44.3% |
8-5 |
2.4% |
27% |
False |
False |
56,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
446-1 |
|
2.618 |
415-7 |
|
1.618 |
397-3 |
|
1.000 |
386-0 |
|
0.618 |
378-7 |
|
HIGH |
367-4 |
|
0.618 |
360-3 |
|
0.500 |
358-2 |
|
0.382 |
356-1 |
|
LOW |
349-0 |
|
0.618 |
337-5 |
|
1.000 |
330-4 |
|
1.618 |
319-1 |
|
2.618 |
300-5 |
|
4.250 |
270-3 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
358-2 |
362-1 |
| PP |
357-7 |
360-3 |
| S1 |
357-3 |
358-6 |
|