CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 01-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
444-0 |
452-0 |
8-0 |
1.8% |
439-4 |
High |
446-4 |
455-4 |
9-0 |
2.0% |
446-4 |
Low |
441-4 |
450-0 |
8-4 |
1.9% |
432-4 |
Close |
446-2 |
455-6 |
9-4 |
2.1% |
446-2 |
Range |
5-0 |
5-4 |
0-4 |
10.0% |
14-0 |
ATR |
9-0 |
9-0 |
0-0 |
0.2% |
0-0 |
Volume |
55,952 |
21,224 |
-34,728 |
-62.1% |
152,931 |
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
470-2 |
468-4 |
458-6 |
|
R3 |
464-6 |
463-0 |
457-2 |
|
R2 |
459-2 |
459-2 |
456-6 |
|
R1 |
457-4 |
457-4 |
456-2 |
458-3 |
PP |
453-6 |
453-6 |
453-6 |
454-2 |
S1 |
452-0 |
452-0 |
455-2 |
452-7 |
S2 |
448-2 |
448-2 |
454-6 |
|
S3 |
442-6 |
446-4 |
454-2 |
|
S4 |
437-2 |
441-0 |
452-6 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
483-6 |
479-0 |
454-0 |
|
R3 |
469-6 |
465-0 |
450-1 |
|
R2 |
455-6 |
455-6 |
448-7 |
|
R1 |
451-0 |
451-0 |
447-4 |
453-3 |
PP |
441-6 |
441-6 |
441-6 |
443-0 |
S1 |
437-0 |
437-0 |
445-0 |
439-3 |
S2 |
427-6 |
427-6 |
443-5 |
|
S3 |
413-6 |
423-0 |
442-3 |
|
S4 |
399-6 |
409-0 |
438-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
455-4 |
432-4 |
23-0 |
5.0% |
7-5 |
1.7% |
101% |
True |
False |
34,831 |
10 |
455-4 |
421-0 |
34-4 |
7.6% |
8-3 |
1.8% |
101% |
True |
False |
25,718 |
20 |
455-4 |
407-0 |
48-4 |
10.6% |
7-7 |
1.7% |
101% |
True |
False |
25,064 |
40 |
455-4 |
380-2 |
75-2 |
16.5% |
7-0 |
1.5% |
100% |
True |
False |
19,454 |
60 |
455-4 |
378-0 |
77-4 |
17.0% |
6-5 |
1.4% |
100% |
True |
False |
15,599 |
80 |
455-4 |
363-4 |
92-0 |
20.2% |
6-1 |
1.4% |
100% |
True |
False |
13,193 |
100 |
455-4 |
363-4 |
92-0 |
20.2% |
6-1 |
1.3% |
100% |
True |
False |
11,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
478-7 |
2.618 |
469-7 |
1.618 |
464-3 |
1.000 |
461-0 |
0.618 |
458-7 |
HIGH |
455-4 |
0.618 |
453-3 |
0.500 |
452-6 |
0.382 |
452-1 |
LOW |
450-0 |
0.618 |
446-5 |
1.000 |
444-4 |
1.618 |
441-1 |
2.618 |
435-5 |
4.250 |
426-5 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
454-6 |
452-0 |
PP |
453-6 |
448-2 |
S1 |
452-6 |
444-4 |
|