CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 02-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
452-0 |
452-4 |
0-4 |
0.1% |
439-4 |
High |
455-4 |
459-6 |
4-2 |
0.9% |
446-4 |
Low |
450-0 |
451-4 |
1-4 |
0.3% |
432-4 |
Close |
455-6 |
459-6 |
4-0 |
0.9% |
446-2 |
Range |
5-4 |
8-2 |
2-6 |
50.0% |
14-0 |
ATR |
9-0 |
9-0 |
0-0 |
-0.6% |
0-0 |
Volume |
21,224 |
22,008 |
784 |
3.7% |
152,931 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
481-6 |
479-0 |
464-2 |
|
R3 |
473-4 |
470-6 |
462-0 |
|
R2 |
465-2 |
465-2 |
461-2 |
|
R1 |
462-4 |
462-4 |
460-4 |
463-7 |
PP |
457-0 |
457-0 |
457-0 |
457-6 |
S1 |
454-2 |
454-2 |
459-0 |
455-5 |
S2 |
448-6 |
448-6 |
458-2 |
|
S3 |
440-4 |
446-0 |
457-4 |
|
S4 |
432-2 |
437-6 |
455-2 |
|
|
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 |
459-6 |
433-4 |
26-2 |
5.7% |
7-2 |
1.6% |
100% |
True |
False |
34,483 |
10 |
459-6 |
428-0 |
31-6 |
6.9% |
7-7 |
1.7% |
100% |
True |
False |
25,890 |
20 |
459-6 |
407-0 |
52-6 |
11.5% |
7-6 |
1.7% |
100% |
True |
False |
25,574 |
40 |
459-6 |
380-2 |
79-4 |
17.3% |
7-1 |
1.6% |
100% |
True |
False |
19,695 |
60 |
459-6 |
380-2 |
79-4 |
17.3% |
6-5 |
1.5% |
100% |
True |
False |
15,858 |
80 |
459-6 |
363-4 |
96-2 |
20.9% |
6-2 |
1.4% |
100% |
True |
False |
13,401 |
100 |
459-6 |
363-4 |
96-2 |
20.9% |
6-1 |
1.3% |
100% |
True |
False |
11,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
494-6 |
2.618 |
481-3 |
1.618 |
473-1 |
1.000 |
468-0 |
0.618 |
464-7 |
HIGH |
459-6 |
0.618 |
456-5 |
0.500 |
455-5 |
0.382 |
454-5 |
LOW |
451-4 |
0.618 |
446-3 |
1.000 |
443-2 |
1.618 |
438-1 |
2.618 |
429-7 |
4.250 |
416-4 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
458-3 |
456-6 |
PP |
457-0 |
453-5 |
S1 |
455-5 |
450-5 |
|