CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 03-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
452-4 |
455-4 |
3-0 |
0.7% |
439-4 |
High |
459-6 |
455-4 |
-4-2 |
-0.9% |
446-4 |
Low |
451-4 |
441-6 |
-9-6 |
-2.2% |
432-4 |
Close |
459-6 |
442-4 |
-17-2 |
-3.8% |
446-2 |
Range |
8-2 |
13-6 |
5-4 |
66.7% |
14-0 |
ATR |
9-0 |
9-5 |
0-5 |
7.2% |
0-0 |
Volume |
22,008 |
25,813 |
3,805 |
17.3% |
152,931 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
487-7 |
478-7 |
450-0 |
|
R3 |
474-1 |
465-1 |
446-2 |
|
R2 |
460-3 |
460-3 |
445-0 |
|
R1 |
451-3 |
451-3 |
443-6 |
449-0 |
PP |
446-5 |
446-5 |
446-5 |
445-3 |
S1 |
437-5 |
437-5 |
441-2 |
435-2 |
S2 |
432-7 |
432-7 |
440-0 |
|
S3 |
419-1 |
423-7 |
438-6 |
|
S4 |
405-3 |
410-1 |
435-0 |
|
|
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 |
5.9% |
8-6 |
2.0% |
34% |
False |
False |
30,749 |
10 |
459-6 |
428-0 |
31-6 |
7.2% |
8-5 |
1.9% |
46% |
False |
False |
26,203 |
20 |
459-6 |
412-4 |
47-2 |
10.7% |
8-0 |
1.8% |
63% |
False |
False |
26,142 |
40 |
459-6 |
380-2 |
79-4 |
18.0% |
7-3 |
1.7% |
78% |
False |
False |
20,169 |
60 |
459-6 |
380-2 |
79-4 |
18.0% |
6-7 |
1.5% |
78% |
False |
False |
16,044 |
80 |
459-6 |
363-4 |
96-2 |
21.8% |
6-3 |
1.4% |
82% |
False |
False |
13,688 |
100 |
459-6 |
363-4 |
96-2 |
21.8% |
6-2 |
1.4% |
82% |
False |
False |
11,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
514-0 |
2.618 |
491-4 |
1.618 |
477-6 |
1.000 |
469-2 |
0.618 |
464-0 |
HIGH |
455-4 |
0.618 |
450-2 |
0.500 |
448-5 |
0.382 |
447-0 |
LOW |
441-6 |
0.618 |
433-2 |
1.000 |
428-0 |
1.618 |
419-4 |
2.618 |
405-6 |
4.250 |
383-2 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
448-5 |
450-6 |
PP |
446-5 |
448-0 |
S1 |
444-4 |
445-2 |
|