CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 04-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
455-4 |
447-0 |
-8-4 |
-1.9% |
439-4 |
High |
455-4 |
458-4 |
3-0 |
0.7% |
446-4 |
Low |
441-6 |
446-4 |
4-6 |
1.1% |
432-4 |
Close |
442-4 |
458-2 |
15-6 |
3.6% |
446-2 |
Range |
13-6 |
12-0 |
-1-6 |
-12.7% |
14-0 |
ATR |
9-5 |
10-1 |
0-4 |
4.8% |
0-0 |
Volume |
25,813 |
40,397 |
14,584 |
56.5% |
152,931 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-3 |
486-3 |
464-7 |
|
R3 |
478-3 |
474-3 |
461-4 |
|
R2 |
466-3 |
466-3 |
460-4 |
|
R1 |
462-3 |
462-3 |
459-3 |
464-3 |
PP |
454-3 |
454-3 |
454-3 |
455-4 |
S1 |
450-3 |
450-3 |
457-1 |
452-3 |
S2 |
442-3 |
442-3 |
456-0 |
|
S3 |
430-3 |
438-3 |
455-0 |
|
S4 |
418-3 |
426-3 |
451-5 |
|
|
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 |
441-4 |
18-2 |
4.0% |
8-7 |
1.9% |
92% |
False |
False |
33,078 |
10 |
459-6 |
428-0 |
31-6 |
6.9% |
8-6 |
1.9% |
95% |
False |
False |
28,300 |
20 |
459-6 |
417-4 |
42-2 |
9.2% |
8-3 |
1.8% |
96% |
False |
False |
26,793 |
40 |
459-6 |
380-2 |
79-4 |
17.3% |
7-4 |
1.7% |
98% |
False |
False |
20,993 |
60 |
459-6 |
380-2 |
79-4 |
17.3% |
7-0 |
1.5% |
98% |
False |
False |
16,659 |
80 |
459-6 |
363-4 |
96-2 |
21.0% |
6-4 |
1.4% |
98% |
False |
False |
14,132 |
100 |
459-6 |
363-4 |
96-2 |
21.0% |
6-2 |
1.4% |
98% |
False |
False |
12,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
509-4 |
2.618 |
489-7 |
1.618 |
477-7 |
1.000 |
470-4 |
0.618 |
465-7 |
HIGH |
458-4 |
0.618 |
453-7 |
0.500 |
452-4 |
0.382 |
451-1 |
LOW |
446-4 |
0.618 |
439-1 |
1.000 |
434-4 |
1.618 |
427-1 |
2.618 |
415-1 |
4.250 |
395-4 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
456-3 |
455-6 |
PP |
454-3 |
453-2 |
S1 |
452-4 |
450-6 |
|