CME Pit-Traded Corn Future September 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
451-0 |
448-4 |
-2-4 |
-0.6% |
452-0 |
| High |
456-0 |
450-4 |
-5-4 |
-1.2% |
459-6 |
| Low |
451-0 |
443-0 |
-8-0 |
-1.8% |
441-6 |
| Close |
454-0 |
444-6 |
-9-2 |
-2.0% |
454-0 |
| Range |
5-0 |
7-4 |
2-4 |
50.0% |
18-0 |
| ATR |
9-7 |
10-0 |
0-1 |
0.8% |
0-0 |
| Volume |
33,665 |
33,235 |
-430 |
-1.3% |
143,107 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
468-5 |
464-1 |
448-7 |
|
| R3 |
461-1 |
456-5 |
446-6 |
|
| R2 |
453-5 |
453-5 |
446-1 |
|
| R1 |
449-1 |
449-1 |
445-4 |
447-5 |
| PP |
446-1 |
446-1 |
446-1 |
445-2 |
| S1 |
441-5 |
441-5 |
444-0 |
440-1 |
| S2 |
438-5 |
438-5 |
443-3 |
|
| S3 |
431-1 |
434-1 |
442-6 |
|
| S4 |
423-5 |
426-5 |
440-5 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
505-7 |
497-7 |
463-7 |
|
| R3 |
487-7 |
479-7 |
459-0 |
|
| R2 |
469-7 |
469-7 |
457-2 |
|
| R1 |
461-7 |
461-7 |
455-5 |
465-7 |
| PP |
451-7 |
451-7 |
451-7 |
453-6 |
| S1 |
443-7 |
443-7 |
452-3 |
447-7 |
| S2 |
433-7 |
433-7 |
450-6 |
|
| S3 |
415-7 |
425-7 |
449-0 |
|
| S4 |
397-7 |
407-7 |
444-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
459-6 |
441-6 |
18-0 |
4.0% |
9-2 |
2.1% |
17% |
False |
False |
31,023 |
| 10 |
459-6 |
432-4 |
27-2 |
6.1% |
8-4 |
1.9% |
45% |
False |
False |
32,927 |
| 20 |
459-6 |
421-0 |
38-6 |
8.7% |
8-2 |
1.8% |
61% |
False |
False |
27,322 |
| 40 |
459-6 |
380-2 |
79-4 |
17.9% |
7-6 |
1.8% |
81% |
False |
False |
22,074 |
| 60 |
459-6 |
380-2 |
79-4 |
17.9% |
6-6 |
1.5% |
81% |
False |
False |
17,515 |
| 80 |
459-6 |
363-4 |
96-2 |
21.6% |
6-4 |
1.5% |
84% |
False |
False |
14,821 |
| 100 |
459-6 |
363-4 |
96-2 |
21.6% |
6-2 |
1.4% |
84% |
False |
False |
12,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
482-3 |
|
2.618 |
470-1 |
|
1.618 |
462-5 |
|
1.000 |
458-0 |
|
0.618 |
455-1 |
|
HIGH |
450-4 |
|
0.618 |
447-5 |
|
0.500 |
446-6 |
|
0.382 |
445-7 |
|
LOW |
443-0 |
|
0.618 |
438-3 |
|
1.000 |
435-4 |
|
1.618 |
430-7 |
|
2.618 |
423-3 |
|
4.250 |
411-1 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
446-6 |
450-6 |
| PP |
446-1 |
448-6 |
| S1 |
445-3 |
446-6 |
|