CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
448-4 |
449-4 |
1-0 |
0.2% |
452-0 |
High |
450-4 |
454-4 |
4-0 |
0.9% |
459-6 |
Low |
443-0 |
449-4 |
6-4 |
1.5% |
441-6 |
Close |
444-6 |
453-2 |
8-4 |
1.9% |
454-0 |
Range |
7-4 |
5-0 |
-2-4 |
-33.3% |
18-0 |
ATR |
10-0 |
9-7 |
0-0 |
-0.1% |
0-0 |
Volume |
33,235 |
57,624 |
24,389 |
73.4% |
143,107 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467-3 |
465-3 |
456-0 |
|
R3 |
462-3 |
460-3 |
454-5 |
|
R2 |
457-3 |
457-3 |
454-1 |
|
R1 |
455-3 |
455-3 |
453-6 |
456-3 |
PP |
452-3 |
452-3 |
452-3 |
453-0 |
S1 |
450-3 |
450-3 |
452-6 |
451-3 |
S2 |
447-3 |
447-3 |
452-3 |
|
S3 |
442-3 |
445-3 |
451-7 |
|
S4 |
437-3 |
440-3 |
450-4 |
|
|
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 |
458-4 |
441-6 |
16-6 |
3.7% |
8-5 |
1.9% |
69% |
False |
False |
38,146 |
10 |
459-6 |
433-4 |
26-2 |
5.8% |
8-0 |
1.8% |
75% |
False |
False |
36,315 |
20 |
459-6 |
421-0 |
38-6 |
8.5% |
8-2 |
1.8% |
83% |
False |
False |
29,361 |
40 |
459-6 |
380-2 |
79-4 |
17.5% |
7-6 |
1.7% |
92% |
False |
False |
23,069 |
60 |
459-6 |
380-2 |
79-4 |
17.5% |
6-6 |
1.5% |
92% |
False |
False |
18,209 |
80 |
459-6 |
363-4 |
96-2 |
21.2% |
6-4 |
1.4% |
93% |
False |
False |
15,454 |
100 |
459-6 |
363-4 |
96-2 |
21.2% |
6-2 |
1.4% |
93% |
False |
False |
13,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
475-6 |
2.618 |
467-5 |
1.618 |
462-5 |
1.000 |
459-4 |
0.618 |
457-5 |
HIGH |
454-4 |
0.618 |
452-5 |
0.500 |
452-0 |
0.382 |
451-3 |
LOW |
449-4 |
0.618 |
446-3 |
1.000 |
444-4 |
1.618 |
441-3 |
2.618 |
436-3 |
4.250 |
428-2 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
452-7 |
452-0 |
PP |
452-3 |
450-6 |
S1 |
452-0 |
449-4 |
|