CME Pit-Traded Corn Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
449-4 |
456-0 |
6-4 |
1.4% |
452-0 |
| High |
454-4 |
458-0 |
3-4 |
0.8% |
459-6 |
| Low |
449-4 |
444-0 |
-5-4 |
-1.2% |
441-6 |
| Close |
453-2 |
444-6 |
-8-4 |
-1.9% |
454-0 |
| Range |
5-0 |
14-0 |
9-0 |
180.0% |
18-0 |
| ATR |
9-7 |
10-2 |
0-2 |
2.9% |
0-0 |
| Volume |
57,624 |
70,589 |
12,965 |
22.5% |
143,107 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
490-7 |
481-7 |
452-4 |
|
| R3 |
476-7 |
467-7 |
448-5 |
|
| R2 |
462-7 |
462-7 |
447-3 |
|
| R1 |
453-7 |
453-7 |
446-0 |
451-3 |
| PP |
448-7 |
448-7 |
448-7 |
447-6 |
| S1 |
439-7 |
439-7 |
443-4 |
437-3 |
| S2 |
434-7 |
434-7 |
442-1 |
|
| S3 |
420-7 |
425-7 |
440-7 |
|
| S4 |
406-7 |
411-7 |
437-0 |
|
|
| 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 |
443-0 |
15-4 |
3.5% |
8-6 |
2.0% |
11% |
False |
False |
47,102 |
| 10 |
459-6 |
433-4 |
26-2 |
5.9% |
8-6 |
2.0% |
43% |
False |
False |
38,925 |
| 20 |
459-6 |
421-0 |
38-6 |
8.7% |
8-6 |
2.0% |
61% |
False |
False |
32,269 |
| 40 |
459-6 |
380-2 |
79-4 |
17.9% |
8-0 |
1.8% |
81% |
False |
False |
24,663 |
| 60 |
459-6 |
380-2 |
79-4 |
17.9% |
6-7 |
1.5% |
81% |
False |
False |
19,246 |
| 80 |
459-6 |
363-4 |
96-2 |
21.6% |
6-5 |
1.5% |
84% |
False |
False |
16,264 |
| 100 |
459-6 |
363-4 |
96-2 |
21.6% |
6-3 |
1.4% |
84% |
False |
False |
13,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
517-4 |
|
2.618 |
494-5 |
|
1.618 |
480-5 |
|
1.000 |
472-0 |
|
0.618 |
466-5 |
|
HIGH |
458-0 |
|
0.618 |
452-5 |
|
0.500 |
451-0 |
|
0.382 |
449-3 |
|
LOW |
444-0 |
|
0.618 |
435-3 |
|
1.000 |
430-0 |
|
1.618 |
421-3 |
|
2.618 |
407-3 |
|
4.250 |
384-4 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
451-0 |
450-4 |
| PP |
448-7 |
448-5 |
| S1 |
446-7 |
446-5 |
|