CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 11-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
456-0 |
449-4 |
-6-4 |
-1.4% |
452-0 |
High |
458-0 |
456-0 |
-2-0 |
-0.4% |
459-6 |
Low |
444-0 |
448-4 |
4-4 |
1.0% |
441-6 |
Close |
444-6 |
450-0 |
5-2 |
1.2% |
454-0 |
Range |
14-0 |
7-4 |
-6-4 |
-46.4% |
18-0 |
ATR |
10-2 |
10-2 |
0-1 |
0.7% |
0-0 |
Volume |
70,589 |
56,588 |
-14,001 |
-19.8% |
143,107 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474-0 |
469-4 |
454-1 |
|
R3 |
466-4 |
462-0 |
452-0 |
|
R2 |
459-0 |
459-0 |
451-3 |
|
R1 |
454-4 |
454-4 |
450-6 |
456-6 |
PP |
451-4 |
451-4 |
451-4 |
452-5 |
S1 |
447-0 |
447-0 |
449-2 |
449-2 |
S2 |
444-0 |
444-0 |
448-5 |
|
S3 |
436-4 |
439-4 |
448-0 |
|
S4 |
429-0 |
432-0 |
445-7 |
|
|
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 |
458-0 |
443-0 |
15-0 |
3.3% |
7-6 |
1.7% |
47% |
False |
False |
50,340 |
10 |
459-6 |
441-4 |
18-2 |
4.1% |
8-3 |
1.9% |
47% |
False |
False |
41,709 |
20 |
459-6 |
421-0 |
38-6 |
8.6% |
8-6 |
1.9% |
75% |
False |
False |
32,243 |
40 |
459-6 |
380-2 |
79-4 |
17.7% |
8-0 |
1.8% |
88% |
False |
False |
25,552 |
60 |
459-6 |
380-2 |
79-4 |
17.7% |
7-0 |
1.5% |
88% |
False |
False |
20,074 |
80 |
459-6 |
363-4 |
96-2 |
21.4% |
6-6 |
1.5% |
90% |
False |
False |
16,951 |
100 |
459-6 |
363-4 |
96-2 |
21.4% |
6-2 |
1.4% |
90% |
False |
False |
14,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
487-7 |
2.618 |
475-5 |
1.618 |
468-1 |
1.000 |
463-4 |
0.618 |
460-5 |
HIGH |
456-0 |
0.618 |
453-1 |
0.500 |
452-2 |
0.382 |
451-3 |
LOW |
448-4 |
0.618 |
443-7 |
1.000 |
441-0 |
1.618 |
436-3 |
2.618 |
428-7 |
4.250 |
416-5 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
452-2 |
451-0 |
PP |
451-4 |
450-5 |
S1 |
450-6 |
450-3 |
|