CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
449-4 |
446-0 |
-3-4 |
-0.8% |
448-4 |
High |
456-0 |
446-0 |
-10-0 |
-2.2% |
458-0 |
Low |
448-4 |
430-0 |
-18-4 |
-4.1% |
430-0 |
Close |
450-0 |
434-4 |
-15-4 |
-3.4% |
434-4 |
Range |
7-4 |
16-0 |
8-4 |
113.3% |
28-0 |
ATR |
10-2 |
11-0 |
0-6 |
6.7% |
0-0 |
Volume |
56,588 |
57,906 |
1,318 |
2.3% |
275,942 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
484-7 |
475-5 |
443-2 |
|
R3 |
468-7 |
459-5 |
438-7 |
|
R2 |
452-7 |
452-7 |
437-3 |
|
R1 |
443-5 |
443-5 |
436-0 |
440-2 |
PP |
436-7 |
436-7 |
436-7 |
435-1 |
S1 |
427-5 |
427-5 |
433-0 |
424-2 |
S2 |
420-7 |
420-7 |
431-5 |
|
S3 |
404-7 |
411-5 |
430-1 |
|
S4 |
388-7 |
395-5 |
425-6 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
524-7 |
507-5 |
449-7 |
|
R3 |
496-7 |
479-5 |
442-2 |
|
R2 |
468-7 |
468-7 |
439-5 |
|
R1 |
451-5 |
451-5 |
437-1 |
446-2 |
PP |
440-7 |
440-7 |
440-7 |
438-1 |
S1 |
423-5 |
423-5 |
431-7 |
418-2 |
S2 |
412-7 |
412-7 |
429-3 |
|
S3 |
384-7 |
395-5 |
426-6 |
|
S4 |
356-7 |
367-5 |
419-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
458-0 |
430-0 |
28-0 |
6.4% |
10-0 |
2.3% |
16% |
False |
True |
55,188 |
10 |
459-6 |
430-0 |
29-6 |
6.8% |
9-4 |
2.2% |
15% |
False |
True |
41,904 |
20 |
459-6 |
421-0 |
38-6 |
8.9% |
9-3 |
2.1% |
35% |
False |
False |
33,173 |
40 |
459-6 |
380-2 |
79-4 |
18.3% |
8-2 |
1.9% |
68% |
False |
False |
26,674 |
60 |
459-6 |
380-2 |
79-4 |
18.3% |
7-1 |
1.7% |
68% |
False |
False |
20,890 |
80 |
459-6 |
363-4 |
96-2 |
22.2% |
6-7 |
1.6% |
74% |
False |
False |
17,603 |
100 |
459-6 |
363-4 |
96-2 |
22.2% |
6-3 |
1.5% |
74% |
False |
False |
14,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
514-0 |
2.618 |
487-7 |
1.618 |
471-7 |
1.000 |
462-0 |
0.618 |
455-7 |
HIGH |
446-0 |
0.618 |
439-7 |
0.500 |
438-0 |
0.382 |
436-1 |
LOW |
430-0 |
0.618 |
420-1 |
1.000 |
414-0 |
1.618 |
404-1 |
2.618 |
388-1 |
4.250 |
362-0 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
438-0 |
444-0 |
PP |
436-7 |
440-7 |
S1 |
435-5 |
437-5 |
|