CME Pit-Traded Corn Future September 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
446-0 |
424-4 |
-21-4 |
-4.8% |
448-4 |
| High |
446-0 |
425-0 |
-21-0 |
-4.7% |
458-0 |
| Low |
430-0 |
414-0 |
-16-0 |
-3.7% |
430-0 |
| Close |
434-4 |
414-6 |
-19-6 |
-4.5% |
434-4 |
| Range |
16-0 |
11-0 |
-5-0 |
-31.3% |
28-0 |
| ATR |
11-0 |
11-5 |
0-5 |
6.2% |
0-0 |
| Volume |
57,906 |
48,574 |
-9,332 |
-16.1% |
275,942 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
450-7 |
443-7 |
420-6 |
|
| R3 |
439-7 |
432-7 |
417-6 |
|
| R2 |
428-7 |
428-7 |
416-6 |
|
| R1 |
421-7 |
421-7 |
415-6 |
419-7 |
| PP |
417-7 |
417-7 |
417-7 |
417-0 |
| S1 |
410-7 |
410-7 |
413-6 |
408-7 |
| S2 |
406-7 |
406-7 |
412-6 |
|
| S3 |
395-7 |
399-7 |
411-6 |
|
| S4 |
384-7 |
388-7 |
408-6 |
|
|
| 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 |
414-0 |
44-0 |
10.6% |
10-6 |
2.6% |
2% |
False |
True |
58,256 |
| 10 |
459-6 |
414-0 |
45-6 |
11.0% |
10-0 |
2.4% |
2% |
False |
True |
44,639 |
| 20 |
459-6 |
414-0 |
45-6 |
11.0% |
9-2 |
2.2% |
2% |
False |
True |
35,179 |
| 40 |
459-6 |
380-2 |
79-4 |
19.2% |
8-3 |
2.0% |
43% |
False |
False |
27,656 |
| 60 |
459-6 |
380-2 |
79-4 |
19.2% |
7-2 |
1.7% |
43% |
False |
False |
21,570 |
| 80 |
459-6 |
363-4 |
96-2 |
23.2% |
6-7 |
1.7% |
53% |
False |
False |
18,054 |
| 100 |
459-6 |
363-4 |
96-2 |
23.2% |
6-3 |
1.5% |
53% |
False |
False |
15,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
471-6 |
|
2.618 |
453-6 |
|
1.618 |
442-6 |
|
1.000 |
436-0 |
|
0.618 |
431-6 |
|
HIGH |
425-0 |
|
0.618 |
420-6 |
|
0.500 |
419-4 |
|
0.382 |
418-2 |
|
LOW |
414-0 |
|
0.618 |
407-2 |
|
1.000 |
403-0 |
|
1.618 |
396-2 |
|
2.618 |
385-2 |
|
4.250 |
367-2 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
419-4 |
435-0 |
| PP |
417-7 |
428-2 |
| S1 |
416-3 |
421-4 |
|