CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
424-4 |
419-4 |
-5-0 |
-1.2% |
448-4 |
High |
425-0 |
419-4 |
-5-4 |
-1.3% |
458-0 |
Low |
414-0 |
411-6 |
-2-2 |
-0.5% |
430-0 |
Close |
414-6 |
412-6 |
-2-0 |
-0.5% |
434-4 |
Range |
11-0 |
7-6 |
-3-2 |
-29.5% |
28-0 |
ATR |
11-5 |
11-3 |
-0-2 |
-2.4% |
0-0 |
Volume |
48,574 |
42,511 |
-6,063 |
-12.5% |
275,942 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
437-7 |
433-1 |
417-0 |
|
R3 |
430-1 |
425-3 |
414-7 |
|
R2 |
422-3 |
422-3 |
414-1 |
|
R1 |
417-5 |
417-5 |
413-4 |
416-1 |
PP |
414-5 |
414-5 |
414-5 |
414-0 |
S1 |
409-7 |
409-7 |
412-0 |
408-3 |
S2 |
406-7 |
406-7 |
411-3 |
|
S3 |
399-1 |
402-1 |
410-5 |
|
S4 |
391-3 |
394-3 |
408-4 |
|
|
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 |
411-6 |
46-2 |
11.2% |
11-2 |
2.7% |
2% |
False |
True |
55,233 |
10 |
458-4 |
411-6 |
46-6 |
11.3% |
10-0 |
2.4% |
2% |
False |
True |
46,690 |
20 |
459-6 |
411-6 |
48-0 |
11.6% |
8-7 |
2.2% |
2% |
False |
True |
36,290 |
40 |
459-6 |
386-0 |
73-6 |
17.9% |
8-3 |
2.0% |
36% |
False |
False |
28,496 |
60 |
459-6 |
380-2 |
79-4 |
19.3% |
7-3 |
1.8% |
41% |
False |
False |
22,151 |
80 |
459-6 |
363-4 |
96-2 |
23.3% |
7-0 |
1.7% |
51% |
False |
False |
18,455 |
100 |
459-6 |
363-4 |
96-2 |
23.3% |
6-4 |
1.6% |
51% |
False |
False |
15,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
452-4 |
2.618 |
439-6 |
1.618 |
432-0 |
1.000 |
427-2 |
0.618 |
424-2 |
HIGH |
419-4 |
0.618 |
416-4 |
0.500 |
415-5 |
0.382 |
414-6 |
LOW |
411-6 |
0.618 |
407-0 |
1.000 |
404-0 |
1.618 |
399-2 |
2.618 |
391-4 |
4.250 |
378-6 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
415-5 |
428-7 |
PP |
414-5 |
423-4 |
S1 |
413-6 |
418-1 |
|