CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 17-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
419-4 |
411-4 |
-8-0 |
-1.9% |
448-4 |
High |
419-4 |
416-4 |
-3-0 |
-0.7% |
458-0 |
Low |
411-6 |
407-0 |
-4-6 |
-1.2% |
430-0 |
Close |
412-6 |
416-2 |
3-4 |
0.8% |
434-4 |
Range |
7-6 |
9-4 |
1-6 |
22.6% |
28-0 |
ATR |
11-3 |
11-2 |
-0-1 |
-1.2% |
0-0 |
Volume |
42,511 |
40,934 |
-1,577 |
-3.7% |
275,942 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
441-6 |
438-4 |
421-4 |
|
R3 |
432-2 |
429-0 |
418-7 |
|
R2 |
422-6 |
422-6 |
418-0 |
|
R1 |
419-4 |
419-4 |
417-1 |
421-1 |
PP |
413-2 |
413-2 |
413-2 |
414-0 |
S1 |
410-0 |
410-0 |
415-3 |
411-5 |
S2 |
403-6 |
403-6 |
414-4 |
|
S3 |
394-2 |
400-4 |
413-5 |
|
S4 |
384-6 |
391-0 |
411-0 |
|
|
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 |
456-0 |
407-0 |
49-0 |
11.8% |
10-3 |
2.5% |
19% |
False |
True |
49,302 |
10 |
458-4 |
407-0 |
51-4 |
12.4% |
9-4 |
2.3% |
18% |
False |
True |
48,202 |
20 |
459-6 |
407-0 |
52-6 |
12.7% |
9-0 |
2.2% |
18% |
False |
True |
37,202 |
40 |
459-6 |
386-0 |
73-6 |
17.7% |
8-3 |
2.0% |
41% |
False |
False |
28,852 |
60 |
459-6 |
380-2 |
79-4 |
19.1% |
7-3 |
1.8% |
45% |
False |
False |
22,783 |
80 |
459-6 |
363-4 |
96-2 |
23.1% |
7-0 |
1.7% |
55% |
False |
False |
18,921 |
100 |
459-6 |
363-4 |
96-2 |
23.1% |
6-4 |
1.6% |
55% |
False |
False |
16,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
456-7 |
2.618 |
441-3 |
1.618 |
431-7 |
1.000 |
426-0 |
0.618 |
422-3 |
HIGH |
416-4 |
0.618 |
412-7 |
0.500 |
411-6 |
0.382 |
410-5 |
LOW |
407-0 |
0.618 |
401-1 |
1.000 |
397-4 |
1.618 |
391-5 |
2.618 |
382-1 |
4.250 |
366-5 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
414-6 |
416-1 |
PP |
413-2 |
416-1 |
S1 |
411-6 |
416-0 |
|