CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 18-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
411-4 |
415-0 |
3-4 |
0.9% |
448-4 |
High |
416-4 |
415-4 |
-1-0 |
-0.2% |
458-0 |
Low |
407-0 |
410-4 |
3-4 |
0.9% |
430-0 |
Close |
416-2 |
411-6 |
-4-4 |
-1.1% |
434-4 |
Range |
9-4 |
5-0 |
-4-4 |
-47.4% |
28-0 |
ATR |
11-2 |
10-7 |
-0-3 |
-3.5% |
0-0 |
Volume |
40,934 |
50,676 |
9,742 |
23.8% |
275,942 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-5 |
424-5 |
414-4 |
|
R3 |
422-5 |
419-5 |
413-1 |
|
R2 |
417-5 |
417-5 |
412-5 |
|
R1 |
414-5 |
414-5 |
412-2 |
413-5 |
PP |
412-5 |
412-5 |
412-5 |
412-0 |
S1 |
409-5 |
409-5 |
411-2 |
408-5 |
S2 |
407-5 |
407-5 |
410-7 |
|
S3 |
402-5 |
404-5 |
410-3 |
|
S4 |
397-5 |
399-5 |
409-0 |
|
|
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 |
446-0 |
407-0 |
39-0 |
9.5% |
9-7 |
2.4% |
12% |
False |
False |
48,120 |
10 |
458-0 |
407-0 |
51-0 |
12.4% |
8-7 |
2.1% |
9% |
False |
False |
49,230 |
20 |
459-6 |
407-0 |
52-6 |
12.8% |
8-6 |
2.1% |
9% |
False |
False |
38,765 |
40 |
459-6 |
386-0 |
73-6 |
17.9% |
8-3 |
2.0% |
35% |
False |
False |
29,750 |
60 |
459-6 |
380-2 |
79-4 |
19.3% |
7-4 |
1.8% |
40% |
False |
False |
23,545 |
80 |
459-6 |
363-4 |
96-2 |
23.4% |
7-0 |
1.7% |
50% |
False |
False |
19,507 |
100 |
459-6 |
363-4 |
96-2 |
23.4% |
6-4 |
1.6% |
50% |
False |
False |
16,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
436-6 |
2.618 |
428-5 |
1.618 |
423-5 |
1.000 |
420-4 |
0.618 |
418-5 |
HIGH |
415-4 |
0.618 |
413-5 |
0.500 |
413-0 |
0.382 |
412-3 |
LOW |
410-4 |
0.618 |
407-3 |
1.000 |
405-4 |
1.618 |
402-3 |
2.618 |
397-3 |
4.250 |
389-2 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
413-0 |
413-2 |
PP |
412-5 |
412-6 |
S1 |
412-1 |
412-2 |
|