CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
415-0 |
413-0 |
-2-0 |
-0.5% |
424-4 |
High |
415-4 |
415-4 |
0-0 |
0.0% |
425-0 |
Low |
410-4 |
407-0 |
-3-4 |
-0.9% |
407-0 |
Close |
411-6 |
407-2 |
-4-4 |
-1.1% |
407-2 |
Range |
5-0 |
8-4 |
3-4 |
70.0% |
18-0 |
ATR |
10-7 |
10-6 |
-0-1 |
-1.6% |
0-0 |
Volume |
50,676 |
26,939 |
-23,737 |
-46.8% |
209,634 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
435-3 |
429-7 |
411-7 |
|
R3 |
426-7 |
421-3 |
409-5 |
|
R2 |
418-3 |
418-3 |
408-6 |
|
R1 |
412-7 |
412-7 |
408-0 |
411-3 |
PP |
409-7 |
409-7 |
409-7 |
409-2 |
S1 |
404-3 |
404-3 |
406-4 |
402-7 |
S2 |
401-3 |
401-3 |
405-6 |
|
S3 |
392-7 |
395-7 |
404-7 |
|
S4 |
384-3 |
387-3 |
402-5 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467-1 |
455-1 |
417-1 |
|
R3 |
449-1 |
437-1 |
412-2 |
|
R2 |
431-1 |
431-1 |
410-4 |
|
R1 |
419-1 |
419-1 |
408-7 |
416-1 |
PP |
413-1 |
413-1 |
413-1 |
411-4 |
S1 |
401-1 |
401-1 |
405-5 |
398-1 |
S2 |
395-1 |
395-1 |
404-0 |
|
S3 |
377-1 |
383-1 |
402-2 |
|
S4 |
359-1 |
365-1 |
397-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
425-0 |
407-0 |
18-0 |
4.4% |
8-3 |
2.1% |
1% |
False |
True |
41,926 |
10 |
458-0 |
407-0 |
51-0 |
12.5% |
9-1 |
2.3% |
0% |
False |
True |
48,557 |
20 |
459-6 |
407-0 |
52-6 |
13.0% |
8-6 |
2.2% |
0% |
False |
True |
39,455 |
40 |
459-6 |
386-0 |
73-6 |
18.1% |
8-4 |
2.1% |
29% |
False |
False |
30,086 |
60 |
459-6 |
380-2 |
79-4 |
19.5% |
7-4 |
1.9% |
34% |
False |
False |
23,883 |
80 |
459-6 |
363-4 |
96-2 |
23.6% |
6-7 |
1.7% |
45% |
False |
False |
19,772 |
100 |
459-6 |
363-4 |
96-2 |
23.6% |
6-4 |
1.6% |
45% |
False |
False |
16,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
451-5 |
2.618 |
437-6 |
1.618 |
429-2 |
1.000 |
424-0 |
0.618 |
420-6 |
HIGH |
415-4 |
0.618 |
412-2 |
0.500 |
411-2 |
0.382 |
410-2 |
LOW |
407-0 |
0.618 |
401-6 |
1.000 |
398-4 |
1.618 |
393-2 |
2.618 |
384-6 |
4.250 |
370-7 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
411-2 |
411-6 |
PP |
409-7 |
410-2 |
S1 |
408-5 |
408-6 |
|