CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 22-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
413-0 |
396-0 |
-17-0 |
-4.1% |
424-4 |
High |
415-4 |
396-4 |
-19-0 |
-4.6% |
425-0 |
Low |
407-0 |
388-4 |
-18-4 |
-4.5% |
407-0 |
Close |
407-2 |
393-4 |
-13-6 |
-3.4% |
407-2 |
Range |
8-4 |
8-0 |
-0-4 |
-5.9% |
18-0 |
ATR |
10-6 |
11-2 |
0-5 |
5.4% |
0-0 |
Volume |
26,939 |
45,978 |
19,039 |
70.7% |
209,634 |
|
Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
416-7 |
413-1 |
397-7 |
|
R3 |
408-7 |
405-1 |
395-6 |
|
R2 |
400-7 |
400-7 |
395-0 |
|
R1 |
397-1 |
397-1 |
394-2 |
395-0 |
PP |
392-7 |
392-7 |
392-7 |
391-6 |
S1 |
389-1 |
389-1 |
392-6 |
387-0 |
S2 |
384-7 |
384-7 |
392-0 |
|
S3 |
376-7 |
381-1 |
391-2 |
|
S4 |
368-7 |
373-1 |
389-1 |
|
|
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 |
419-4 |
388-4 |
31-0 |
7.9% |
7-6 |
2.0% |
16% |
False |
True |
41,407 |
10 |
458-0 |
388-4 |
69-4 |
17.7% |
9-2 |
2.3% |
7% |
False |
True |
49,831 |
20 |
459-6 |
388-4 |
71-2 |
18.1% |
8-7 |
2.2% |
7% |
False |
True |
41,379 |
40 |
459-6 |
386-0 |
73-6 |
18.7% |
8-4 |
2.2% |
10% |
False |
False |
30,843 |
60 |
459-6 |
380-2 |
79-4 |
20.2% |
7-5 |
1.9% |
17% |
False |
False |
24,454 |
80 |
459-6 |
363-4 |
96-2 |
24.5% |
7-0 |
1.8% |
31% |
False |
False |
20,307 |
100 |
459-6 |
363-4 |
96-2 |
24.5% |
6-4 |
1.7% |
31% |
False |
False |
17,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
430-4 |
2.618 |
417-4 |
1.618 |
409-4 |
1.000 |
404-4 |
0.618 |
401-4 |
HIGH |
396-4 |
0.618 |
393-4 |
0.500 |
392-4 |
0.382 |
391-4 |
LOW |
388-4 |
0.618 |
383-4 |
1.000 |
380-4 |
1.618 |
375-4 |
2.618 |
367-4 |
4.250 |
354-4 |
|
|
Fisher Pivots for day following 22-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
393-1 |
402-0 |
PP |
392-7 |
399-1 |
S1 |
392-4 |
396-3 |
|