CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 25-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
397-4 |
392-0 |
-5-4 |
-1.4% |
424-4 |
High |
399-0 |
396-4 |
-2-4 |
-0.6% |
425-0 |
Low |
389-6 |
389-0 |
-0-6 |
-0.2% |
407-0 |
Close |
395-0 |
390-0 |
-5-0 |
-1.3% |
407-2 |
Range |
9-2 |
7-4 |
-1-6 |
-18.9% |
18-0 |
ATR |
11-0 |
10-6 |
-0-2 |
-2.3% |
0-0 |
Volume |
64,197 |
40,042 |
-24,155 |
-37.6% |
209,634 |
|
Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414-3 |
409-5 |
394-1 |
|
R3 |
406-7 |
402-1 |
392-0 |
|
R2 |
399-3 |
399-3 |
391-3 |
|
R1 |
394-5 |
394-5 |
390-6 |
393-2 |
PP |
391-7 |
391-7 |
391-7 |
391-1 |
S1 |
387-1 |
387-1 |
389-2 |
385-6 |
S2 |
384-3 |
384-3 |
388-5 |
|
S3 |
376-7 |
379-5 |
388-0 |
|
S4 |
369-3 |
372-1 |
385-7 |
|
|
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 |
415-4 |
388-4 |
27-0 |
6.9% |
8-3 |
2.2% |
6% |
False |
False |
49,873 |
10 |
446-0 |
388-4 |
57-4 |
14.7% |
9-1 |
2.3% |
3% |
False |
False |
48,997 |
20 |
459-6 |
388-4 |
71-2 |
18.3% |
8-6 |
2.2% |
2% |
False |
False |
45,353 |
40 |
459-6 |
388-4 |
71-2 |
18.3% |
8-4 |
2.2% |
2% |
False |
False |
34,417 |
60 |
459-6 |
380-2 |
79-4 |
20.4% |
7-5 |
2.0% |
12% |
False |
False |
27,099 |
80 |
459-6 |
376-2 |
83-4 |
21.4% |
7-1 |
1.8% |
16% |
False |
False |
22,296 |
100 |
459-6 |
363-4 |
96-2 |
24.7% |
6-6 |
1.7% |
28% |
False |
False |
18,920 |
120 |
459-6 |
363-4 |
96-2 |
24.7% |
6-5 |
1.7% |
28% |
False |
False |
16,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
428-3 |
2.618 |
416-1 |
1.618 |
408-5 |
1.000 |
404-0 |
0.618 |
401-1 |
HIGH |
396-4 |
0.618 |
393-5 |
0.500 |
392-6 |
0.382 |
391-7 |
LOW |
389-0 |
0.618 |
384-3 |
1.000 |
381-4 |
1.618 |
376-7 |
2.618 |
369-3 |
4.250 |
357-1 |
|
|
Fisher Pivots for day following 25-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
392-6 |
394-0 |
PP |
391-7 |
392-5 |
S1 |
390-7 |
391-3 |
|