CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
392-0 |
390-6 |
-1-2 |
-0.3% |
396-0 |
High |
396-4 |
393-4 |
-3-0 |
-0.8% |
399-0 |
Low |
389-0 |
387-4 |
-1-4 |
-0.4% |
387-4 |
Close |
390-0 |
391-6 |
1-6 |
0.4% |
391-6 |
Range |
7-4 |
6-0 |
-1-4 |
-20.0% |
11-4 |
ATR |
10-6 |
10-3 |
-0-3 |
-3.1% |
0-0 |
Volume |
40,042 |
65,304 |
25,262 |
63.1% |
287,734 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-7 |
406-3 |
395-0 |
|
R3 |
402-7 |
400-3 |
393-3 |
|
R2 |
396-7 |
396-7 |
392-7 |
|
R1 |
394-3 |
394-3 |
392-2 |
395-5 |
PP |
390-7 |
390-7 |
390-7 |
391-4 |
S1 |
388-3 |
388-3 |
391-2 |
389-5 |
S2 |
384-7 |
384-7 |
390-5 |
|
S3 |
378-7 |
382-3 |
390-1 |
|
S4 |
372-7 |
376-3 |
388-4 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-2 |
421-0 |
398-1 |
|
R3 |
415-6 |
409-4 |
394-7 |
|
R2 |
404-2 |
404-2 |
393-7 |
|
R1 |
398-0 |
398-0 |
392-6 |
395-3 |
PP |
392-6 |
392-6 |
392-6 |
391-4 |
S1 |
386-4 |
386-4 |
390-6 |
383-7 |
S2 |
381-2 |
381-2 |
389-5 |
|
S3 |
369-6 |
375-0 |
388-5 |
|
S4 |
358-2 |
363-4 |
385-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
399-0 |
387-4 |
11-4 |
2.9% |
7-7 |
2.0% |
37% |
False |
True |
57,546 |
10 |
425-0 |
387-4 |
37-4 |
9.6% |
8-1 |
2.1% |
11% |
False |
True |
49,736 |
20 |
459-6 |
387-4 |
72-2 |
18.4% |
8-6 |
2.2% |
6% |
False |
True |
45,820 |
40 |
459-6 |
387-4 |
72-2 |
18.4% |
8-3 |
2.1% |
6% |
False |
True |
35,508 |
60 |
459-6 |
380-2 |
79-4 |
20.3% |
7-5 |
2.0% |
14% |
False |
False |
28,054 |
80 |
459-6 |
377-0 |
82-6 |
21.1% |
7-1 |
1.8% |
18% |
False |
False |
23,013 |
100 |
459-6 |
363-4 |
96-2 |
24.6% |
6-6 |
1.7% |
29% |
False |
False |
19,539 |
120 |
459-6 |
363-4 |
96-2 |
24.6% |
6-4 |
1.7% |
29% |
False |
False |
16,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
419-0 |
2.618 |
409-2 |
1.618 |
403-2 |
1.000 |
399-4 |
0.618 |
397-2 |
HIGH |
393-4 |
0.618 |
391-2 |
0.500 |
390-4 |
0.382 |
389-6 |
LOW |
387-4 |
0.618 |
383-6 |
1.000 |
381-4 |
1.618 |
377-6 |
2.618 |
371-6 |
4.250 |
362-0 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
391-3 |
393-2 |
PP |
390-7 |
392-6 |
S1 |
390-4 |
392-2 |
|