CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 29-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
390-6 |
390-4 |
-0-2 |
-0.1% |
396-0 |
High |
393-4 |
390-6 |
-2-6 |
-0.7% |
399-0 |
Low |
387-4 |
383-2 |
-4-2 |
-1.1% |
387-4 |
Close |
391-6 |
384-4 |
-7-2 |
-1.9% |
391-6 |
Range |
6-0 |
7-4 |
1-4 |
25.0% |
11-4 |
ATR |
10-3 |
10-2 |
-0-1 |
-1.3% |
0-0 |
Volume |
65,304 |
67,854 |
2,550 |
3.9% |
287,734 |
|
Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-5 |
404-1 |
388-5 |
|
R3 |
401-1 |
396-5 |
386-4 |
|
R2 |
393-5 |
393-5 |
385-7 |
|
R1 |
389-1 |
389-1 |
385-2 |
387-5 |
PP |
386-1 |
386-1 |
386-1 |
385-4 |
S1 |
381-5 |
381-5 |
383-6 |
380-1 |
S2 |
378-5 |
378-5 |
383-1 |
|
S3 |
371-1 |
374-1 |
382-4 |
|
S4 |
363-5 |
366-5 |
380-3 |
|
|
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 |
383-2 |
15-6 |
4.1% |
7-6 |
2.0% |
8% |
False |
True |
61,922 |
10 |
419-4 |
383-2 |
36-2 |
9.4% |
7-6 |
2.0% |
3% |
False |
True |
51,664 |
20 |
459-6 |
383-2 |
76-4 |
19.9% |
8-7 |
2.3% |
2% |
False |
True |
48,152 |
40 |
459-6 |
383-2 |
76-4 |
19.9% |
8-3 |
2.2% |
2% |
False |
True |
36,608 |
60 |
459-6 |
380-2 |
79-4 |
20.7% |
7-5 |
2.0% |
5% |
False |
False |
29,020 |
80 |
459-6 |
378-0 |
81-6 |
21.3% |
7-1 |
1.9% |
8% |
False |
False |
23,737 |
100 |
459-6 |
363-4 |
96-2 |
25.0% |
6-6 |
1.7% |
22% |
False |
False |
20,185 |
120 |
459-6 |
363-4 |
96-2 |
25.0% |
6-4 |
1.7% |
22% |
False |
False |
17,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
422-5 |
2.618 |
410-3 |
1.618 |
402-7 |
1.000 |
398-2 |
0.618 |
395-3 |
HIGH |
390-6 |
0.618 |
387-7 |
0.500 |
387-0 |
0.382 |
386-1 |
LOW |
383-2 |
0.618 |
378-5 |
1.000 |
375-6 |
1.618 |
371-1 |
2.618 |
363-5 |
4.250 |
351-3 |
|
|
Fisher Pivots for day following 29-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
387-0 |
389-7 |
PP |
386-1 |
388-1 |
S1 |
385-3 |
386-2 |
|