CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 30-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
390-4 |
358-0 |
-32-4 |
-8.3% |
396-0 |
High |
390-6 |
358-0 |
-32-6 |
-8.4% |
399-0 |
Low |
383-2 |
354-4 |
-28-6 |
-7.5% |
387-4 |
Close |
384-4 |
354-4 |
-30-0 |
-7.8% |
391-6 |
Range |
7-4 |
3-4 |
-4-0 |
-53.3% |
11-4 |
ATR |
10-2 |
11-5 |
1-3 |
13.8% |
0-0 |
Volume |
67,854 |
80,191 |
12,337 |
18.2% |
287,734 |
|
Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
366-1 |
363-7 |
356-3 |
|
R3 |
362-5 |
360-3 |
355-4 |
|
R2 |
359-1 |
359-1 |
355-1 |
|
R1 |
356-7 |
356-7 |
354-7 |
356-2 |
PP |
355-5 |
355-5 |
355-5 |
355-3 |
S1 |
353-3 |
353-3 |
354-1 |
352-6 |
S2 |
352-1 |
352-1 |
353-7 |
|
S3 |
348-5 |
349-7 |
353-4 |
|
S4 |
345-1 |
346-3 |
352-5 |
|
|
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 |
354-4 |
44-4 |
12.6% |
6-6 |
1.9% |
0% |
False |
True |
63,517 |
10 |
416-4 |
354-4 |
62-0 |
17.5% |
7-3 |
2.1% |
0% |
False |
True |
55,432 |
20 |
458-4 |
354-4 |
104-0 |
29.3% |
8-5 |
2.4% |
0% |
False |
True |
51,061 |
40 |
459-6 |
354-4 |
105-2 |
29.7% |
8-1 |
2.3% |
0% |
False |
True |
38,317 |
60 |
459-6 |
354-4 |
105-2 |
29.7% |
7-5 |
2.2% |
0% |
False |
True |
30,150 |
80 |
459-6 |
354-4 |
105-2 |
29.7% |
7-1 |
2.0% |
0% |
False |
True |
24,659 |
100 |
459-6 |
354-4 |
105-2 |
29.7% |
6-6 |
1.9% |
0% |
False |
True |
20,933 |
120 |
459-6 |
354-4 |
105-2 |
29.7% |
6-4 |
1.9% |
0% |
False |
True |
18,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
372-7 |
2.618 |
367-1 |
1.618 |
363-5 |
1.000 |
361-4 |
0.618 |
360-1 |
HIGH |
358-0 |
0.618 |
356-5 |
0.500 |
356-2 |
0.382 |
355-7 |
LOW |
354-4 |
0.618 |
352-3 |
1.000 |
351-0 |
1.618 |
348-7 |
2.618 |
345-3 |
4.250 |
339-5 |
|
|
Fisher Pivots for day following 30-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
356-2 |
374-0 |
PP |
355-5 |
367-4 |
S1 |
355-1 |
361-0 |
|