CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 01-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
358-0 |
358-4 |
0-4 |
0.1% |
396-0 |
High |
358-0 |
360-4 |
2-4 |
0.7% |
399-0 |
Low |
354-4 |
349-2 |
-5-2 |
-1.5% |
387-4 |
Close |
354-4 |
356-4 |
2-0 |
0.6% |
391-6 |
Range |
3-4 |
11-2 |
7-6 |
221.4% |
11-4 |
ATR |
11-5 |
11-5 |
0-0 |
-0.2% |
0-0 |
Volume |
80,191 |
61,145 |
-19,046 |
-23.8% |
287,734 |
|
Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-1 |
384-1 |
362-6 |
|
R3 |
377-7 |
372-7 |
359-5 |
|
R2 |
366-5 |
366-5 |
358-4 |
|
R1 |
361-5 |
361-5 |
357-4 |
358-4 |
PP |
355-3 |
355-3 |
355-3 |
353-7 |
S1 |
350-3 |
350-3 |
355-4 |
347-2 |
S2 |
344-1 |
344-1 |
354-4 |
|
S3 |
332-7 |
339-1 |
353-3 |
|
S4 |
321-5 |
327-7 |
350-2 |
|
|
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 |
396-4 |
349-2 |
47-2 |
13.3% |
7-1 |
2.0% |
15% |
False |
True |
62,907 |
10 |
415-4 |
349-2 |
66-2 |
18.6% |
7-4 |
2.1% |
11% |
False |
True |
57,453 |
20 |
458-4 |
349-2 |
109-2 |
30.6% |
8-4 |
2.4% |
7% |
False |
True |
52,828 |
40 |
459-6 |
349-2 |
110-4 |
31.0% |
8-2 |
2.3% |
7% |
False |
True |
39,485 |
60 |
459-6 |
349-2 |
110-4 |
31.0% |
7-6 |
2.2% |
7% |
False |
True |
31,055 |
80 |
459-6 |
349-2 |
110-4 |
31.0% |
7-2 |
2.0% |
7% |
False |
True |
25,240 |
100 |
459-6 |
349-2 |
110-4 |
31.0% |
6-7 |
1.9% |
7% |
False |
True |
21,516 |
120 |
459-6 |
349-2 |
110-4 |
31.0% |
6-5 |
1.9% |
7% |
False |
True |
18,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-2 |
2.618 |
390-0 |
1.618 |
378-6 |
1.000 |
371-6 |
0.618 |
367-4 |
HIGH |
360-4 |
0.618 |
356-2 |
0.500 |
354-7 |
0.382 |
353-4 |
LOW |
349-2 |
0.618 |
342-2 |
1.000 |
338-0 |
1.618 |
331-0 |
2.618 |
319-6 |
4.250 |
301-4 |
|
|
Fisher Pivots for day following 01-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
356-0 |
370-0 |
PP |
355-3 |
365-4 |
S1 |
354-7 |
361-0 |
|