CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
466-0 |
465-0 |
-1-0 |
-0.2% |
450-0 |
| High |
469-0 |
473-0 |
4-0 |
0.9% |
460-0 |
| Low |
463-6 |
465-0 |
1-2 |
0.3% |
445-0 |
| Close |
469-2 |
472-6 |
3-4 |
0.7% |
459-2 |
| Range |
5-2 |
8-0 |
2-6 |
52.4% |
15-0 |
| ATR |
9-6 |
9-5 |
-0-1 |
-1.3% |
0-0 |
| Volume |
32,512 |
50,530 |
18,018 |
55.4% |
209,212 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
494-2 |
491-4 |
477-1 |
|
| R3 |
486-2 |
483-4 |
475-0 |
|
| R2 |
478-2 |
478-2 |
474-2 |
|
| R1 |
475-4 |
475-4 |
473-4 |
476-7 |
| PP |
470-2 |
470-2 |
470-2 |
471-0 |
| S1 |
467-4 |
467-4 |
472-0 |
468-7 |
| S2 |
462-2 |
462-2 |
471-2 |
|
| S3 |
454-2 |
459-4 |
470-4 |
|
| S4 |
446-2 |
451-4 |
468-3 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
499-6 |
494-4 |
467-4 |
|
| R3 |
484-6 |
479-4 |
463-3 |
|
| R2 |
469-6 |
469-6 |
462-0 |
|
| R1 |
464-4 |
464-4 |
460-5 |
467-1 |
| PP |
454-6 |
454-6 |
454-6 |
456-0 |
| S1 |
449-4 |
449-4 |
457-7 |
452-1 |
| S2 |
439-6 |
439-6 |
456-4 |
|
| S3 |
424-6 |
434-4 |
455-1 |
|
| S4 |
409-6 |
419-4 |
451-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
473-0 |
446-6 |
26-2 |
5.6% |
7-3 |
1.6% |
99% |
True |
False |
50,397 |
| 10 |
473-0 |
439-0 |
34-0 |
7.2% |
8-1 |
1.7% |
99% |
True |
False |
47,876 |
| 20 |
473-0 |
417-0 |
56-0 |
11.8% |
8-2 |
1.7% |
100% |
True |
False |
49,247 |
| 40 |
473-0 |
390-4 |
82-4 |
17.5% |
8-5 |
1.8% |
100% |
True |
False |
39,179 |
| 60 |
473-0 |
390-4 |
82-4 |
17.5% |
8-2 |
1.8% |
100% |
True |
False |
34,588 |
| 80 |
473-0 |
375-4 |
97-4 |
20.6% |
8-1 |
1.7% |
100% |
True |
False |
29,931 |
| 100 |
473-0 |
375-4 |
97-4 |
20.6% |
8-5 |
1.8% |
100% |
True |
False |
27,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
507-0 |
|
2.618 |
494-0 |
|
1.618 |
486-0 |
|
1.000 |
481-0 |
|
0.618 |
478-0 |
|
HIGH |
473-0 |
|
0.618 |
470-0 |
|
0.500 |
469-0 |
|
0.382 |
468-0 |
|
LOW |
465-0 |
|
0.618 |
460-0 |
|
1.000 |
457-0 |
|
1.618 |
452-0 |
|
2.618 |
444-0 |
|
4.250 |
431-0 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
471-4 |
469-7 |
| PP |
470-2 |
466-7 |
| S1 |
469-0 |
464-0 |
|