CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 03-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
465-0 |
468-6 |
3-6 |
0.8% |
450-0 |
High |
473-0 |
468-6 |
-4-2 |
-0.9% |
460-0 |
Low |
465-0 |
454-0 |
-11-0 |
-2.4% |
445-0 |
Close |
472-6 |
455-0 |
-17-6 |
-3.8% |
459-2 |
Range |
8-0 |
14-6 |
6-6 |
84.4% |
15-0 |
ATR |
9-5 |
10-2 |
0-5 |
6.8% |
0-0 |
Volume |
50,530 |
49,248 |
-1,282 |
-2.5% |
209,212 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
503-4 |
494-0 |
463-1 |
|
R3 |
488-6 |
479-2 |
459-0 |
|
R2 |
474-0 |
474-0 |
457-6 |
|
R1 |
464-4 |
464-4 |
456-3 |
461-7 |
PP |
459-2 |
459-2 |
459-2 |
458-0 |
S1 |
449-6 |
449-6 |
453-5 |
447-1 |
S2 |
444-4 |
444-4 |
452-2 |
|
S3 |
429-6 |
435-0 |
451-0 |
|
S4 |
415-0 |
420-2 |
446-7 |
|
|
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 |
5.8% |
8-6 |
1.9% |
31% |
False |
False |
49,151 |
10 |
473-0 |
439-0 |
34-0 |
7.5% |
9-0 |
2.0% |
47% |
False |
False |
46,474 |
20 |
473-0 |
423-0 |
50-0 |
11.0% |
8-3 |
1.9% |
64% |
False |
False |
49,880 |
40 |
473-0 |
390-4 |
82-4 |
18.1% |
8-7 |
1.9% |
78% |
False |
False |
39,865 |
60 |
473-0 |
390-4 |
82-4 |
18.1% |
8-4 |
1.9% |
78% |
False |
False |
35,122 |
80 |
473-0 |
375-4 |
97-4 |
21.4% |
8-2 |
1.8% |
82% |
False |
False |
30,350 |
100 |
473-0 |
375-4 |
97-4 |
21.4% |
8-5 |
1.9% |
82% |
False |
False |
27,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
531-4 |
2.618 |
507-3 |
1.618 |
492-5 |
1.000 |
483-4 |
0.618 |
477-7 |
HIGH |
468-6 |
0.618 |
463-1 |
0.500 |
461-3 |
0.382 |
459-5 |
LOW |
454-0 |
0.618 |
444-7 |
1.000 |
439-2 |
1.618 |
430-1 |
2.618 |
415-3 |
4.250 |
391-2 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
461-3 |
463-4 |
PP |
459-2 |
460-5 |
S1 |
457-1 |
457-7 |
|