CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 04-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
468-6 |
459-0 |
-9-6 |
-2.1% |
450-0 |
High |
468-6 |
471-2 |
2-4 |
0.5% |
460-0 |
Low |
454-0 |
459-0 |
5-0 |
1.1% |
445-0 |
Close |
455-0 |
471-4 |
16-4 |
3.6% |
459-2 |
Range |
14-6 |
12-2 |
-2-4 |
-16.9% |
15-0 |
ATR |
10-2 |
10-6 |
0-3 |
4.2% |
0-0 |
Volume |
49,248 |
68,080 |
18,832 |
38.2% |
209,212 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
504-0 |
500-0 |
478-2 |
|
R3 |
491-6 |
487-6 |
474-7 |
|
R2 |
479-4 |
479-4 |
473-6 |
|
R1 |
475-4 |
475-4 |
472-5 |
477-4 |
PP |
467-2 |
467-2 |
467-2 |
468-2 |
S1 |
463-2 |
463-2 |
470-3 |
465-2 |
S2 |
455-0 |
455-0 |
469-2 |
|
S3 |
442-6 |
451-0 |
468-1 |
|
S4 |
430-4 |
438-6 |
464-6 |
|
|
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 |
454-0 |
19-0 |
4.0% |
9-0 |
1.9% |
92% |
False |
False |
52,518 |
10 |
473-0 |
439-0 |
34-0 |
7.2% |
9-1 |
1.9% |
96% |
False |
False |
48,725 |
20 |
473-0 |
428-0 |
45-0 |
9.5% |
8-6 |
1.9% |
97% |
False |
False |
51,411 |
40 |
473-0 |
390-4 |
82-4 |
17.5% |
9-0 |
1.9% |
98% |
False |
False |
41,111 |
60 |
473-0 |
390-4 |
82-4 |
17.5% |
8-5 |
1.8% |
98% |
False |
False |
35,995 |
80 |
473-0 |
375-4 |
97-4 |
20.7% |
8-3 |
1.8% |
98% |
False |
False |
31,057 |
100 |
473-0 |
375-4 |
97-4 |
20.7% |
8-6 |
1.8% |
98% |
False |
False |
28,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
523-2 |
2.618 |
503-3 |
1.618 |
491-1 |
1.000 |
483-4 |
0.618 |
478-7 |
HIGH |
471-2 |
0.618 |
466-5 |
0.500 |
465-1 |
0.382 |
463-5 |
LOW |
459-0 |
0.618 |
451-3 |
1.000 |
446-6 |
1.618 |
439-1 |
2.618 |
426-7 |
4.250 |
407-0 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
469-3 |
468-7 |
PP |
467-2 |
466-1 |
S1 |
465-1 |
463-4 |
|