CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 05-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
459-0 |
464-0 |
5-0 |
1.1% |
466-0 |
High |
471-2 |
470-0 |
-1-2 |
-0.3% |
473-0 |
Low |
459-0 |
464-0 |
5-0 |
1.1% |
454-0 |
Close |
471-4 |
467-4 |
-4-0 |
-0.8% |
467-4 |
Range |
12-2 |
6-0 |
-6-2 |
-51.0% |
19-0 |
ATR |
10-6 |
10-4 |
-0-2 |
-2.1% |
0-0 |
Volume |
68,080 |
52,856 |
-15,224 |
-22.4% |
253,226 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
485-1 |
482-3 |
470-6 |
|
R3 |
479-1 |
476-3 |
469-1 |
|
R2 |
473-1 |
473-1 |
468-5 |
|
R1 |
470-3 |
470-3 |
468-0 |
471-6 |
PP |
467-1 |
467-1 |
467-1 |
467-7 |
S1 |
464-3 |
464-3 |
467-0 |
465-6 |
S2 |
461-1 |
461-1 |
466-3 |
|
S3 |
455-1 |
458-3 |
465-7 |
|
S4 |
449-1 |
452-3 |
464-2 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
521-7 |
513-5 |
478-0 |
|
R3 |
502-7 |
494-5 |
472-6 |
|
R2 |
483-7 |
483-7 |
471-0 |
|
R1 |
475-5 |
475-5 |
469-2 |
479-6 |
PP |
464-7 |
464-7 |
464-7 |
466-7 |
S1 |
456-5 |
456-5 |
465-6 |
460-6 |
S2 |
445-7 |
445-7 |
464-0 |
|
S3 |
426-7 |
437-5 |
462-2 |
|
S4 |
407-7 |
418-5 |
457-0 |
|
|
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 |
4.1% |
9-2 |
2.0% |
71% |
False |
False |
50,645 |
10 |
473-0 |
445-0 |
28-0 |
6.0% |
8-6 |
1.9% |
80% |
False |
False |
48,985 |
20 |
473-0 |
433-0 |
40-0 |
8.6% |
8-4 |
1.8% |
86% |
False |
False |
52,680 |
40 |
473-0 |
390-4 |
82-4 |
17.6% |
8-7 |
1.9% |
93% |
False |
False |
41,917 |
60 |
473-0 |
390-4 |
82-4 |
17.6% |
8-3 |
1.8% |
93% |
False |
False |
36,341 |
80 |
473-0 |
375-4 |
97-4 |
20.9% |
8-2 |
1.8% |
94% |
False |
False |
31,592 |
100 |
473-0 |
375-4 |
97-4 |
20.9% |
8-6 |
1.9% |
94% |
False |
False |
28,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
495-4 |
2.618 |
485-6 |
1.618 |
479-6 |
1.000 |
476-0 |
0.618 |
473-6 |
HIGH |
470-0 |
0.618 |
467-6 |
0.500 |
467-0 |
0.382 |
466-2 |
LOW |
464-0 |
0.618 |
460-2 |
1.000 |
458-0 |
1.618 |
454-2 |
2.618 |
448-2 |
4.250 |
438-4 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
467-3 |
465-7 |
PP |
467-1 |
464-2 |
S1 |
467-0 |
462-5 |
|