CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
464-0 |
463-0 |
-1-0 |
-0.2% |
466-0 |
| High |
470-0 |
464-0 |
-6-0 |
-1.3% |
473-0 |
| Low |
464-0 |
456-4 |
-7-4 |
-1.6% |
454-0 |
| Close |
467-4 |
458-0 |
-9-4 |
-2.0% |
467-4 |
| Range |
6-0 |
7-4 |
1-4 |
25.0% |
19-0 |
| ATR |
10-4 |
10-4 |
0-0 |
0.4% |
0-0 |
| Volume |
52,856 |
45,316 |
-7,540 |
-14.3% |
253,226 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
482-0 |
477-4 |
462-1 |
|
| R3 |
474-4 |
470-0 |
460-0 |
|
| R2 |
467-0 |
467-0 |
459-3 |
|
| R1 |
462-4 |
462-4 |
458-6 |
461-0 |
| PP |
459-4 |
459-4 |
459-4 |
458-6 |
| S1 |
455-0 |
455-0 |
457-2 |
453-4 |
| S2 |
452-0 |
452-0 |
456-5 |
|
| S3 |
444-4 |
447-4 |
456-0 |
|
| S4 |
437-0 |
440-0 |
453-7 |
|
|
| 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% |
9-6 |
2.1% |
21% |
False |
False |
53,206 |
| 10 |
473-0 |
445-0 |
28-0 |
6.1% |
8-6 |
1.9% |
46% |
False |
False |
50,775 |
| 20 |
473-0 |
433-0 |
40-0 |
8.7% |
8-5 |
1.9% |
63% |
False |
False |
51,410 |
| 40 |
473-0 |
390-4 |
82-4 |
18.0% |
8-5 |
1.9% |
82% |
False |
False |
42,391 |
| 60 |
473-0 |
390-4 |
82-4 |
18.0% |
8-2 |
1.8% |
82% |
False |
False |
36,693 |
| 80 |
473-0 |
375-4 |
97-4 |
21.3% |
8-2 |
1.8% |
85% |
False |
False |
31,997 |
| 100 |
473-0 |
375-4 |
97-4 |
21.3% |
8-5 |
1.9% |
85% |
False |
False |
28,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
495-7 |
|
2.618 |
483-5 |
|
1.618 |
476-1 |
|
1.000 |
471-4 |
|
0.618 |
468-5 |
|
HIGH |
464-0 |
|
0.618 |
461-1 |
|
0.500 |
460-2 |
|
0.382 |
459-3 |
|
LOW |
456-4 |
|
0.618 |
451-7 |
|
1.000 |
449-0 |
|
1.618 |
444-3 |
|
2.618 |
436-7 |
|
4.250 |
424-5 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
460-2 |
463-7 |
| PP |
459-4 |
461-7 |
| S1 |
458-6 |
460-0 |
|