CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
463-0 |
462-2 |
-0-6 |
-0.2% |
466-0 |
High |
464-0 |
468-0 |
4-0 |
0.9% |
473-0 |
Low |
456-4 |
462-4 |
6-0 |
1.3% |
454-0 |
Close |
458-0 |
466-2 |
8-2 |
1.8% |
467-4 |
Range |
7-4 |
5-4 |
-2-0 |
-26.7% |
19-0 |
ATR |
10-4 |
10-4 |
0-0 |
-0.3% |
0-0 |
Volume |
45,316 |
45,740 |
424 |
0.9% |
253,226 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
482-1 |
479-5 |
469-2 |
|
R3 |
476-5 |
474-1 |
467-6 |
|
R2 |
471-1 |
471-1 |
467-2 |
|
R1 |
468-5 |
468-5 |
466-6 |
469-7 |
PP |
465-5 |
465-5 |
465-5 |
466-2 |
S1 |
463-1 |
463-1 |
465-6 |
464-3 |
S2 |
460-1 |
460-1 |
465-2 |
|
S3 |
454-5 |
457-5 |
464-6 |
|
S4 |
449-1 |
452-1 |
463-2 |
|
|
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 |
471-2 |
454-0 |
17-2 |
3.7% |
9-2 |
2.0% |
71% |
False |
False |
52,248 |
10 |
473-0 |
446-6 |
26-2 |
5.6% |
8-2 |
1.8% |
74% |
False |
False |
51,322 |
20 |
473-0 |
433-0 |
40-0 |
8.6% |
8-6 |
1.9% |
83% |
False |
False |
51,406 |
40 |
473-0 |
390-4 |
82-4 |
17.7% |
8-5 |
1.9% |
92% |
False |
False |
42,880 |
60 |
473-0 |
390-4 |
82-4 |
17.7% |
8-2 |
1.8% |
92% |
False |
False |
36,848 |
80 |
473-0 |
375-4 |
97-4 |
20.9% |
8-2 |
1.8% |
93% |
False |
False |
32,413 |
100 |
473-0 |
375-4 |
97-4 |
20.9% |
8-5 |
1.9% |
93% |
False |
False |
28,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
491-3 |
2.618 |
482-3 |
1.618 |
476-7 |
1.000 |
473-4 |
0.618 |
471-3 |
HIGH |
468-0 |
0.618 |
465-7 |
0.500 |
465-2 |
0.382 |
464-5 |
LOW |
462-4 |
0.618 |
459-1 |
1.000 |
457-0 |
1.618 |
453-5 |
2.618 |
448-1 |
4.250 |
439-1 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
465-7 |
465-2 |
PP |
465-5 |
464-2 |
S1 |
465-2 |
463-2 |
|