CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
464-0 |
458-0 |
-6-0 |
-1.3% |
463-0 |
High |
469-2 |
458-6 |
-10-4 |
-2.2% |
471-4 |
Low |
462-0 |
443-2 |
-18-6 |
-4.1% |
443-2 |
Close |
463-2 |
447-6 |
-15-4 |
-3.3% |
447-6 |
Range |
7-2 |
15-4 |
8-2 |
113.8% |
28-2 |
ATR |
10-6 |
11-4 |
0-5 |
6.1% |
0-0 |
Volume |
63,286 |
61,477 |
-1,809 |
-2.9% |
276,559 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
496-3 |
487-5 |
456-2 |
|
R3 |
480-7 |
472-1 |
452-0 |
|
R2 |
465-3 |
465-3 |
450-5 |
|
R1 |
456-5 |
456-5 |
449-1 |
453-2 |
PP |
449-7 |
449-7 |
449-7 |
448-2 |
S1 |
441-1 |
441-1 |
446-3 |
437-6 |
S2 |
434-3 |
434-3 |
444-7 |
|
S3 |
418-7 |
425-5 |
443-4 |
|
S4 |
403-3 |
410-1 |
439-2 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
538-7 |
521-5 |
463-2 |
|
R3 |
510-5 |
493-3 |
455-4 |
|
R2 |
482-3 |
482-3 |
452-7 |
|
R1 |
465-1 |
465-1 |
450-3 |
459-5 |
PP |
454-1 |
454-1 |
454-1 |
451-4 |
S1 |
436-7 |
436-7 |
445-1 |
431-3 |
S2 |
425-7 |
425-7 |
442-5 |
|
S3 |
397-5 |
408-5 |
440-0 |
|
S4 |
369-3 |
380-3 |
432-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
471-4 |
443-2 |
28-2 |
6.3% |
10-0 |
2.2% |
16% |
False |
True |
55,311 |
10 |
473-0 |
443-2 |
29-6 |
6.6% |
9-5 |
2.2% |
15% |
False |
True |
52,978 |
20 |
473-0 |
433-0 |
40-0 |
8.9% |
9-5 |
2.1% |
37% |
False |
False |
49,402 |
40 |
473-0 |
390-4 |
82-4 |
18.4% |
9-1 |
2.0% |
69% |
False |
False |
45,728 |
60 |
473-0 |
390-4 |
82-4 |
18.4% |
8-4 |
1.9% |
69% |
False |
False |
38,549 |
80 |
473-0 |
375-4 |
97-4 |
21.8% |
8-3 |
1.9% |
74% |
False |
False |
34,112 |
100 |
473-0 |
375-4 |
97-4 |
21.8% |
8-4 |
1.9% |
74% |
False |
False |
30,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
524-5 |
2.618 |
499-3 |
1.618 |
483-7 |
1.000 |
474-2 |
0.618 |
468-3 |
HIGH |
458-6 |
0.618 |
452-7 |
0.500 |
451-0 |
0.382 |
449-1 |
LOW |
443-2 |
0.618 |
433-5 |
1.000 |
427-6 |
1.618 |
418-1 |
2.618 |
402-5 |
4.250 |
377-3 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
451-0 |
457-3 |
PP |
449-7 |
454-1 |
S1 |
448-7 |
451-0 |
|