CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
458-0 |
437-4 |
-20-4 |
-4.5% |
463-0 |
High |
458-6 |
438-0 |
-20-6 |
-4.5% |
471-4 |
Low |
443-2 |
427-2 |
-16-0 |
-3.6% |
443-2 |
Close |
447-6 |
427-6 |
-20-0 |
-4.5% |
447-6 |
Range |
15-4 |
10-6 |
-4-6 |
-30.6% |
28-2 |
ATR |
11-4 |
12-1 |
0-5 |
5.7% |
0-0 |
Volume |
61,477 |
79,134 |
17,657 |
28.7% |
276,559 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463-2 |
456-2 |
433-5 |
|
R3 |
452-4 |
445-4 |
430-6 |
|
R2 |
441-6 |
441-6 |
429-6 |
|
R1 |
434-6 |
434-6 |
428-6 |
432-7 |
PP |
431-0 |
431-0 |
431-0 |
430-0 |
S1 |
424-0 |
424-0 |
426-6 |
422-1 |
S2 |
420-2 |
420-2 |
425-6 |
|
S3 |
409-4 |
413-2 |
424-6 |
|
S4 |
398-6 |
402-4 |
421-7 |
|
|
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 |
427-2 |
44-2 |
10.3% |
10-6 |
2.5% |
1% |
False |
True |
62,075 |
10 |
473-0 |
427-2 |
45-6 |
10.7% |
10-2 |
2.4% |
1% |
False |
True |
57,640 |
20 |
473-0 |
427-2 |
45-6 |
10.7% |
9-3 |
2.2% |
1% |
False |
True |
51,795 |
40 |
473-0 |
390-4 |
82-4 |
19.3% |
9-0 |
2.1% |
45% |
False |
False |
47,069 |
60 |
473-0 |
390-4 |
82-4 |
19.3% |
8-5 |
2.0% |
45% |
False |
False |
39,491 |
80 |
473-0 |
375-4 |
97-4 |
22.8% |
8-4 |
2.0% |
54% |
False |
False |
34,876 |
100 |
473-0 |
375-4 |
97-4 |
22.8% |
8-4 |
2.0% |
54% |
False |
False |
30,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
483-6 |
2.618 |
466-1 |
1.618 |
455-3 |
1.000 |
448-6 |
0.618 |
444-5 |
HIGH |
438-0 |
0.618 |
433-7 |
0.500 |
432-5 |
0.382 |
431-3 |
LOW |
427-2 |
0.618 |
420-5 |
1.000 |
416-4 |
1.618 |
409-7 |
2.618 |
399-1 |
4.250 |
381-4 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
432-5 |
448-2 |
PP |
431-0 |
441-3 |
S1 |
429-3 |
434-5 |
|