CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
437-4 |
431-4 |
-6-0 |
-1.4% |
463-0 |
| High |
438-0 |
432-4 |
-5-4 |
-1.3% |
471-4 |
| Low |
427-2 |
424-2 |
-3-0 |
-0.7% |
443-2 |
| Close |
427-6 |
425-2 |
-2-4 |
-0.6% |
447-6 |
| Range |
10-6 |
8-2 |
-2-4 |
-23.3% |
28-2 |
| ATR |
12-1 |
11-7 |
-0-2 |
-2.3% |
0-0 |
| Volume |
79,134 |
78,586 |
-548 |
-0.7% |
276,559 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
452-1 |
446-7 |
429-6 |
|
| R3 |
443-7 |
438-5 |
427-4 |
|
| R2 |
435-5 |
435-5 |
426-6 |
|
| R1 |
430-3 |
430-3 |
426-0 |
428-7 |
| PP |
427-3 |
427-3 |
427-3 |
426-4 |
| S1 |
422-1 |
422-1 |
424-4 |
420-5 |
| S2 |
419-1 |
419-1 |
423-6 |
|
| S3 |
410-7 |
413-7 |
423-0 |
|
| S4 |
402-5 |
405-5 |
420-6 |
|
|
| 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 |
424-2 |
47-2 |
11.1% |
11-2 |
2.6% |
2% |
False |
True |
68,644 |
| 10 |
471-4 |
424-2 |
47-2 |
11.1% |
10-2 |
2.4% |
2% |
False |
True |
60,446 |
| 20 |
473-0 |
424-2 |
48-6 |
11.5% |
9-2 |
2.2% |
2% |
False |
True |
54,161 |
| 40 |
473-0 |
396-0 |
77-0 |
18.1% |
9-0 |
2.1% |
38% |
False |
False |
48,285 |
| 60 |
473-0 |
390-4 |
82-4 |
19.4% |
8-5 |
2.0% |
42% |
False |
False |
40,171 |
| 80 |
473-0 |
375-4 |
97-4 |
22.9% |
8-4 |
2.0% |
51% |
False |
False |
35,603 |
| 100 |
473-0 |
375-4 |
97-4 |
22.9% |
8-4 |
2.0% |
51% |
False |
False |
31,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
467-4 |
|
2.618 |
454-1 |
|
1.618 |
445-7 |
|
1.000 |
440-6 |
|
0.618 |
437-5 |
|
HIGH |
432-4 |
|
0.618 |
429-3 |
|
0.500 |
428-3 |
|
0.382 |
427-3 |
|
LOW |
424-2 |
|
0.618 |
419-1 |
|
1.000 |
416-0 |
|
1.618 |
410-7 |
|
2.618 |
402-5 |
|
4.250 |
389-2 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
428-3 |
441-4 |
| PP |
427-3 |
436-1 |
| S1 |
426-2 |
430-5 |
|