CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 17-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
431-4 |
424-0 |
-7-4 |
-1.7% |
463-0 |
High |
432-4 |
429-6 |
-2-6 |
-0.6% |
471-4 |
Low |
424-2 |
419-2 |
-5-0 |
-1.2% |
443-2 |
Close |
425-2 |
428-6 |
3-4 |
0.8% |
447-6 |
Range |
8-2 |
10-4 |
2-2 |
27.3% |
28-2 |
ATR |
11-7 |
11-6 |
-0-1 |
-0.8% |
0-0 |
Volume |
78,586 |
80,976 |
2,390 |
3.0% |
276,559 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
457-3 |
453-5 |
434-4 |
|
R3 |
446-7 |
443-1 |
431-5 |
|
R2 |
436-3 |
436-3 |
430-5 |
|
R1 |
432-5 |
432-5 |
429-6 |
434-4 |
PP |
425-7 |
425-7 |
425-7 |
426-7 |
S1 |
422-1 |
422-1 |
427-6 |
424-0 |
S2 |
415-3 |
415-3 |
426-7 |
|
S3 |
404-7 |
411-5 |
425-7 |
|
S4 |
394-3 |
401-1 |
423-0 |
|
|
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 |
469-2 |
419-2 |
50-0 |
11.7% |
10-4 |
2.4% |
19% |
False |
True |
72,691 |
10 |
471-4 |
419-2 |
52-2 |
12.2% |
9-6 |
2.3% |
18% |
False |
True |
63,619 |
20 |
473-0 |
419-2 |
53-6 |
12.5% |
9-3 |
2.2% |
18% |
False |
True |
55,046 |
40 |
473-0 |
396-0 |
77-0 |
18.0% |
9-0 |
2.1% |
43% |
False |
False |
49,289 |
60 |
473-0 |
390-4 |
82-4 |
19.2% |
8-6 |
2.0% |
46% |
False |
False |
41,285 |
80 |
473-0 |
375-4 |
97-4 |
22.7% |
8-4 |
2.0% |
55% |
False |
False |
36,407 |
100 |
473-0 |
375-4 |
97-4 |
22.7% |
8-4 |
2.0% |
55% |
False |
False |
32,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
474-3 |
2.618 |
457-2 |
1.618 |
446-6 |
1.000 |
440-2 |
0.618 |
436-2 |
HIGH |
429-6 |
0.618 |
425-6 |
0.500 |
424-4 |
0.382 |
423-2 |
LOW |
419-2 |
0.618 |
412-6 |
1.000 |
408-6 |
1.618 |
402-2 |
2.618 |
391-6 |
4.250 |
374-5 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
427-3 |
428-6 |
PP |
425-7 |
428-5 |
S1 |
424-4 |
428-5 |
|