CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 22-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
425-0 |
407-4 |
-17-4 |
-4.1% |
437-4 |
High |
427-6 |
408-4 |
-19-2 |
-4.5% |
438-0 |
Low |
418-4 |
400-4 |
-18-0 |
-4.3% |
418-4 |
Close |
419-4 |
405-4 |
-14-0 |
-3.3% |
419-4 |
Range |
9-2 |
8-0 |
-1-2 |
-13.5% |
19-4 |
ATR |
11-1 |
11-6 |
0-4 |
5.0% |
0-0 |
Volume |
70,452 |
78,226 |
7,774 |
11.0% |
379,498 |
|
Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-7 |
425-1 |
409-7 |
|
R3 |
420-7 |
417-1 |
407-6 |
|
R2 |
412-7 |
412-7 |
407-0 |
|
R1 |
409-1 |
409-1 |
406-2 |
407-0 |
PP |
404-7 |
404-7 |
404-7 |
403-6 |
S1 |
401-1 |
401-1 |
404-6 |
399-0 |
S2 |
396-7 |
396-7 |
404-0 |
|
S3 |
388-7 |
393-1 |
403-2 |
|
S4 |
380-7 |
385-1 |
401-1 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
483-7 |
471-1 |
430-2 |
|
R3 |
464-3 |
451-5 |
424-7 |
|
R2 |
444-7 |
444-7 |
423-1 |
|
R1 |
432-1 |
432-1 |
421-2 |
428-6 |
PP |
425-3 |
425-3 |
425-3 |
423-5 |
S1 |
412-5 |
412-5 |
417-6 |
409-2 |
S2 |
405-7 |
405-7 |
415-7 |
|
S3 |
386-3 |
393-1 |
414-1 |
|
S4 |
366-7 |
373-5 |
408-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
432-4 |
400-4 |
32-0 |
7.9% |
8-2 |
2.0% |
16% |
False |
True |
75,718 |
10 |
471-4 |
400-4 |
71-0 |
17.5% |
9-4 |
2.3% |
7% |
False |
True |
68,896 |
20 |
473-0 |
400-4 |
72-4 |
17.9% |
9-1 |
2.2% |
7% |
False |
True |
59,836 |
40 |
473-0 |
396-0 |
77-0 |
19.0% |
9-0 |
2.2% |
12% |
False |
False |
52,640 |
60 |
473-0 |
390-4 |
82-4 |
20.3% |
8-7 |
2.2% |
18% |
False |
False |
43,735 |
80 |
473-0 |
375-4 |
97-4 |
24.0% |
8-3 |
2.1% |
31% |
False |
False |
38,467 |
100 |
473-0 |
375-4 |
97-4 |
24.0% |
8-3 |
2.1% |
31% |
False |
False |
33,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
442-4 |
2.618 |
429-4 |
1.618 |
421-4 |
1.000 |
416-4 |
0.618 |
413-4 |
HIGH |
408-4 |
0.618 |
405-4 |
0.500 |
404-4 |
0.382 |
403-4 |
LOW |
400-4 |
0.618 |
395-4 |
1.000 |
392-4 |
1.618 |
387-4 |
2.618 |
379-4 |
4.250 |
366-4 |
|
|
Fisher Pivots for day following 22-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
405-1 |
414-2 |
PP |
404-7 |
411-3 |
S1 |
404-4 |
408-3 |
|