CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
407-4 |
405-0 |
-2-4 |
-0.6% |
437-4 |
| High |
408-4 |
409-6 |
1-2 |
0.3% |
438-0 |
| Low |
400-4 |
401-0 |
0-4 |
0.1% |
418-4 |
| Close |
405-4 |
409-0 |
3-4 |
0.9% |
419-4 |
| Range |
8-0 |
8-6 |
0-6 |
9.4% |
19-4 |
| ATR |
11-6 |
11-4 |
-0-2 |
-1.8% |
0-0 |
| Volume |
78,226 |
108,933 |
30,707 |
39.3% |
379,498 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
432-7 |
429-5 |
413-6 |
|
| R3 |
424-1 |
420-7 |
411-3 |
|
| R2 |
415-3 |
415-3 |
410-5 |
|
| R1 |
412-1 |
412-1 |
409-6 |
413-6 |
| PP |
406-5 |
406-5 |
406-5 |
407-3 |
| S1 |
403-3 |
403-3 |
408-2 |
405-0 |
| S2 |
397-7 |
397-7 |
407-3 |
|
| S3 |
389-1 |
394-5 |
406-5 |
|
| S4 |
380-3 |
385-7 |
404-2 |
|
|
| 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 |
429-6 |
400-4 |
29-2 |
7.2% |
8-3 |
2.1% |
29% |
False |
False |
81,787 |
| 10 |
471-4 |
400-4 |
71-0 |
17.4% |
9-7 |
2.4% |
12% |
False |
False |
75,216 |
| 20 |
473-0 |
400-4 |
72-4 |
17.7% |
9-0 |
2.2% |
12% |
False |
False |
63,269 |
| 40 |
473-0 |
400-2 |
72-6 |
17.8% |
9-0 |
2.2% |
12% |
False |
False |
54,561 |
| 60 |
473-0 |
390-4 |
82-4 |
20.2% |
9-0 |
2.2% |
22% |
False |
False |
45,241 |
| 80 |
473-0 |
375-4 |
97-4 |
23.8% |
8-3 |
2.0% |
34% |
False |
False |
39,634 |
| 100 |
473-0 |
375-4 |
97-4 |
23.8% |
8-3 |
2.1% |
34% |
False |
False |
34,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
447-0 |
|
2.618 |
432-5 |
|
1.618 |
423-7 |
|
1.000 |
418-4 |
|
0.618 |
415-1 |
|
HIGH |
409-6 |
|
0.618 |
406-3 |
|
0.500 |
405-3 |
|
0.382 |
404-3 |
|
LOW |
401-0 |
|
0.618 |
395-5 |
|
1.000 |
392-2 |
|
1.618 |
386-7 |
|
2.618 |
378-1 |
|
4.250 |
363-6 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
407-6 |
414-1 |
| PP |
406-5 |
412-3 |
| S1 |
405-3 |
410-6 |
|