CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
402-4 |
402-4 |
0-0 |
0.0% |
407-4 |
| High |
406-2 |
403-0 |
-3-2 |
-0.8% |
411-0 |
| Low |
399-0 |
396-0 |
-3-0 |
-0.8% |
399-0 |
| Close |
404-2 |
397-2 |
-7-0 |
-1.7% |
404-2 |
| Range |
7-2 |
7-0 |
-0-2 |
-3.4% |
12-0 |
| ATR |
10-7 |
10-5 |
-0-1 |
-1.7% |
0-0 |
| Volume |
99,873 |
92,762 |
-7,111 |
-7.1% |
504,567 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
419-6 |
415-4 |
401-1 |
|
| R3 |
412-6 |
408-4 |
399-1 |
|
| R2 |
405-6 |
405-6 |
398-4 |
|
| R1 |
401-4 |
401-4 |
397-7 |
400-1 |
| PP |
398-6 |
398-6 |
398-6 |
398-0 |
| S1 |
394-4 |
394-4 |
396-5 |
393-1 |
| S2 |
391-6 |
391-6 |
396-0 |
|
| S3 |
384-6 |
387-4 |
395-3 |
|
| S4 |
377-6 |
380-4 |
393-3 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
440-6 |
434-4 |
410-7 |
|
| R3 |
428-6 |
422-4 |
407-4 |
|
| R2 |
416-6 |
416-6 |
406-4 |
|
| R1 |
410-4 |
410-4 |
405-3 |
407-5 |
| PP |
404-6 |
404-6 |
404-6 |
403-2 |
| S1 |
398-4 |
398-4 |
403-1 |
395-5 |
| S2 |
392-6 |
392-6 |
402-0 |
|
| S3 |
380-6 |
386-4 |
401-0 |
|
| S4 |
368-6 |
374-4 |
397-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
411-0 |
396-0 |
15-0 |
3.8% |
8-0 |
2.0% |
8% |
False |
True |
103,820 |
| 10 |
432-4 |
396-0 |
36-4 |
9.2% |
8-1 |
2.1% |
3% |
False |
True |
89,769 |
| 20 |
473-0 |
396-0 |
77-0 |
19.4% |
9-2 |
2.3% |
2% |
False |
True |
73,705 |
| 40 |
473-0 |
396-0 |
77-0 |
19.4% |
8-6 |
2.2% |
2% |
False |
True |
61,159 |
| 60 |
473-0 |
390-4 |
82-4 |
20.8% |
8-6 |
2.2% |
8% |
False |
False |
50,278 |
| 80 |
473-0 |
389-4 |
83-4 |
21.0% |
8-4 |
2.1% |
9% |
False |
False |
43,919 |
| 100 |
473-0 |
375-4 |
97-4 |
24.5% |
8-3 |
2.1% |
22% |
False |
False |
38,422 |
| 120 |
473-0 |
375-4 |
97-4 |
24.5% |
8-6 |
2.2% |
22% |
False |
False |
34,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
432-6 |
|
2.618 |
421-3 |
|
1.618 |
414-3 |
|
1.000 |
410-0 |
|
0.618 |
407-3 |
|
HIGH |
403-0 |
|
0.618 |
400-3 |
|
0.500 |
399-4 |
|
0.382 |
398-5 |
|
LOW |
396-0 |
|
0.618 |
391-5 |
|
1.000 |
389-0 |
|
1.618 |
384-5 |
|
2.618 |
377-5 |
|
4.250 |
366-2 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
399-4 |
402-1 |
| PP |
398-6 |
400-4 |
| S1 |
398-0 |
398-7 |
|