CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 02-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
370-4 |
361-0 |
-9-4 |
-2.6% |
407-4 |
High |
373-4 |
364-0 |
-9-4 |
-2.5% |
411-0 |
Low |
362-0 |
357-0 |
-5-0 |
-1.4% |
399-0 |
Close |
369-2 |
357-4 |
-11-6 |
-3.2% |
404-2 |
Range |
11-4 |
7-0 |
-4-4 |
-39.1% |
12-0 |
ATR |
12-0 |
12-0 |
0-0 |
0.1% |
0-0 |
Volume |
80,556 |
157,691 |
77,135 |
95.8% |
504,567 |
|
Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380-4 |
376-0 |
361-3 |
|
R3 |
373-4 |
369-0 |
359-3 |
|
R2 |
366-4 |
366-4 |
358-6 |
|
R1 |
362-0 |
362-0 |
358-1 |
360-6 |
PP |
359-4 |
359-4 |
359-4 |
358-7 |
S1 |
355-0 |
355-0 |
356-7 |
353-6 |
S2 |
352-4 |
352-4 |
356-2 |
|
S3 |
345-4 |
348-0 |
355-5 |
|
S4 |
338-4 |
341-0 |
353-5 |
|
|
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 |
406-2 |
357-0 |
49-2 |
13.8% |
8-1 |
2.3% |
1% |
False |
True |
106,402 |
10 |
427-6 |
357-0 |
70-6 |
19.8% |
8-3 |
2.3% |
1% |
False |
True |
100,715 |
20 |
471-4 |
357-0 |
114-4 |
32.0% |
8-6 |
2.4% |
0% |
False |
True |
82,280 |
40 |
473-0 |
357-0 |
116-0 |
32.4% |
8-6 |
2.5% |
0% |
False |
True |
66,846 |
60 |
473-0 |
357-0 |
116-0 |
32.4% |
8-7 |
2.5% |
0% |
False |
True |
54,834 |
80 |
473-0 |
357-0 |
116-0 |
32.4% |
8-5 |
2.4% |
0% |
False |
True |
47,566 |
100 |
473-0 |
357-0 |
116-0 |
32.4% |
8-4 |
2.4% |
0% |
False |
True |
41,302 |
120 |
473-0 |
357-0 |
116-0 |
32.4% |
8-6 |
2.4% |
0% |
False |
True |
37,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
393-6 |
2.618 |
382-3 |
1.618 |
375-3 |
1.000 |
371-0 |
0.618 |
368-3 |
HIGH |
364-0 |
0.618 |
361-3 |
0.500 |
360-4 |
0.382 |
359-5 |
LOW |
357-0 |
0.618 |
352-5 |
1.000 |
350-0 |
1.618 |
345-5 |
2.618 |
338-5 |
4.250 |
327-2 |
|
|
Fisher Pivots for day following 02-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
360-4 |
366-0 |
PP |
359-4 |
363-1 |
S1 |
358-4 |
360-3 |
|