CME Pit-Traded Corn Future September 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
447-0 |
451-0 |
4-0 |
0.9% |
452-0 |
| High |
458-4 |
456-0 |
-2-4 |
-0.5% |
459-6 |
| Low |
446-4 |
451-0 |
4-4 |
1.0% |
441-6 |
| Close |
458-2 |
454-0 |
-4-2 |
-0.9% |
454-0 |
| Range |
12-0 |
5-0 |
-7-0 |
-58.3% |
18-0 |
| ATR |
10-1 |
9-7 |
-0-2 |
-2.0% |
0-0 |
| Volume |
40,397 |
33,665 |
-6,732 |
-16.7% |
143,107 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
468-5 |
466-3 |
456-6 |
|
| R3 |
463-5 |
461-3 |
455-3 |
|
| R2 |
458-5 |
458-5 |
454-7 |
|
| R1 |
456-3 |
456-3 |
454-4 |
457-4 |
| PP |
453-5 |
453-5 |
453-5 |
454-2 |
| S1 |
451-3 |
451-3 |
453-4 |
452-4 |
| S2 |
448-5 |
448-5 |
453-1 |
|
| S3 |
443-5 |
446-3 |
452-5 |
|
| S4 |
438-5 |
441-3 |
451-2 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
505-7 |
497-7 |
463-7 |
|
| R3 |
487-7 |
479-7 |
459-0 |
|
| R2 |
469-7 |
469-7 |
457-2 |
|
| R1 |
461-7 |
461-7 |
455-5 |
465-7 |
| PP |
451-7 |
451-7 |
451-7 |
453-6 |
| S1 |
443-7 |
443-7 |
452-3 |
447-7 |
| S2 |
433-7 |
433-7 |
450-6 |
|
| S3 |
415-7 |
425-7 |
449-0 |
|
| S4 |
397-7 |
407-7 |
444-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
459-6 |
441-6 |
18-0 |
4.0% |
8-7 |
2.0% |
68% |
False |
False |
28,621 |
| 10 |
459-6 |
432-4 |
27-2 |
6.0% |
8-3 |
1.9% |
79% |
False |
False |
30,352 |
| 20 |
459-6 |
421-0 |
38-6 |
8.5% |
8-0 |
1.8% |
85% |
False |
False |
27,395 |
| 40 |
459-6 |
380-2 |
79-4 |
17.5% |
7-5 |
1.7% |
93% |
False |
False |
21,602 |
| 60 |
459-6 |
380-2 |
79-4 |
17.5% |
6-6 |
1.5% |
93% |
False |
False |
17,064 |
| 80 |
459-6 |
363-4 |
96-2 |
21.2% |
6-3 |
1.4% |
94% |
False |
False |
14,506 |
| 100 |
459-6 |
363-4 |
96-2 |
21.2% |
6-3 |
1.4% |
94% |
False |
False |
12,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
477-2 |
|
2.618 |
469-1 |
|
1.618 |
464-1 |
|
1.000 |
461-0 |
|
0.618 |
459-1 |
|
HIGH |
456-0 |
|
0.618 |
454-1 |
|
0.500 |
453-4 |
|
0.382 |
452-7 |
|
LOW |
451-0 |
|
0.618 |
447-7 |
|
1.000 |
446-0 |
|
1.618 |
442-7 |
|
2.618 |
437-7 |
|
4.250 |
429-6 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
453-7 |
452-6 |
| PP |
453-5 |
451-3 |
| S1 |
453-4 |
450-1 |
|