CME Pit-Traded Corn Future September 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 |
396-0 |
393-4 |
-2-4 |
-0.6% |
424-4 |
| High |
396-4 |
398-0 |
1-4 |
0.4% |
425-0 |
| Low |
388-4 |
389-2 |
0-6 |
0.2% |
407-0 |
| Close |
393-4 |
397-2 |
3-6 |
1.0% |
407-2 |
| Range |
8-0 |
8-6 |
0-6 |
9.4% |
18-0 |
| ATR |
11-2 |
11-1 |
-0-1 |
-1.6% |
0-0 |
| Volume |
45,978 |
72,213 |
26,235 |
57.1% |
209,634 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
421-1 |
417-7 |
402-0 |
|
| R3 |
412-3 |
409-1 |
399-5 |
|
| R2 |
403-5 |
403-5 |
398-7 |
|
| R1 |
400-3 |
400-3 |
398-0 |
402-0 |
| PP |
394-7 |
394-7 |
394-7 |
395-5 |
| S1 |
391-5 |
391-5 |
396-4 |
393-2 |
| S2 |
386-1 |
386-1 |
395-5 |
|
| S3 |
377-3 |
382-7 |
394-7 |
|
| S4 |
368-5 |
374-1 |
392-4 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467-1 |
455-1 |
417-1 |
|
| R3 |
449-1 |
437-1 |
412-2 |
|
| R2 |
431-1 |
431-1 |
410-4 |
|
| R1 |
419-1 |
419-1 |
408-7 |
416-1 |
| PP |
413-1 |
413-1 |
413-1 |
411-4 |
| S1 |
401-1 |
401-1 |
405-5 |
398-1 |
| S2 |
395-1 |
395-1 |
404-0 |
|
| S3 |
377-1 |
383-1 |
402-2 |
|
| S4 |
359-1 |
365-1 |
397-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
416-4 |
388-4 |
28-0 |
7.0% |
8-0 |
2.0% |
31% |
False |
False |
47,348 |
| 10 |
458-0 |
388-4 |
69-4 |
17.5% |
9-5 |
2.4% |
13% |
False |
False |
51,290 |
| 20 |
459-6 |
388-4 |
71-2 |
17.9% |
8-6 |
2.2% |
12% |
False |
False |
43,802 |
| 40 |
459-6 |
388-4 |
71-2 |
17.9% |
8-4 |
2.2% |
12% |
False |
False |
32,354 |
| 60 |
459-6 |
380-2 |
79-4 |
20.0% |
7-6 |
2.0% |
21% |
False |
False |
25,591 |
| 80 |
459-6 |
363-4 |
96-2 |
24.2% |
7-0 |
1.8% |
35% |
False |
False |
21,157 |
| 100 |
459-6 |
363-4 |
96-2 |
24.2% |
6-5 |
1.7% |
35% |
False |
False |
17,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
435-2 |
|
2.618 |
420-7 |
|
1.618 |
412-1 |
|
1.000 |
406-6 |
|
0.618 |
403-3 |
|
HIGH |
398-0 |
|
0.618 |
394-5 |
|
0.500 |
393-5 |
|
0.382 |
392-5 |
|
LOW |
389-2 |
|
0.618 |
383-7 |
|
1.000 |
380-4 |
|
1.618 |
375-1 |
|
2.618 |
366-3 |
|
4.250 |
352-0 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
396-0 |
402-0 |
| PP |
394-7 |
400-3 |
| S1 |
393-5 |
398-7 |
|