CME Pit-Traded Corn Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
393-4 |
397-4 |
4-0 |
1.0% |
424-4 |
| High |
398-0 |
399-0 |
1-0 |
0.3% |
425-0 |
| Low |
389-2 |
389-6 |
0-4 |
0.1% |
407-0 |
| Close |
397-2 |
395-0 |
-2-2 |
-0.6% |
407-2 |
| Range |
8-6 |
9-2 |
0-4 |
5.7% |
18-0 |
| ATR |
11-1 |
11-0 |
-0-1 |
-1.2% |
0-0 |
| Volume |
72,213 |
64,197 |
-8,016 |
-11.1% |
209,634 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
422-3 |
417-7 |
400-1 |
|
| R3 |
413-1 |
408-5 |
397-4 |
|
| R2 |
403-7 |
403-7 |
396-6 |
|
| R1 |
399-3 |
399-3 |
395-7 |
397-0 |
| PP |
394-5 |
394-5 |
394-5 |
393-3 |
| S1 |
390-1 |
390-1 |
394-1 |
387-6 |
| S2 |
385-3 |
385-3 |
393-2 |
|
| S3 |
376-1 |
380-7 |
392-4 |
|
| S4 |
366-7 |
371-5 |
389-7 |
|
|
| 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 |
415-4 |
388-4 |
27-0 |
6.8% |
7-7 |
2.0% |
24% |
False |
False |
52,000 |
| 10 |
456-0 |
388-4 |
67-4 |
17.1% |
9-1 |
2.3% |
10% |
False |
False |
50,651 |
| 20 |
459-6 |
388-4 |
71-2 |
18.0% |
8-7 |
2.3% |
9% |
False |
False |
44,788 |
| 40 |
459-6 |
388-4 |
71-2 |
18.0% |
8-5 |
2.2% |
9% |
False |
False |
33,598 |
| 60 |
459-6 |
380-2 |
79-4 |
20.1% |
7-7 |
2.0% |
19% |
False |
False |
26,591 |
| 80 |
459-6 |
367-0 |
92-6 |
23.5% |
7-0 |
1.8% |
30% |
False |
False |
21,905 |
| 100 |
459-6 |
363-4 |
96-2 |
24.4% |
6-5 |
1.7% |
33% |
False |
False |
18,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
438-2 |
|
2.618 |
423-2 |
|
1.618 |
414-0 |
|
1.000 |
408-2 |
|
0.618 |
404-6 |
|
HIGH |
399-0 |
|
0.618 |
395-4 |
|
0.500 |
394-3 |
|
0.382 |
393-2 |
|
LOW |
389-6 |
|
0.618 |
384-0 |
|
1.000 |
380-4 |
|
1.618 |
374-6 |
|
2.618 |
365-4 |
|
4.250 |
350-4 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
394-6 |
394-5 |
| PP |
394-5 |
394-1 |
| S1 |
394-3 |
393-6 |
|