CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
457-0 |
466-0 |
9-0 |
2.0% |
450-0 |
| High |
460-0 |
469-0 |
9-0 |
2.0% |
460-0 |
| Low |
455-0 |
463-6 |
8-6 |
1.9% |
445-0 |
| Close |
459-2 |
469-2 |
10-0 |
2.2% |
459-2 |
| Range |
5-0 |
5-2 |
0-2 |
5.0% |
15-0 |
| ATR |
9-6 |
9-6 |
0-0 |
0.0% |
0-0 |
| Volume |
62,220 |
32,512 |
-29,708 |
-47.7% |
209,212 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
483-1 |
481-3 |
472-1 |
|
| R3 |
477-7 |
476-1 |
470-6 |
|
| R2 |
472-5 |
472-5 |
470-2 |
|
| R1 |
470-7 |
470-7 |
469-6 |
471-6 |
| PP |
467-3 |
467-3 |
467-3 |
467-6 |
| S1 |
465-5 |
465-5 |
468-6 |
466-4 |
| S2 |
462-1 |
462-1 |
468-2 |
|
| S3 |
456-7 |
460-3 |
467-6 |
|
| S4 |
451-5 |
455-1 |
466-3 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
499-6 |
494-4 |
467-4 |
|
| R3 |
484-6 |
479-4 |
463-3 |
|
| R2 |
469-6 |
469-6 |
462-0 |
|
| R1 |
464-4 |
464-4 |
460-5 |
467-1 |
| PP |
454-6 |
454-6 |
454-6 |
456-0 |
| S1 |
449-4 |
449-4 |
457-7 |
452-1 |
| S2 |
439-6 |
439-6 |
456-4 |
|
| S3 |
424-6 |
434-4 |
455-1 |
|
| S4 |
409-6 |
419-4 |
451-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
469-0 |
445-0 |
24-0 |
5.1% |
7-6 |
1.7% |
101% |
True |
False |
48,344 |
| 10 |
469-0 |
433-0 |
36-0 |
7.7% |
8-5 |
1.8% |
101% |
True |
False |
45,950 |
| 20 |
469-0 |
417-0 |
52-0 |
11.1% |
8-3 |
1.8% |
100% |
True |
False |
48,614 |
| 40 |
469-0 |
390-4 |
78-4 |
16.7% |
8-4 |
1.8% |
100% |
True |
False |
38,564 |
| 60 |
469-0 |
389-4 |
79-4 |
16.9% |
8-2 |
1.8% |
100% |
True |
False |
33,991 |
| 80 |
469-0 |
375-4 |
93-4 |
19.9% |
8-2 |
1.8% |
100% |
True |
False |
29,601 |
| 100 |
469-0 |
375-4 |
93-4 |
19.9% |
8-5 |
1.8% |
100% |
True |
False |
26,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
491-2 |
|
2.618 |
482-6 |
|
1.618 |
477-4 |
|
1.000 |
474-2 |
|
0.618 |
472-2 |
|
HIGH |
469-0 |
|
0.618 |
467-0 |
|
0.500 |
466-3 |
|
0.382 |
465-6 |
|
LOW |
463-6 |
|
0.618 |
460-4 |
|
1.000 |
458-4 |
|
1.618 |
455-2 |
|
2.618 |
450-0 |
|
4.250 |
441-4 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
468-2 |
465-4 |
| PP |
467-3 |
461-5 |
| S1 |
466-3 |
457-7 |
|