CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
463-0 |
462-2 |
-0-6 |
-0.2% |
466-0 |
| High |
464-0 |
468-0 |
4-0 |
0.9% |
473-0 |
| Low |
456-4 |
462-4 |
6-0 |
1.3% |
454-0 |
| Close |
458-0 |
466-2 |
8-2 |
1.8% |
467-4 |
| Range |
7-4 |
5-4 |
-2-0 |
-26.7% |
19-0 |
| ATR |
10-4 |
10-4 |
0-0 |
-0.3% |
0-0 |
| Volume |
45,316 |
45,740 |
424 |
0.9% |
253,226 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
482-1 |
479-5 |
469-2 |
|
| R3 |
476-5 |
474-1 |
467-6 |
|
| R2 |
471-1 |
471-1 |
467-2 |
|
| R1 |
468-5 |
468-5 |
466-6 |
469-7 |
| PP |
465-5 |
465-5 |
465-5 |
466-2 |
| S1 |
463-1 |
463-1 |
465-6 |
464-3 |
| S2 |
460-1 |
460-1 |
465-2 |
|
| S3 |
454-5 |
457-5 |
464-6 |
|
| S4 |
449-1 |
452-1 |
463-2 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
521-7 |
513-5 |
478-0 |
|
| R3 |
502-7 |
494-5 |
472-6 |
|
| R2 |
483-7 |
483-7 |
471-0 |
|
| R1 |
475-5 |
475-5 |
469-2 |
479-6 |
| PP |
464-7 |
464-7 |
464-7 |
466-7 |
| S1 |
456-5 |
456-5 |
465-6 |
460-6 |
| S2 |
445-7 |
445-7 |
464-0 |
|
| S3 |
426-7 |
437-5 |
462-2 |
|
| S4 |
407-7 |
418-5 |
457-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
471-2 |
454-0 |
17-2 |
3.7% |
9-2 |
2.0% |
71% |
False |
False |
52,248 |
| 10 |
473-0 |
446-6 |
26-2 |
5.6% |
8-2 |
1.8% |
74% |
False |
False |
51,322 |
| 20 |
473-0 |
433-0 |
40-0 |
8.6% |
8-6 |
1.9% |
83% |
False |
False |
51,406 |
| 40 |
473-0 |
390-4 |
82-4 |
17.7% |
8-5 |
1.9% |
92% |
False |
False |
42,880 |
| 60 |
473-0 |
390-4 |
82-4 |
17.7% |
8-2 |
1.8% |
92% |
False |
False |
36,848 |
| 80 |
473-0 |
375-4 |
97-4 |
20.9% |
8-2 |
1.8% |
93% |
False |
False |
32,413 |
| 100 |
473-0 |
375-4 |
97-4 |
20.9% |
8-5 |
1.9% |
93% |
False |
False |
28,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
491-3 |
|
2.618 |
482-3 |
|
1.618 |
476-7 |
|
1.000 |
473-4 |
|
0.618 |
471-3 |
|
HIGH |
468-0 |
|
0.618 |
465-7 |
|
0.500 |
465-2 |
|
0.382 |
464-5 |
|
LOW |
462-4 |
|
0.618 |
459-1 |
|
1.000 |
457-0 |
|
1.618 |
453-5 |
|
2.618 |
448-1 |
|
4.250 |
439-1 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
465-7 |
465-2 |
| PP |
465-5 |
464-2 |
| S1 |
465-2 |
463-2 |
|