CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
462-2 |
468-0 |
5-6 |
1.2% |
466-0 |
| High |
468-0 |
471-4 |
3-4 |
0.7% |
473-0 |
| Low |
462-4 |
457-0 |
-5-4 |
-1.2% |
454-0 |
| Close |
466-2 |
458-0 |
-8-2 |
-1.8% |
467-4 |
| Range |
5-4 |
14-4 |
9-0 |
163.6% |
19-0 |
| ATR |
10-4 |
10-6 |
0-2 |
2.8% |
0-0 |
| Volume |
45,740 |
60,740 |
15,000 |
32.8% |
253,226 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
505-5 |
496-3 |
466-0 |
|
| R3 |
491-1 |
481-7 |
462-0 |
|
| R2 |
476-5 |
476-5 |
460-5 |
|
| R1 |
467-3 |
467-3 |
459-3 |
464-6 |
| PP |
462-1 |
462-1 |
462-1 |
460-7 |
| S1 |
452-7 |
452-7 |
456-5 |
450-2 |
| S2 |
447-5 |
447-5 |
455-3 |
|
| S3 |
433-1 |
438-3 |
454-0 |
|
| S4 |
418-5 |
423-7 |
450-0 |
|
|
| 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 |
471-4 |
456-4 |
15-0 |
3.3% |
9-1 |
2.0% |
10% |
True |
False |
54,546 |
| 10 |
473-0 |
446-6 |
26-2 |
5.7% |
9-0 |
2.0% |
43% |
False |
False |
51,848 |
| 20 |
473-0 |
433-0 |
40-0 |
8.7% |
9-2 |
2.0% |
63% |
False |
False |
52,625 |
| 40 |
473-0 |
390-4 |
82-4 |
18.0% |
8-6 |
1.9% |
82% |
False |
False |
43,850 |
| 60 |
473-0 |
390-4 |
82-4 |
18.0% |
8-3 |
1.8% |
82% |
False |
False |
37,429 |
| 80 |
473-0 |
375-4 |
97-4 |
21.3% |
8-3 |
1.8% |
85% |
False |
False |
32,915 |
| 100 |
473-0 |
375-4 |
97-4 |
21.3% |
8-5 |
1.9% |
85% |
False |
False |
29,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
533-1 |
|
2.618 |
509-4 |
|
1.618 |
495-0 |
|
1.000 |
486-0 |
|
0.618 |
480-4 |
|
HIGH |
471-4 |
|
0.618 |
466-0 |
|
0.500 |
464-2 |
|
0.382 |
462-4 |
|
LOW |
457-0 |
|
0.618 |
448-0 |
|
1.000 |
442-4 |
|
1.618 |
433-4 |
|
2.618 |
419-0 |
|
4.250 |
395-3 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
464-2 |
464-0 |
| PP |
462-1 |
462-0 |
| S1 |
460-1 |
460-0 |
|