CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
468-0 |
464-0 |
-4-0 |
-0.9% |
466-0 |
| High |
471-4 |
469-2 |
-2-2 |
-0.5% |
473-0 |
| Low |
457-0 |
462-0 |
5-0 |
1.1% |
454-0 |
| Close |
458-0 |
463-2 |
5-2 |
1.1% |
467-4 |
| Range |
14-4 |
7-2 |
-7-2 |
-50.0% |
19-0 |
| ATR |
10-6 |
10-6 |
0-0 |
0.3% |
0-0 |
| Volume |
60,740 |
63,286 |
2,546 |
4.2% |
253,226 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
486-5 |
482-1 |
467-2 |
|
| R3 |
479-3 |
474-7 |
465-2 |
|
| R2 |
472-1 |
472-1 |
464-5 |
|
| R1 |
467-5 |
467-5 |
463-7 |
466-2 |
| PP |
464-7 |
464-7 |
464-7 |
464-1 |
| S1 |
460-3 |
460-3 |
462-5 |
459-0 |
| S2 |
457-5 |
457-5 |
461-7 |
|
| S3 |
450-3 |
453-1 |
461-2 |
|
| S4 |
443-1 |
445-7 |
459-2 |
|
|
| 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 |
471-4 |
456-4 |
15-0 |
3.2% |
8-1 |
1.8% |
45% |
False |
False |
53,587 |
| 10 |
473-0 |
454-0 |
19-0 |
4.1% |
8-5 |
1.9% |
49% |
False |
False |
53,052 |
| 20 |
473-0 |
433-0 |
40-0 |
8.6% |
9-0 |
2.0% |
76% |
False |
False |
50,420 |
| 40 |
473-0 |
390-4 |
82-4 |
17.8% |
8-6 |
1.9% |
88% |
False |
False |
44,616 |
| 60 |
473-0 |
390-4 |
82-4 |
17.8% |
8-3 |
1.8% |
88% |
False |
False |
37,938 |
| 80 |
473-0 |
375-4 |
97-4 |
21.0% |
8-2 |
1.8% |
90% |
False |
False |
33,585 |
| 100 |
473-0 |
375-4 |
97-4 |
21.0% |
8-5 |
1.9% |
90% |
False |
False |
29,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
500-0 |
|
2.618 |
488-2 |
|
1.618 |
481-0 |
|
1.000 |
476-4 |
|
0.618 |
473-6 |
|
HIGH |
469-2 |
|
0.618 |
466-4 |
|
0.500 |
465-5 |
|
0.382 |
464-6 |
|
LOW |
462-0 |
|
0.618 |
457-4 |
|
1.000 |
454-6 |
|
1.618 |
450-2 |
|
2.618 |
443-0 |
|
4.250 |
431-2 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
465-5 |
464-2 |
| PP |
464-7 |
463-7 |
| S1 |
464-0 |
463-5 |
|