CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
424-0 |
427-4 |
3-4 |
0.8% |
463-0 |
| High |
429-6 |
428-0 |
-1-6 |
-0.4% |
471-4 |
| Low |
419-2 |
422-4 |
3-2 |
0.8% |
443-2 |
| Close |
428-6 |
423-6 |
-5-0 |
-1.2% |
447-6 |
| Range |
10-4 |
5-4 |
-5-0 |
-47.6% |
28-2 |
| ATR |
11-6 |
11-3 |
-0-3 |
-3.3% |
0-0 |
| Volume |
80,976 |
70,350 |
-10,626 |
-13.1% |
276,559 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
441-2 |
438-0 |
426-6 |
|
| R3 |
435-6 |
432-4 |
425-2 |
|
| R2 |
430-2 |
430-2 |
424-6 |
|
| R1 |
427-0 |
427-0 |
424-2 |
425-7 |
| PP |
424-6 |
424-6 |
424-6 |
424-2 |
| S1 |
421-4 |
421-4 |
423-2 |
420-3 |
| S2 |
419-2 |
419-2 |
422-6 |
|
| S3 |
413-6 |
416-0 |
422-2 |
|
| S4 |
408-2 |
410-4 |
420-6 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
538-7 |
521-5 |
463-2 |
|
| R3 |
510-5 |
493-3 |
455-4 |
|
| R2 |
482-3 |
482-3 |
452-7 |
|
| R1 |
465-1 |
465-1 |
450-3 |
459-5 |
| PP |
454-1 |
454-1 |
454-1 |
451-4 |
| S1 |
436-7 |
436-7 |
445-1 |
431-3 |
| S2 |
425-7 |
425-7 |
442-5 |
|
| S3 |
397-5 |
408-5 |
440-0 |
|
| S4 |
369-3 |
380-3 |
432-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
458-6 |
419-2 |
39-4 |
9.3% |
10-1 |
2.4% |
11% |
False |
False |
74,104 |
| 10 |
471-4 |
419-2 |
52-2 |
12.3% |
9-1 |
2.2% |
9% |
False |
False |
63,846 |
| 20 |
473-0 |
419-2 |
53-6 |
12.7% |
9-1 |
2.2% |
8% |
False |
False |
56,285 |
| 40 |
473-0 |
396-0 |
77-0 |
18.2% |
9-0 |
2.1% |
36% |
False |
False |
50,366 |
| 60 |
473-0 |
390-4 |
82-4 |
19.5% |
8-6 |
2.1% |
40% |
False |
False |
42,085 |
| 80 |
473-0 |
375-4 |
97-4 |
23.0% |
8-4 |
2.0% |
49% |
False |
False |
37,097 |
| 100 |
473-0 |
375-4 |
97-4 |
23.0% |
8-3 |
2.0% |
49% |
False |
False |
32,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
451-3 |
|
2.618 |
442-3 |
|
1.618 |
436-7 |
|
1.000 |
433-4 |
|
0.618 |
431-3 |
|
HIGH |
428-0 |
|
0.618 |
425-7 |
|
0.500 |
425-2 |
|
0.382 |
424-5 |
|
LOW |
422-4 |
|
0.618 |
419-1 |
|
1.000 |
417-0 |
|
1.618 |
413-5 |
|
2.618 |
408-1 |
|
4.250 |
399-1 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
425-2 |
425-7 |
| PP |
424-6 |
425-1 |
| S1 |
424-2 |
424-4 |
|