CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
427-4 |
425-0 |
-2-4 |
-0.6% |
437-4 |
| High |
428-0 |
427-6 |
-0-2 |
-0.1% |
438-0 |
| Low |
422-4 |
418-4 |
-4-0 |
-0.9% |
418-4 |
| Close |
423-6 |
419-4 |
-4-2 |
-1.0% |
419-4 |
| Range |
5-4 |
9-2 |
3-6 |
68.2% |
19-4 |
| ATR |
11-3 |
11-1 |
-0-1 |
-1.3% |
0-0 |
| Volume |
70,350 |
70,452 |
102 |
0.1% |
379,498 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
449-5 |
443-7 |
424-5 |
|
| R3 |
440-3 |
434-5 |
422-0 |
|
| R2 |
431-1 |
431-1 |
421-2 |
|
| R1 |
425-3 |
425-3 |
420-3 |
423-5 |
| PP |
421-7 |
421-7 |
421-7 |
421-0 |
| S1 |
416-1 |
416-1 |
418-5 |
414-3 |
| S2 |
412-5 |
412-5 |
417-6 |
|
| S3 |
403-3 |
406-7 |
417-0 |
|
| S4 |
394-1 |
397-5 |
414-3 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
483-7 |
471-1 |
430-2 |
|
| R3 |
464-3 |
451-5 |
424-7 |
|
| R2 |
444-7 |
444-7 |
423-1 |
|
| R1 |
432-1 |
432-1 |
421-2 |
428-6 |
| PP |
425-3 |
425-3 |
425-3 |
423-5 |
| S1 |
412-5 |
412-5 |
417-6 |
409-2 |
| S2 |
405-7 |
405-7 |
415-7 |
|
| S3 |
386-3 |
393-1 |
414-1 |
|
| S4 |
366-7 |
373-5 |
408-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
438-0 |
418-4 |
19-4 |
4.6% |
8-7 |
2.1% |
5% |
False |
True |
75,899 |
| 10 |
471-4 |
418-4 |
53-0 |
12.6% |
9-4 |
2.3% |
2% |
False |
True |
65,605 |
| 20 |
473-0 |
418-4 |
54-4 |
13.0% |
9-1 |
2.2% |
2% |
False |
True |
57,295 |
| 40 |
473-0 |
396-0 |
77-0 |
18.4% |
9-1 |
2.2% |
31% |
False |
False |
51,468 |
| 60 |
473-0 |
390-4 |
82-4 |
19.7% |
8-6 |
2.1% |
35% |
False |
False |
42,873 |
| 80 |
473-0 |
375-4 |
97-4 |
23.2% |
8-3 |
2.0% |
45% |
False |
False |
37,711 |
| 100 |
473-0 |
375-4 |
97-4 |
23.2% |
8-3 |
2.0% |
45% |
False |
False |
33,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
467-0 |
|
2.618 |
452-0 |
|
1.618 |
442-6 |
|
1.000 |
437-0 |
|
0.618 |
433-4 |
|
HIGH |
427-6 |
|
0.618 |
424-2 |
|
0.500 |
423-1 |
|
0.382 |
422-0 |
|
LOW |
418-4 |
|
0.618 |
412-6 |
|
1.000 |
409-2 |
|
1.618 |
403-4 |
|
2.618 |
394-2 |
|
4.250 |
379-2 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
423-1 |
424-1 |
| PP |
421-7 |
422-5 |
| S1 |
420-6 |
421-0 |
|