CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
405-0 |
409-0 |
4-0 |
1.0% |
437-4 |
| High |
409-6 |
411-0 |
1-2 |
0.3% |
438-0 |
| Low |
401-0 |
401-4 |
0-4 |
0.1% |
418-4 |
| Close |
409-0 |
407-2 |
-1-6 |
-0.4% |
419-4 |
| Range |
8-6 |
9-4 |
0-6 |
8.6% |
19-4 |
| ATR |
11-4 |
11-3 |
-0-1 |
-1.3% |
0-0 |
| Volume |
108,933 |
105,379 |
-3,554 |
-3.3% |
379,498 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
435-1 |
430-5 |
412-4 |
|
| R3 |
425-5 |
421-1 |
409-7 |
|
| R2 |
416-1 |
416-1 |
409-0 |
|
| R1 |
411-5 |
411-5 |
408-1 |
409-1 |
| PP |
406-5 |
406-5 |
406-5 |
405-2 |
| S1 |
402-1 |
402-1 |
406-3 |
399-5 |
| S2 |
397-1 |
397-1 |
405-4 |
|
| S3 |
387-5 |
392-5 |
404-5 |
|
| S4 |
378-1 |
383-1 |
402-0 |
|
|
| 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 |
428-0 |
400-4 |
27-4 |
6.8% |
8-2 |
2.0% |
25% |
False |
False |
86,668 |
| 10 |
469-2 |
400-4 |
68-6 |
16.9% |
9-3 |
2.3% |
10% |
False |
False |
79,679 |
| 20 |
473-0 |
400-4 |
72-4 |
17.8% |
9-1 |
2.2% |
9% |
False |
False |
65,764 |
| 40 |
473-0 |
400-4 |
72-4 |
17.8% |
9-1 |
2.2% |
9% |
False |
False |
56,228 |
| 60 |
473-0 |
390-4 |
82-4 |
20.3% |
9-0 |
2.2% |
20% |
False |
False |
46,799 |
| 80 |
473-0 |
378-2 |
94-6 |
23.3% |
8-3 |
2.1% |
31% |
False |
False |
40,780 |
| 100 |
473-0 |
375-4 |
97-4 |
23.9% |
8-4 |
2.1% |
33% |
False |
False |
35,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
451-3 |
|
2.618 |
435-7 |
|
1.618 |
426-3 |
|
1.000 |
420-4 |
|
0.618 |
416-7 |
|
HIGH |
411-0 |
|
0.618 |
407-3 |
|
0.500 |
406-2 |
|
0.382 |
405-1 |
|
LOW |
401-4 |
|
0.618 |
395-5 |
|
1.000 |
392-0 |
|
1.618 |
386-1 |
|
2.618 |
376-5 |
|
4.250 |
361-1 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
406-7 |
406-6 |
| PP |
406-5 |
406-2 |
| S1 |
406-2 |
405-6 |
|