CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
409-0 |
404-2 |
-4-6 |
-1.2% |
437-4 |
| High |
411-0 |
408-2 |
-2-6 |
-0.7% |
438-0 |
| Low |
401-4 |
400-4 |
-1-0 |
-0.2% |
418-4 |
| Close |
407-2 |
401-4 |
-5-6 |
-1.4% |
419-4 |
| Range |
9-4 |
7-6 |
-1-6 |
-18.4% |
19-4 |
| ATR |
11-3 |
11-1 |
-0-2 |
-2.3% |
0-0 |
| Volume |
105,379 |
112,156 |
6,777 |
6.4% |
379,498 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
426-5 |
421-7 |
405-6 |
|
| R3 |
418-7 |
414-1 |
403-5 |
|
| R2 |
411-1 |
411-1 |
402-7 |
|
| R1 |
406-3 |
406-3 |
402-2 |
404-7 |
| PP |
403-3 |
403-3 |
403-3 |
402-6 |
| S1 |
398-5 |
398-5 |
400-6 |
397-1 |
| S2 |
395-5 |
395-5 |
400-1 |
|
| S3 |
387-7 |
390-7 |
399-3 |
|
| S4 |
380-1 |
383-1 |
397-2 |
|
|
| 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 |
427-6 |
400-4 |
27-2 |
6.8% |
8-5 |
2.2% |
4% |
False |
True |
95,029 |
| 10 |
458-6 |
400-4 |
58-2 |
14.5% |
9-3 |
2.3% |
2% |
False |
True |
84,566 |
| 20 |
473-0 |
400-4 |
72-4 |
18.1% |
9-0 |
2.2% |
1% |
False |
True |
68,809 |
| 40 |
473-0 |
400-4 |
72-4 |
18.1% |
9-0 |
2.2% |
1% |
False |
True |
58,509 |
| 60 |
473-0 |
390-4 |
82-4 |
20.5% |
8-6 |
2.2% |
13% |
False |
False |
48,215 |
| 80 |
473-0 |
386-4 |
86-4 |
21.5% |
8-4 |
2.1% |
17% |
False |
False |
41,939 |
| 100 |
473-0 |
375-4 |
97-4 |
24.3% |
8-4 |
2.1% |
27% |
False |
False |
36,898 |
| 120 |
473-0 |
375-4 |
97-4 |
24.3% |
8-6 |
2.2% |
27% |
False |
False |
32,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
441-2 |
|
2.618 |
428-4 |
|
1.618 |
420-6 |
|
1.000 |
416-0 |
|
0.618 |
413-0 |
|
HIGH |
408-2 |
|
0.618 |
405-2 |
|
0.500 |
404-3 |
|
0.382 |
403-4 |
|
LOW |
400-4 |
|
0.618 |
395-6 |
|
1.000 |
392-6 |
|
1.618 |
388-0 |
|
2.618 |
380-2 |
|
4.250 |
367-4 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
404-3 |
405-6 |
| PP |
403-3 |
404-3 |
| S1 |
402-4 |
402-7 |
|