CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
404-2 |
402-4 |
-1-6 |
-0.4% |
407-4 |
| High |
408-2 |
406-2 |
-2-0 |
-0.5% |
411-0 |
| Low |
400-4 |
399-0 |
-1-4 |
-0.4% |
399-0 |
| Close |
401-4 |
404-2 |
2-6 |
0.7% |
404-2 |
| Range |
7-6 |
7-2 |
-0-4 |
-6.5% |
12-0 |
| ATR |
11-1 |
10-7 |
-0-2 |
-2.5% |
0-0 |
| Volume |
112,156 |
99,873 |
-12,283 |
-11.0% |
504,567 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
424-7 |
421-7 |
408-2 |
|
| R3 |
417-5 |
414-5 |
406-2 |
|
| R2 |
410-3 |
410-3 |
405-5 |
|
| R1 |
407-3 |
407-3 |
404-7 |
408-7 |
| PP |
403-1 |
403-1 |
403-1 |
404-0 |
| S1 |
400-1 |
400-1 |
403-5 |
401-5 |
| S2 |
395-7 |
395-7 |
402-7 |
|
| S3 |
388-5 |
392-7 |
402-2 |
|
| S4 |
381-3 |
385-5 |
400-2 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
440-6 |
434-4 |
410-7 |
|
| R3 |
428-6 |
422-4 |
407-4 |
|
| R2 |
416-6 |
416-6 |
406-4 |
|
| R1 |
410-4 |
410-4 |
405-3 |
407-5 |
| PP |
404-6 |
404-6 |
404-6 |
403-2 |
| S1 |
398-4 |
398-4 |
403-1 |
395-5 |
| S2 |
392-6 |
392-6 |
402-0 |
|
| S3 |
380-6 |
386-4 |
401-0 |
|
| S4 |
368-6 |
374-4 |
397-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
411-0 |
399-0 |
12-0 |
3.0% |
8-2 |
2.0% |
44% |
False |
True |
100,913 |
| 10 |
438-0 |
399-0 |
39-0 |
9.6% |
8-4 |
2.1% |
13% |
False |
True |
88,406 |
| 20 |
473-0 |
399-0 |
74-0 |
18.3% |
9-1 |
2.3% |
7% |
False |
True |
70,692 |
| 40 |
473-0 |
399-0 |
74-0 |
18.3% |
8-7 |
2.2% |
7% |
False |
True |
60,042 |
| 60 |
473-0 |
390-4 |
82-4 |
20.4% |
8-6 |
2.2% |
17% |
False |
False |
49,190 |
| 80 |
473-0 |
386-4 |
86-4 |
21.4% |
8-4 |
2.1% |
21% |
False |
False |
42,993 |
| 100 |
473-0 |
375-4 |
97-4 |
24.1% |
8-4 |
2.1% |
29% |
False |
False |
37,784 |
| 120 |
473-0 |
375-4 |
97-4 |
24.1% |
8-6 |
2.2% |
29% |
False |
False |
33,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
437-0 |
|
2.618 |
425-2 |
|
1.618 |
418-0 |
|
1.000 |
413-4 |
|
0.618 |
410-6 |
|
HIGH |
406-2 |
|
0.618 |
403-4 |
|
0.500 |
402-5 |
|
0.382 |
401-6 |
|
LOW |
399-0 |
|
0.618 |
394-4 |
|
1.000 |
391-6 |
|
1.618 |
387-2 |
|
2.618 |
380-0 |
|
4.250 |
368-2 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
403-6 |
405-0 |
| PP |
403-1 |
404-6 |
| S1 |
402-5 |
404-4 |
|