CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
402-4 |
375-0 |
-27-4 |
-6.8% |
407-4 |
| High |
403-0 |
375-0 |
-28-0 |
-6.9% |
411-0 |
| Low |
396-0 |
367-2 |
-28-6 |
-7.3% |
399-0 |
| Close |
397-2 |
367-2 |
-30-0 |
-7.6% |
404-2 |
| Range |
7-0 |
7-6 |
0-6 |
10.7% |
12-0 |
| ATR |
10-5 |
12-0 |
1-3 |
13.0% |
0-0 |
| Volume |
92,762 |
101,128 |
8,366 |
9.0% |
504,567 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
393-1 |
387-7 |
371-4 |
|
| R3 |
385-3 |
380-1 |
369-3 |
|
| R2 |
377-5 |
377-5 |
368-5 |
|
| R1 |
372-3 |
372-3 |
368-0 |
371-1 |
| PP |
369-7 |
369-7 |
369-7 |
369-2 |
| S1 |
364-5 |
364-5 |
366-4 |
363-3 |
| S2 |
362-1 |
362-1 |
365-7 |
|
| S3 |
354-3 |
356-7 |
365-1 |
|
| S4 |
346-5 |
349-1 |
363-0 |
|
|
| 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 |
367-2 |
43-6 |
11.9% |
7-7 |
2.1% |
0% |
False |
True |
102,259 |
| 10 |
429-6 |
367-2 |
62-4 |
17.0% |
8-1 |
2.2% |
0% |
False |
True |
92,023 |
| 20 |
471-4 |
367-2 |
104-2 |
28.4% |
9-1 |
2.5% |
0% |
False |
True |
76,234 |
| 40 |
473-0 |
367-2 |
105-6 |
28.8% |
8-5 |
2.4% |
0% |
False |
True |
62,741 |
| 60 |
473-0 |
367-2 |
105-6 |
28.8% |
8-6 |
2.4% |
0% |
False |
True |
51,531 |
| 80 |
473-0 |
367-2 |
105-6 |
28.8% |
8-4 |
2.3% |
0% |
False |
True |
45,000 |
| 100 |
473-0 |
367-2 |
105-6 |
28.8% |
8-3 |
2.3% |
0% |
False |
True |
39,191 |
| 120 |
473-0 |
367-2 |
105-6 |
28.8% |
8-6 |
2.4% |
0% |
False |
True |
35,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
408-0 |
|
2.618 |
395-2 |
|
1.618 |
387-4 |
|
1.000 |
382-6 |
|
0.618 |
379-6 |
|
HIGH |
375-0 |
|
0.618 |
372-0 |
|
0.500 |
371-1 |
|
0.382 |
370-2 |
|
LOW |
367-2 |
|
0.618 |
362-4 |
|
1.000 |
359-4 |
|
1.618 |
354-6 |
|
2.618 |
347-0 |
|
4.250 |
334-2 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
371-1 |
386-6 |
| PP |
369-7 |
380-2 |
| S1 |
368-4 |
373-6 |
|