CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
375-0 |
370-4 |
-4-4 |
-1.2% |
407-4 |
| High |
375-0 |
373-4 |
-1-4 |
-0.4% |
411-0 |
| Low |
367-2 |
362-0 |
-5-2 |
-1.4% |
399-0 |
| Close |
367-2 |
369-2 |
2-0 |
0.5% |
404-2 |
| Range |
7-6 |
11-4 |
3-6 |
48.4% |
12-0 |
| ATR |
12-0 |
12-0 |
0-0 |
-0.3% |
0-0 |
| Volume |
101,128 |
80,556 |
-20,572 |
-20.3% |
504,567 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
402-6 |
397-4 |
375-5 |
|
| R3 |
391-2 |
386-0 |
372-3 |
|
| R2 |
379-6 |
379-6 |
371-3 |
|
| R1 |
374-4 |
374-4 |
370-2 |
371-3 |
| PP |
368-2 |
368-2 |
368-2 |
366-6 |
| S1 |
363-0 |
363-0 |
368-2 |
359-7 |
| S2 |
356-6 |
356-6 |
367-1 |
|
| S3 |
345-2 |
351-4 |
366-1 |
|
| S4 |
333-6 |
340-0 |
362-7 |
|
|
| 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 |
408-2 |
362-0 |
46-2 |
12.5% |
8-2 |
2.2% |
16% |
False |
True |
97,295 |
| 10 |
428-0 |
362-0 |
66-0 |
17.9% |
8-2 |
2.2% |
11% |
False |
True |
91,981 |
| 20 |
471-4 |
362-0 |
109-4 |
29.7% |
9-0 |
2.4% |
7% |
False |
True |
77,800 |
| 40 |
473-0 |
362-0 |
111-0 |
30.1% |
8-6 |
2.4% |
7% |
False |
True |
63,840 |
| 60 |
473-0 |
362-0 |
111-0 |
30.1% |
8-7 |
2.4% |
7% |
False |
True |
52,510 |
| 80 |
473-0 |
362-0 |
111-0 |
30.1% |
8-5 |
2.3% |
7% |
False |
True |
45,791 |
| 100 |
473-0 |
362-0 |
111-0 |
30.1% |
8-3 |
2.3% |
7% |
False |
True |
39,840 |
| 120 |
473-0 |
362-0 |
111-0 |
30.1% |
8-6 |
2.4% |
7% |
False |
True |
35,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
422-3 |
|
2.618 |
403-5 |
|
1.618 |
392-1 |
|
1.000 |
385-0 |
|
0.618 |
380-5 |
|
HIGH |
373-4 |
|
0.618 |
369-1 |
|
0.500 |
367-6 |
|
0.382 |
366-3 |
|
LOW |
362-0 |
|
0.618 |
354-7 |
|
1.000 |
350-4 |
|
1.618 |
343-3 |
|
2.618 |
331-7 |
|
4.250 |
313-1 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
368-6 |
382-4 |
| PP |
368-2 |
378-1 |
| S1 |
367-6 |
373-5 |
|