CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
412-0 |
420-0 |
8-0 |
1.9% |
404-0 |
High |
414-0 |
422-4 |
8-4 |
2.1% |
414-2 |
Low |
411-0 |
419-4 |
8-4 |
2.1% |
391-0 |
Close |
413-4 |
419-4 |
6-0 |
1.5% |
414-0 |
Range |
3-0 |
3-0 |
0-0 |
0.0% |
23-2 |
ATR |
9-5 |
9-5 |
0-0 |
-0.5% |
0-0 |
Volume |
2,725 |
2,358 |
-367 |
-13.5% |
47,504 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
429-4 |
427-4 |
421-1 |
|
R3 |
426-4 |
424-4 |
420-3 |
|
R2 |
423-4 |
423-4 |
420-0 |
|
R1 |
421-4 |
421-4 |
419-6 |
421-0 |
PP |
420-4 |
420-4 |
420-4 |
420-2 |
S1 |
418-4 |
418-4 |
419-2 |
418-0 |
S2 |
417-4 |
417-4 |
419-0 |
|
S3 |
414-4 |
415-4 |
418-5 |
|
S4 |
411-4 |
412-4 |
417-7 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
476-1 |
468-3 |
426-6 |
|
R3 |
452-7 |
445-1 |
420-3 |
|
R2 |
429-5 |
429-5 |
418-2 |
|
R1 |
421-7 |
421-7 |
416-1 |
425-6 |
PP |
406-3 |
406-3 |
406-3 |
408-3 |
S1 |
398-5 |
398-5 |
411-7 |
402-4 |
S2 |
383-1 |
383-1 |
409-6 |
|
S3 |
359-7 |
375-3 |
407-5 |
|
S4 |
336-5 |
352-1 |
401-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
422-4 |
397-2 |
25-2 |
6.0% |
5-2 |
1.3% |
88% |
True |
False |
4,769 |
10 |
422-4 |
378-6 |
43-6 |
10.4% |
8-2 |
2.0% |
93% |
True |
False |
24,480 |
20 |
422-4 |
360-4 |
62-0 |
14.8% |
8-2 |
2.0% |
95% |
True |
False |
55,483 |
40 |
422-4 |
360-4 |
62-0 |
14.8% |
8-1 |
1.9% |
95% |
True |
False |
75,530 |
60 |
422-4 |
344-6 |
77-6 |
18.5% |
8-5 |
2.0% |
96% |
True |
False |
83,946 |
80 |
422-4 |
344-6 |
77-6 |
18.5% |
9-1 |
2.2% |
96% |
True |
False |
71,577 |
100 |
438-0 |
344-6 |
93-2 |
22.2% |
9-5 |
2.3% |
80% |
False |
False |
60,211 |
120 |
438-0 |
316-0 |
122-0 |
29.1% |
10-0 |
2.4% |
85% |
False |
False |
53,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
435-2 |
2.618 |
430-3 |
1.618 |
427-3 |
1.000 |
425-4 |
0.618 |
424-3 |
HIGH |
422-4 |
0.618 |
421-3 |
0.500 |
421-0 |
0.382 |
420-5 |
LOW |
419-4 |
0.618 |
417-5 |
1.000 |
416-4 |
1.618 |
414-5 |
2.618 |
411-5 |
4.250 |
406-6 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
421-0 |
418-3 |
PP |
420-4 |
417-1 |
S1 |
420-0 |
416-0 |
|