CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
420-0 |
425-0 |
5-0 |
1.2% |
404-0 |
High |
422-4 |
425-0 |
2-4 |
0.6% |
414-2 |
Low |
419-4 |
415-0 |
-4-4 |
-1.1% |
391-0 |
Close |
419-4 |
419-4 |
0-0 |
0.0% |
414-0 |
Range |
3-0 |
10-0 |
7-0 |
233.3% |
23-2 |
ATR |
9-5 |
9-5 |
0-0 |
0.3% |
0-0 |
Volume |
2,358 |
3,612 |
1,254 |
53.2% |
47,504 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
449-7 |
444-5 |
425-0 |
|
R3 |
439-7 |
434-5 |
422-2 |
|
R2 |
429-7 |
429-7 |
421-3 |
|
R1 |
424-5 |
424-5 |
420-3 |
422-2 |
PP |
419-7 |
419-7 |
419-7 |
418-5 |
S1 |
414-5 |
414-5 |
418-5 |
412-2 |
S2 |
409-7 |
409-7 |
417-5 |
|
S3 |
399-7 |
404-5 |
416-6 |
|
S4 |
389-7 |
394-5 |
414-0 |
|
|
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 |
425-0 |
401-4 |
23-4 |
5.6% |
6-3 |
1.5% |
77% |
True |
False |
3,940 |
10 |
425-0 |
389-0 |
36-0 |
8.6% |
7-7 |
1.9% |
85% |
True |
False |
18,158 |
20 |
425-0 |
360-4 |
64-4 |
15.4% |
8-3 |
2.0% |
91% |
True |
False |
48,111 |
40 |
425-0 |
360-4 |
64-4 |
15.4% |
8-2 |
2.0% |
91% |
True |
False |
72,772 |
60 |
425-0 |
344-6 |
80-2 |
19.1% |
8-5 |
2.0% |
93% |
True |
False |
83,351 |
80 |
425-0 |
344-6 |
80-2 |
19.1% |
9-0 |
2.1% |
93% |
True |
False |
71,498 |
100 |
438-0 |
344-6 |
93-2 |
22.2% |
9-4 |
2.3% |
80% |
False |
False |
60,092 |
120 |
438-0 |
316-0 |
122-0 |
29.1% |
10-0 |
2.4% |
85% |
False |
False |
52,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
467-4 |
2.618 |
451-1 |
1.618 |
441-1 |
1.000 |
435-0 |
0.618 |
431-1 |
HIGH |
425-0 |
0.618 |
421-1 |
0.500 |
420-0 |
0.382 |
418-7 |
LOW |
415-0 |
0.618 |
408-7 |
1.000 |
405-0 |
1.618 |
398-7 |
2.618 |
388-7 |
4.250 |
372-4 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
420-0 |
419-0 |
PP |
419-7 |
418-4 |
S1 |
419-5 |
418-0 |
|