CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
419-2 |
415-4 |
-3-6 |
-0.9% |
386-0 |
High |
421-2 |
416-0 |
-5-2 |
-1.2% |
422-4 |
Low |
410-2 |
407-0 |
-3-2 |
-0.8% |
386-0 |
Close |
414-4 |
414-2 |
-0-2 |
-0.1% |
422-4 |
Range |
11-0 |
9-0 |
-2-0 |
-18.2% |
36-4 |
ATR |
9-1 |
9-1 |
0-0 |
-0.1% |
0-0 |
Volume |
11,800 |
14,451 |
2,651 |
22.5% |
79,028 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
439-3 |
435-7 |
419-2 |
|
R3 |
430-3 |
426-7 |
416-6 |
|
R2 |
421-3 |
421-3 |
415-7 |
|
R1 |
417-7 |
417-7 |
415-1 |
415-1 |
PP |
412-3 |
412-3 |
412-3 |
411-0 |
S1 |
408-7 |
408-7 |
413-3 |
406-1 |
S2 |
403-3 |
403-3 |
412-5 |
|
S3 |
394-3 |
399-7 |
411-6 |
|
S4 |
385-3 |
390-7 |
409-2 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
519-7 |
507-5 |
442-5 |
|
R3 |
483-3 |
471-1 |
432-4 |
|
R2 |
446-7 |
446-7 |
429-2 |
|
R1 |
434-5 |
434-5 |
425-7 |
440-6 |
PP |
410-3 |
410-3 |
410-3 |
413-3 |
S1 |
398-1 |
398-1 |
419-1 |
404-2 |
S2 |
373-7 |
373-7 |
415-6 |
|
S3 |
337-3 |
361-5 |
412-4 |
|
S4 |
300-7 |
325-1 |
402-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
422-4 |
397-4 |
25-0 |
6.0% |
10-3 |
2.5% |
67% |
False |
False |
15,814 |
10 |
422-4 |
386-0 |
36-4 |
8.8% |
8-2 |
2.0% |
77% |
False |
False |
14,924 |
20 |
422-4 |
380-2 |
42-2 |
10.2% |
6-7 |
1.7% |
80% |
False |
False |
14,197 |
40 |
425-6 |
380-2 |
45-4 |
11.0% |
6-2 |
1.5% |
75% |
False |
False |
10,996 |
60 |
425-6 |
363-4 |
62-2 |
15.0% |
5-7 |
1.4% |
82% |
False |
False |
9,537 |
80 |
447-0 |
363-4 |
83-4 |
20.2% |
5-6 |
1.4% |
61% |
False |
False |
8,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
454-2 |
2.618 |
439-4 |
1.618 |
430-4 |
1.000 |
425-0 |
0.618 |
421-4 |
HIGH |
416-0 |
0.618 |
412-4 |
0.500 |
411-4 |
0.382 |
410-4 |
LOW |
407-0 |
0.618 |
401-4 |
1.000 |
398-0 |
1.618 |
392-4 |
2.618 |
383-4 |
4.250 |
368-6 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
413-3 |
414-6 |
PP |
412-3 |
414-5 |
S1 |
411-4 |
414-3 |
|