CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
415-4 |
415-0 |
-0-4 |
-0.1% |
386-0 |
High |
416-0 |
417-0 |
1-0 |
0.2% |
422-4 |
Low |
407-0 |
412-4 |
5-4 |
1.4% |
386-0 |
Close |
414-2 |
416-0 |
1-6 |
0.4% |
422-4 |
Range |
9-0 |
4-4 |
-4-4 |
-50.0% |
36-4 |
ATR |
9-1 |
8-6 |
-0-3 |
-3.6% |
0-0 |
Volume |
14,451 |
27,384 |
12,933 |
89.5% |
79,028 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-5 |
426-7 |
418-4 |
|
R3 |
424-1 |
422-3 |
417-2 |
|
R2 |
419-5 |
419-5 |
416-7 |
|
R1 |
417-7 |
417-7 |
416-3 |
418-6 |
PP |
415-1 |
415-1 |
415-1 |
415-5 |
S1 |
413-3 |
413-3 |
415-5 |
414-2 |
S2 |
410-5 |
410-5 |
415-1 |
|
S3 |
406-1 |
408-7 |
414-6 |
|
S4 |
401-5 |
404-3 |
413-4 |
|
|
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 |
407-0 |
15-4 |
3.7% |
8-6 |
2.1% |
58% |
False |
False |
19,831 |
10 |
422-4 |
386-0 |
36-4 |
8.8% |
8-1 |
2.0% |
82% |
False |
False |
16,186 |
20 |
422-4 |
380-2 |
42-2 |
10.2% |
6-6 |
1.6% |
85% |
False |
False |
15,193 |
40 |
425-6 |
380-2 |
45-4 |
10.9% |
6-2 |
1.5% |
79% |
False |
False |
11,592 |
60 |
425-6 |
363-4 |
62-2 |
15.0% |
5-7 |
1.4% |
84% |
False |
False |
9,911 |
80 |
431-4 |
363-4 |
68-0 |
16.3% |
5-6 |
1.4% |
77% |
False |
False |
8,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
436-1 |
2.618 |
428-6 |
1.618 |
424-2 |
1.000 |
421-4 |
0.618 |
419-6 |
HIGH |
417-0 |
0.618 |
415-2 |
0.500 |
414-6 |
0.382 |
414-2 |
LOW |
412-4 |
0.618 |
409-6 |
1.000 |
408-0 |
1.618 |
405-2 |
2.618 |
400-6 |
4.250 |
393-3 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
415-5 |
415-3 |
PP |
415-1 |
414-6 |
S1 |
414-6 |
414-1 |
|