CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
415-0 |
419-6 |
4-6 |
1.1% |
386-0 |
High |
417-0 |
427-6 |
10-6 |
2.6% |
422-4 |
Low |
412-4 |
417-4 |
5-0 |
1.2% |
386-0 |
Close |
416-0 |
420-4 |
4-4 |
1.1% |
422-4 |
Range |
4-4 |
10-2 |
5-6 |
127.8% |
36-4 |
ATR |
8-6 |
9-0 |
0-2 |
2.4% |
0-0 |
Volume |
27,384 |
21,610 |
-5,774 |
-21.1% |
79,028 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
452-5 |
446-7 |
426-1 |
|
R3 |
442-3 |
436-5 |
423-3 |
|
R2 |
432-1 |
432-1 |
422-3 |
|
R1 |
426-3 |
426-3 |
421-4 |
429-2 |
PP |
421-7 |
421-7 |
421-7 |
423-3 |
S1 |
416-1 |
416-1 |
419-4 |
419-0 |
S2 |
411-5 |
411-5 |
418-5 |
|
S3 |
401-3 |
405-7 |
417-5 |
|
S4 |
391-1 |
395-5 |
414-7 |
|
|
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 |
427-6 |
407-0 |
20-6 |
4.9% |
8-6 |
2.1% |
65% |
True |
False |
19,822 |
10 |
427-6 |
386-0 |
41-6 |
9.9% |
8-6 |
2.1% |
83% |
True |
False |
16,994 |
20 |
427-6 |
380-2 |
47-4 |
11.3% |
7-1 |
1.7% |
85% |
True |
False |
15,808 |
40 |
427-6 |
380-2 |
47-4 |
11.3% |
6-1 |
1.5% |
85% |
True |
False |
11,898 |
60 |
427-6 |
363-4 |
64-2 |
15.3% |
5-7 |
1.4% |
89% |
True |
False |
10,209 |
80 |
431-4 |
363-4 |
68-0 |
16.2% |
5-7 |
1.4% |
84% |
False |
False |
8,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
471-2 |
2.618 |
454-5 |
1.618 |
444-3 |
1.000 |
438-0 |
0.618 |
434-1 |
HIGH |
427-6 |
0.618 |
423-7 |
0.500 |
422-5 |
0.382 |
421-3 |
LOW |
417-4 |
0.618 |
411-1 |
1.000 |
407-2 |
1.618 |
400-7 |
2.618 |
390-5 |
4.250 |
374-0 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
422-5 |
419-4 |
PP |
421-7 |
418-3 |
S1 |
421-2 |
417-3 |
|