CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
419-6 |
424-4 |
4-6 |
1.1% |
419-2 |
High |
427-6 |
429-4 |
1-6 |
0.4% |
429-4 |
Low |
417-4 |
424-4 |
7-0 |
1.7% |
407-0 |
Close |
420-4 |
429-4 |
9-0 |
2.1% |
429-4 |
Range |
10-2 |
5-0 |
-5-2 |
-51.2% |
22-4 |
ATR |
9-0 |
9-0 |
0-0 |
0.0% |
0-0 |
Volume |
21,610 |
34,711 |
13,101 |
60.6% |
109,956 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
442-7 |
441-1 |
432-2 |
|
R3 |
437-7 |
436-1 |
430-7 |
|
R2 |
432-7 |
432-7 |
430-3 |
|
R1 |
431-1 |
431-1 |
430-0 |
432-0 |
PP |
427-7 |
427-7 |
427-7 |
428-2 |
S1 |
426-1 |
426-1 |
429-0 |
427-0 |
S2 |
422-7 |
422-7 |
428-5 |
|
S3 |
417-7 |
421-1 |
428-1 |
|
S4 |
412-7 |
416-1 |
426-6 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
489-4 |
482-0 |
441-7 |
|
R3 |
467-0 |
459-4 |
435-6 |
|
R2 |
444-4 |
444-4 |
433-5 |
|
R1 |
437-0 |
437-0 |
431-4 |
440-6 |
PP |
422-0 |
422-0 |
422-0 |
423-7 |
S1 |
414-4 |
414-4 |
427-4 |
418-2 |
S2 |
399-4 |
399-4 |
425-3 |
|
S3 |
377-0 |
392-0 |
423-2 |
|
S4 |
354-4 |
369-4 |
417-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
429-4 |
407-0 |
22-4 |
5.2% |
8-0 |
1.9% |
100% |
True |
False |
21,991 |
10 |
429-4 |
386-0 |
43-4 |
10.1% |
8-3 |
1.9% |
100% |
True |
False |
18,898 |
20 |
429-4 |
380-2 |
49-2 |
11.5% |
7-3 |
1.7% |
100% |
True |
False |
16,827 |
40 |
429-4 |
380-2 |
49-2 |
11.5% |
6-0 |
1.4% |
100% |
True |
False |
12,611 |
60 |
429-4 |
363-4 |
66-0 |
15.4% |
6-0 |
1.4% |
100% |
True |
False |
10,654 |
80 |
431-4 |
363-4 |
68-0 |
15.8% |
5-6 |
1.3% |
97% |
False |
False |
8,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
450-6 |
2.618 |
442-5 |
1.618 |
437-5 |
1.000 |
434-4 |
0.618 |
432-5 |
HIGH |
429-4 |
0.618 |
427-5 |
0.500 |
427-0 |
0.382 |
426-3 |
LOW |
424-4 |
0.618 |
421-3 |
1.000 |
419-4 |
1.618 |
416-3 |
2.618 |
411-3 |
4.250 |
403-2 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
428-5 |
426-5 |
PP |
427-7 |
423-7 |
S1 |
427-0 |
421-0 |
|