CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
424-4 |
426-0 |
1-4 |
0.4% |
419-2 |
High |
429-4 |
430-0 |
0-4 |
0.1% |
429-4 |
Low |
424-4 |
426-0 |
1-4 |
0.4% |
407-0 |
Close |
429-4 |
429-4 |
0-0 |
0.0% |
429-4 |
Range |
5-0 |
4-0 |
-1-0 |
-20.0% |
22-4 |
ATR |
9-0 |
8-5 |
-0-3 |
-4.0% |
0-0 |
Volume |
34,711 |
16,830 |
-17,881 |
-51.5% |
109,956 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
440-4 |
439-0 |
431-6 |
|
R3 |
436-4 |
435-0 |
430-5 |
|
R2 |
432-4 |
432-4 |
430-2 |
|
R1 |
431-0 |
431-0 |
429-7 |
431-6 |
PP |
428-4 |
428-4 |
428-4 |
428-7 |
S1 |
427-0 |
427-0 |
429-1 |
427-6 |
S2 |
424-4 |
424-4 |
428-6 |
|
S3 |
420-4 |
423-0 |
428-3 |
|
S4 |
416-4 |
419-0 |
427-2 |
|
|
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 |
430-0 |
407-0 |
23-0 |
5.4% |
6-4 |
1.5% |
98% |
True |
False |
22,997 |
10 |
430-0 |
389-0 |
41-0 |
9.5% |
8-1 |
1.9% |
99% |
True |
False |
19,401 |
20 |
430-0 |
380-2 |
49-6 |
11.6% |
7-3 |
1.7% |
99% |
True |
False |
16,778 |
40 |
430-0 |
380-2 |
49-6 |
11.6% |
6-0 |
1.4% |
99% |
True |
False |
12,633 |
60 |
430-0 |
363-4 |
66-4 |
15.5% |
5-7 |
1.4% |
99% |
True |
False |
10,819 |
80 |
431-4 |
363-4 |
68-0 |
15.8% |
5-6 |
1.3% |
97% |
False |
False |
9,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
447-0 |
2.618 |
440-4 |
1.618 |
436-4 |
1.000 |
434-0 |
0.618 |
432-4 |
HIGH |
430-0 |
0.618 |
428-4 |
0.500 |
428-0 |
0.382 |
427-4 |
LOW |
426-0 |
0.618 |
423-4 |
1.000 |
422-0 |
1.618 |
419-4 |
2.618 |
415-4 |
4.250 |
409-0 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
429-0 |
427-5 |
PP |
428-4 |
425-5 |
S1 |
428-0 |
423-6 |
|