CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
426-0 |
437-0 |
11-0 |
2.6% |
419-2 |
High |
430-0 |
438-4 |
8-4 |
2.0% |
429-4 |
Low |
426-0 |
436-0 |
10-0 |
2.3% |
407-0 |
Close |
429-4 |
436-2 |
6-6 |
1.6% |
429-4 |
Range |
4-0 |
2-4 |
-1-4 |
-37.5% |
22-4 |
ATR |
8-5 |
8-5 |
0-0 |
0.3% |
0-0 |
Volume |
16,830 |
12,439 |
-4,391 |
-26.1% |
109,956 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
444-3 |
442-7 |
437-5 |
|
R3 |
441-7 |
440-3 |
437-0 |
|
R2 |
439-3 |
439-3 |
436-6 |
|
R1 |
437-7 |
437-7 |
436-4 |
437-3 |
PP |
436-7 |
436-7 |
436-7 |
436-6 |
S1 |
435-3 |
435-3 |
436-0 |
434-7 |
S2 |
434-3 |
434-3 |
435-6 |
|
S3 |
431-7 |
432-7 |
435-4 |
|
S4 |
429-3 |
430-3 |
434-7 |
|
|
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 |
438-4 |
412-4 |
26-0 |
6.0% |
5-2 |
1.2% |
91% |
True |
False |
22,594 |
10 |
438-4 |
397-4 |
41-0 |
9.4% |
7-6 |
1.8% |
95% |
True |
False |
19,204 |
20 |
438-4 |
380-2 |
58-2 |
13.4% |
7-2 |
1.7% |
96% |
True |
False |
17,057 |
40 |
438-4 |
380-2 |
58-2 |
13.4% |
5-7 |
1.3% |
96% |
True |
False |
12,735 |
60 |
438-4 |
363-4 |
75-0 |
17.2% |
6-0 |
1.4% |
97% |
True |
False |
10,929 |
80 |
438-4 |
363-4 |
75-0 |
17.2% |
5-6 |
1.3% |
97% |
True |
False |
9,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
449-1 |
2.618 |
445-0 |
1.618 |
442-4 |
1.000 |
441-0 |
0.618 |
440-0 |
HIGH |
438-4 |
0.618 |
437-4 |
0.500 |
437-2 |
0.382 |
437-0 |
LOW |
436-0 |
0.618 |
434-4 |
1.000 |
433-4 |
1.618 |
432-0 |
2.618 |
429-4 |
4.250 |
425-3 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
437-2 |
434-5 |
PP |
436-7 |
433-1 |
S1 |
436-5 |
431-4 |
|