CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
437-0 |
440-0 |
3-0 |
0.7% |
419-2 |
High |
438-4 |
440-4 |
2-0 |
0.5% |
429-4 |
Low |
436-0 |
431-0 |
-5-0 |
-1.1% |
407-0 |
Close |
436-2 |
435-4 |
-0-6 |
-0.2% |
429-4 |
Range |
2-4 |
9-4 |
7-0 |
280.0% |
22-4 |
ATR |
8-5 |
8-6 |
0-0 |
0.7% |
0-0 |
Volume |
12,439 |
57,101 |
44,662 |
359.0% |
109,956 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
464-1 |
459-3 |
440-6 |
|
R3 |
454-5 |
449-7 |
438-1 |
|
R2 |
445-1 |
445-1 |
437-2 |
|
R1 |
440-3 |
440-3 |
436-3 |
438-0 |
PP |
435-5 |
435-5 |
435-5 |
434-4 |
S1 |
430-7 |
430-7 |
434-5 |
428-4 |
S2 |
426-1 |
426-1 |
433-6 |
|
S3 |
416-5 |
421-3 |
432-7 |
|
S4 |
407-1 |
411-7 |
430-2 |
|
|
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 |
440-4 |
417-4 |
23-0 |
5.3% |
6-2 |
1.4% |
78% |
True |
False |
28,538 |
10 |
440-4 |
407-0 |
33-4 |
7.7% |
7-4 |
1.7% |
85% |
True |
False |
24,184 |
20 |
440-4 |
380-2 |
60-2 |
13.8% |
7-2 |
1.7% |
92% |
True |
False |
18,860 |
40 |
440-4 |
380-2 |
60-2 |
13.8% |
6-1 |
1.4% |
92% |
True |
False |
13,989 |
60 |
440-4 |
363-4 |
77-0 |
17.7% |
6-0 |
1.4% |
94% |
True |
False |
11,853 |
80 |
440-4 |
363-4 |
77-0 |
17.7% |
5-6 |
1.3% |
94% |
True |
False |
9,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
480-7 |
2.618 |
465-3 |
1.618 |
455-7 |
1.000 |
450-0 |
0.618 |
446-3 |
HIGH |
440-4 |
0.618 |
436-7 |
0.500 |
435-6 |
0.382 |
434-5 |
LOW |
431-0 |
0.618 |
425-1 |
1.000 |
421-4 |
1.618 |
415-5 |
2.618 |
406-1 |
4.250 |
390-5 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
435-6 |
434-6 |
PP |
435-5 |
434-0 |
S1 |
435-5 |
433-2 |
|