CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
440-0 |
434-0 |
-6-0 |
-1.4% |
419-2 |
High |
440-4 |
438-0 |
-2-4 |
-0.6% |
429-4 |
Low |
431-0 |
434-4 |
3-4 |
0.8% |
407-0 |
Close |
435-4 |
437-4 |
2-0 |
0.5% |
429-4 |
Range |
9-4 |
3-4 |
-6-0 |
-63.2% |
22-4 |
ATR |
8-6 |
8-3 |
-0-3 |
-4.3% |
0-0 |
Volume |
57,101 |
39,311 |
-17,790 |
-31.2% |
109,956 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-1 |
445-7 |
439-3 |
|
R3 |
443-5 |
442-3 |
438-4 |
|
R2 |
440-1 |
440-1 |
438-1 |
|
R1 |
438-7 |
438-7 |
437-7 |
439-4 |
PP |
436-5 |
436-5 |
436-5 |
437-0 |
S1 |
435-3 |
435-3 |
437-1 |
436-0 |
S2 |
433-1 |
433-1 |
436-7 |
|
S3 |
429-5 |
431-7 |
436-4 |
|
S4 |
426-1 |
428-3 |
435-5 |
|
|
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 |
424-4 |
16-0 |
3.7% |
4-7 |
1.1% |
81% |
False |
False |
32,078 |
10 |
440-4 |
407-0 |
33-4 |
7.7% |
6-7 |
1.6% |
91% |
False |
False |
25,950 |
20 |
440-4 |
380-2 |
60-2 |
13.8% |
7-2 |
1.7% |
95% |
False |
False |
20,175 |
40 |
440-4 |
380-2 |
60-2 |
13.8% |
6-1 |
1.4% |
95% |
False |
False |
14,749 |
60 |
440-4 |
363-4 |
77-0 |
17.6% |
6-0 |
1.4% |
96% |
False |
False |
12,413 |
80 |
440-4 |
363-4 |
77-0 |
17.6% |
5-5 |
1.3% |
96% |
False |
False |
10,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
452-7 |
2.618 |
447-1 |
1.618 |
443-5 |
1.000 |
441-4 |
0.618 |
440-1 |
HIGH |
438-0 |
0.618 |
436-5 |
0.500 |
436-2 |
0.382 |
435-7 |
LOW |
434-4 |
0.618 |
432-3 |
1.000 |
431-0 |
1.618 |
428-7 |
2.618 |
425-3 |
4.250 |
419-5 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
437-1 |
436-7 |
PP |
436-5 |
436-3 |
S1 |
436-2 |
435-6 |
|