CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
434-0 |
437-0 |
3-0 |
0.7% |
426-0 |
High |
438-0 |
439-0 |
1-0 |
0.2% |
440-4 |
Low |
434-4 |
425-2 |
-9-2 |
-2.1% |
425-2 |
Close |
437-4 |
426-6 |
-10-6 |
-2.5% |
426-6 |
Range |
3-4 |
13-6 |
10-2 |
292.9% |
15-2 |
ATR |
8-3 |
8-6 |
0-3 |
4.6% |
0-0 |
Volume |
39,311 |
8,462 |
-30,849 |
-78.5% |
134,143 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
471-5 |
462-7 |
434-2 |
|
R3 |
457-7 |
449-1 |
430-4 |
|
R2 |
444-1 |
444-1 |
429-2 |
|
R1 |
435-3 |
435-3 |
428-0 |
432-7 |
PP |
430-3 |
430-3 |
430-3 |
429-0 |
S1 |
421-5 |
421-5 |
425-4 |
419-1 |
S2 |
416-5 |
416-5 |
424-2 |
|
S3 |
402-7 |
407-7 |
423-0 |
|
S4 |
389-1 |
394-1 |
419-2 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
476-5 |
466-7 |
435-1 |
|
R3 |
461-3 |
451-5 |
431-0 |
|
R2 |
446-1 |
446-1 |
429-4 |
|
R1 |
436-3 |
436-3 |
428-1 |
441-2 |
PP |
430-7 |
430-7 |
430-7 |
433-2 |
S1 |
421-1 |
421-1 |
425-3 |
426-0 |
S2 |
415-5 |
415-5 |
424-0 |
|
S3 |
400-3 |
405-7 |
422-4 |
|
S4 |
385-1 |
390-5 |
418-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
440-4 |
425-2 |
15-2 |
3.6% |
6-5 |
1.6% |
10% |
False |
True |
26,828 |
10 |
440-4 |
407-0 |
33-4 |
7.9% |
7-2 |
1.7% |
59% |
False |
False |
24,409 |
20 |
440-4 |
380-2 |
60-2 |
14.1% |
7-4 |
1.7% |
77% |
False |
False |
20,134 |
40 |
440-4 |
380-2 |
60-2 |
14.1% |
6-2 |
1.5% |
77% |
False |
False |
14,766 |
60 |
440-4 |
363-4 |
77-0 |
18.0% |
6-1 |
1.4% |
82% |
False |
False |
12,345 |
80 |
440-4 |
363-4 |
77-0 |
18.0% |
5-5 |
1.3% |
82% |
False |
False |
10,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
497-4 |
2.618 |
475-0 |
1.618 |
461-2 |
1.000 |
452-6 |
0.618 |
447-4 |
HIGH |
439-0 |
0.618 |
433-6 |
0.500 |
432-1 |
0.382 |
430-4 |
LOW |
425-2 |
0.618 |
416-6 |
1.000 |
411-4 |
1.618 |
403-0 |
2.618 |
389-2 |
4.250 |
366-6 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
432-1 |
432-7 |
PP |
430-3 |
430-7 |
S1 |
428-4 |
428-6 |
|