CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
437-0 |
421-0 |
-16-0 |
-3.7% |
426-0 |
High |
439-0 |
435-0 |
-4-0 |
-0.9% |
440-4 |
Low |
425-2 |
421-0 |
-4-2 |
-1.0% |
425-2 |
Close |
426-6 |
430-6 |
4-0 |
0.9% |
426-6 |
Range |
13-6 |
14-0 |
0-2 |
1.8% |
15-2 |
ATR |
8-6 |
9-1 |
0-3 |
4.3% |
0-0 |
Volume |
8,462 |
20,282 |
11,820 |
139.7% |
134,143 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
470-7 |
464-7 |
438-4 |
|
R3 |
456-7 |
450-7 |
434-5 |
|
R2 |
442-7 |
442-7 |
433-3 |
|
R1 |
436-7 |
436-7 |
432-0 |
439-7 |
PP |
428-7 |
428-7 |
428-7 |
430-4 |
S1 |
422-7 |
422-7 |
429-4 |
425-7 |
S2 |
414-7 |
414-7 |
428-1 |
|
S3 |
400-7 |
408-7 |
426-7 |
|
S4 |
386-7 |
394-7 |
423-0 |
|
|
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 |
421-0 |
19-4 |
4.5% |
8-5 |
2.0% |
50% |
False |
True |
27,519 |
10 |
440-4 |
407-0 |
33-4 |
7.8% |
7-5 |
1.8% |
71% |
False |
False |
25,258 |
20 |
440-4 |
386-0 |
54-4 |
12.7% |
7-6 |
1.8% |
82% |
False |
False |
20,702 |
40 |
440-4 |
380-2 |
60-2 |
14.0% |
6-5 |
1.5% |
84% |
False |
False |
15,081 |
60 |
440-4 |
363-4 |
77-0 |
17.9% |
6-2 |
1.5% |
87% |
False |
False |
12,510 |
80 |
440-4 |
363-4 |
77-0 |
17.9% |
5-7 |
1.4% |
87% |
False |
False |
10,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
494-4 |
2.618 |
471-5 |
1.618 |
457-5 |
1.000 |
449-0 |
0.618 |
443-5 |
HIGH |
435-0 |
0.618 |
429-5 |
0.500 |
428-0 |
0.382 |
426-3 |
LOW |
421-0 |
0.618 |
412-3 |
1.000 |
407-0 |
1.618 |
398-3 |
2.618 |
384-3 |
4.250 |
361-4 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
429-7 |
430-4 |
PP |
428-7 |
430-2 |
S1 |
428-0 |
430-0 |
|