CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
421-0 |
433-0 |
12-0 |
2.9% |
426-0 |
High |
435-0 |
438-0 |
3-0 |
0.7% |
440-4 |
Low |
421-0 |
432-0 |
11-0 |
2.6% |
425-2 |
Close |
430-6 |
435-2 |
4-4 |
1.0% |
426-6 |
Range |
14-0 |
6-0 |
-8-0 |
-57.1% |
15-2 |
ATR |
9-1 |
9-0 |
-0-1 |
-1.5% |
0-0 |
Volume |
20,282 |
22,690 |
2,408 |
11.9% |
134,143 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
453-1 |
450-1 |
438-4 |
|
R3 |
447-1 |
444-1 |
436-7 |
|
R2 |
441-1 |
441-1 |
436-3 |
|
R1 |
438-1 |
438-1 |
435-6 |
439-5 |
PP |
435-1 |
435-1 |
435-1 |
435-6 |
S1 |
432-1 |
432-1 |
434-6 |
433-5 |
S2 |
429-1 |
429-1 |
434-1 |
|
S3 |
423-1 |
426-1 |
433-5 |
|
S4 |
417-1 |
420-1 |
432-0 |
|
|
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% |
9-3 |
2.1% |
73% |
False |
False |
29,569 |
10 |
440-4 |
412-4 |
28-0 |
6.4% |
7-2 |
1.7% |
81% |
False |
False |
26,082 |
20 |
440-4 |
386-0 |
54-4 |
12.5% |
7-6 |
1.8% |
90% |
False |
False |
20,503 |
40 |
440-4 |
380-2 |
60-2 |
13.8% |
6-4 |
1.5% |
91% |
False |
False |
15,573 |
60 |
440-4 |
363-4 |
77-0 |
17.7% |
6-2 |
1.5% |
93% |
False |
False |
12,827 |
80 |
440-4 |
363-4 |
77-0 |
17.7% |
5-7 |
1.3% |
93% |
False |
False |
10,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
463-4 |
2.618 |
453-6 |
1.618 |
447-6 |
1.000 |
444-0 |
0.618 |
441-6 |
HIGH |
438-0 |
0.618 |
435-6 |
0.500 |
435-0 |
0.382 |
434-2 |
LOW |
432-0 |
0.618 |
428-2 |
1.000 |
426-0 |
1.618 |
422-2 |
2.618 |
416-2 |
4.250 |
406-4 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
435-1 |
433-4 |
PP |
435-1 |
431-6 |
S1 |
435-0 |
430-0 |
|