CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
433-0 |
439-0 |
6-0 |
1.4% |
426-0 |
High |
438-0 |
443-4 |
5-4 |
1.3% |
440-4 |
Low |
432-0 |
433-0 |
1-0 |
0.2% |
425-2 |
Close |
435-2 |
435-4 |
0-2 |
0.1% |
426-6 |
Range |
6-0 |
10-4 |
4-4 |
75.0% |
15-2 |
ATR |
9-0 |
9-1 |
0-1 |
1.2% |
0-0 |
Volume |
22,690 |
19,424 |
-3,266 |
-14.4% |
134,143 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
468-7 |
462-5 |
441-2 |
|
R3 |
458-3 |
452-1 |
438-3 |
|
R2 |
447-7 |
447-7 |
437-3 |
|
R1 |
441-5 |
441-5 |
436-4 |
439-4 |
PP |
437-3 |
437-3 |
437-3 |
436-2 |
S1 |
431-1 |
431-1 |
434-4 |
429-0 |
S2 |
426-7 |
426-7 |
433-5 |
|
S3 |
416-3 |
420-5 |
432-5 |
|
S4 |
405-7 |
410-1 |
429-6 |
|
|
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 |
443-4 |
421-0 |
22-4 |
5.2% |
9-4 |
2.2% |
64% |
True |
False |
22,033 |
10 |
443-4 |
417-4 |
26-0 |
6.0% |
7-7 |
1.8% |
69% |
True |
False |
25,286 |
20 |
443-4 |
386-0 |
57-4 |
13.2% |
8-0 |
1.8% |
86% |
True |
False |
20,736 |
40 |
443-4 |
380-2 |
63-2 |
14.5% |
6-6 |
1.6% |
87% |
True |
False |
15,935 |
60 |
443-4 |
363-4 |
80-0 |
18.4% |
6-3 |
1.5% |
90% |
True |
False |
13,088 |
80 |
443-4 |
363-4 |
80-0 |
18.4% |
6-0 |
1.4% |
90% |
True |
False |
10,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
488-1 |
2.618 |
471-0 |
1.618 |
460-4 |
1.000 |
454-0 |
0.618 |
450-0 |
HIGH |
443-4 |
0.618 |
439-4 |
0.500 |
438-2 |
0.382 |
437-0 |
LOW |
433-0 |
0.618 |
426-4 |
1.000 |
422-4 |
1.618 |
416-0 |
2.618 |
405-4 |
4.250 |
388-3 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
438-2 |
434-3 |
PP |
437-3 |
433-3 |
S1 |
436-3 |
432-2 |
|