CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
439-0 |
430-0 |
-9-0 |
-2.1% |
426-0 |
High |
443-4 |
436-4 |
-7-0 |
-1.6% |
440-4 |
Low |
433-0 |
428-0 |
-5-0 |
-1.2% |
425-2 |
Close |
435-4 |
433-6 |
-1-6 |
-0.4% |
426-6 |
Range |
10-4 |
8-4 |
-2-0 |
-19.0% |
15-2 |
ATR |
9-1 |
9-0 |
0-0 |
-0.5% |
0-0 |
Volume |
19,424 |
13,143 |
-6,281 |
-32.3% |
134,143 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458-2 |
454-4 |
438-3 |
|
R3 |
449-6 |
446-0 |
436-1 |
|
R2 |
441-2 |
441-2 |
435-2 |
|
R1 |
437-4 |
437-4 |
434-4 |
439-3 |
PP |
432-6 |
432-6 |
432-6 |
433-6 |
S1 |
429-0 |
429-0 |
433-0 |
430-7 |
S2 |
424-2 |
424-2 |
432-2 |
|
S3 |
415-6 |
420-4 |
431-3 |
|
S4 |
407-2 |
412-0 |
429-1 |
|
|
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% |
10-4 |
2.4% |
57% |
False |
False |
16,800 |
10 |
443-4 |
421-0 |
22-4 |
5.2% |
7-6 |
1.8% |
57% |
False |
False |
24,439 |
20 |
443-4 |
386-0 |
57-4 |
13.3% |
8-2 |
1.9% |
83% |
False |
False |
20,716 |
40 |
443-4 |
380-2 |
63-2 |
14.6% |
6-7 |
1.6% |
85% |
False |
False |
16,098 |
60 |
443-4 |
363-4 |
80-0 |
18.4% |
6-2 |
1.4% |
88% |
False |
False |
13,212 |
80 |
443-4 |
363-4 |
80-0 |
18.4% |
6-0 |
1.4% |
88% |
False |
False |
11,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
472-5 |
2.618 |
458-6 |
1.618 |
450-2 |
1.000 |
445-0 |
0.618 |
441-6 |
HIGH |
436-4 |
0.618 |
433-2 |
0.500 |
432-2 |
0.382 |
431-2 |
LOW |
428-0 |
0.618 |
422-6 |
1.000 |
419-4 |
1.618 |
414-2 |
2.618 |
405-6 |
4.250 |
391-7 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
433-2 |
435-6 |
PP |
432-6 |
435-1 |
S1 |
432-2 |
434-3 |
|