CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
430-0 |
438-4 |
8-4 |
2.0% |
421-0 |
High |
436-4 |
443-2 |
6-6 |
1.5% |
443-4 |
Low |
428-0 |
436-4 |
8-4 |
2.0% |
421-0 |
Close |
433-6 |
440-2 |
6-4 |
1.5% |
440-2 |
Range |
8-4 |
6-6 |
-1-6 |
-20.6% |
22-4 |
ATR |
9-0 |
9-1 |
0-0 |
0.4% |
0-0 |
Volume |
13,143 |
7,487 |
-5,656 |
-43.0% |
83,026 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
460-2 |
457-0 |
444-0 |
|
R3 |
453-4 |
450-2 |
442-1 |
|
R2 |
446-6 |
446-6 |
441-4 |
|
R1 |
443-4 |
443-4 |
440-7 |
445-1 |
PP |
440-0 |
440-0 |
440-0 |
440-6 |
S1 |
436-6 |
436-6 |
439-5 |
438-3 |
S2 |
433-2 |
433-2 |
439-0 |
|
S3 |
426-4 |
430-0 |
438-3 |
|
S4 |
419-6 |
423-2 |
436-4 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
502-3 |
493-7 |
452-5 |
|
R3 |
479-7 |
471-3 |
446-4 |
|
R2 |
457-3 |
457-3 |
444-3 |
|
R1 |
448-7 |
448-7 |
442-2 |
453-1 |
PP |
434-7 |
434-7 |
434-7 |
437-0 |
S1 |
426-3 |
426-3 |
438-2 |
430-5 |
S2 |
412-3 |
412-3 |
436-1 |
|
S3 |
389-7 |
403-7 |
434-0 |
|
S4 |
367-3 |
381-3 |
427-7 |
|
|
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 |
5.1% |
9-1 |
2.1% |
86% |
False |
False |
16,605 |
10 |
443-4 |
421-0 |
22-4 |
5.1% |
7-7 |
1.8% |
86% |
False |
False |
21,716 |
20 |
443-4 |
386-0 |
57-4 |
13.1% |
8-1 |
1.8% |
94% |
False |
False |
20,307 |
40 |
443-4 |
380-2 |
63-2 |
14.4% |
7-0 |
1.6% |
95% |
False |
False |
15,991 |
60 |
443-4 |
363-4 |
80-0 |
18.2% |
6-3 |
1.4% |
96% |
False |
False |
13,283 |
80 |
443-4 |
363-4 |
80-0 |
18.2% |
6-0 |
1.4% |
96% |
False |
False |
11,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
472-0 |
2.618 |
460-7 |
1.618 |
454-1 |
1.000 |
450-0 |
0.618 |
447-3 |
HIGH |
443-2 |
0.618 |
440-5 |
0.500 |
439-7 |
0.382 |
439-1 |
LOW |
436-4 |
0.618 |
432-3 |
1.000 |
429-6 |
1.618 |
425-5 |
2.618 |
418-7 |
4.250 |
407-6 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
440-1 |
438-6 |
PP |
440-0 |
437-2 |
S1 |
439-7 |
435-6 |
|