CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 26-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
Open |
438-4 |
439-4 |
1-0 |
0.2% |
421-0 |
High |
443-2 |
442-4 |
-0-6 |
-0.2% |
443-4 |
Low |
436-4 |
432-4 |
-4-0 |
-0.9% |
421-0 |
Close |
440-2 |
437-6 |
-2-4 |
-0.6% |
440-2 |
Range |
6-6 |
10-0 |
3-2 |
48.1% |
22-4 |
ATR |
9-1 |
9-1 |
0-1 |
0.7% |
0-0 |
Volume |
7,487 |
23,747 |
16,260 |
217.2% |
83,026 |
|
Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467-5 |
462-5 |
443-2 |
|
R3 |
457-5 |
452-5 |
440-4 |
|
R2 |
447-5 |
447-5 |
439-5 |
|
R1 |
442-5 |
442-5 |
438-5 |
440-1 |
PP |
437-5 |
437-5 |
437-5 |
436-2 |
S1 |
432-5 |
432-5 |
436-7 |
430-1 |
S2 |
427-5 |
427-5 |
435-7 |
|
S3 |
417-5 |
422-5 |
435-0 |
|
S4 |
407-5 |
412-5 |
432-2 |
|
|
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 |
428-0 |
15-4 |
3.5% |
8-3 |
1.9% |
63% |
False |
False |
17,298 |
10 |
443-4 |
421-0 |
22-4 |
5.1% |
8-4 |
1.9% |
74% |
False |
False |
22,408 |
20 |
443-4 |
389-0 |
54-4 |
12.5% |
8-2 |
1.9% |
89% |
False |
False |
20,905 |
40 |
443-4 |
380-2 |
63-2 |
14.4% |
7-2 |
1.7% |
91% |
False |
False |
16,485 |
60 |
443-4 |
363-4 |
80-0 |
18.3% |
6-3 |
1.5% |
93% |
False |
False |
13,609 |
80 |
443-4 |
363-4 |
80-0 |
18.3% |
6-1 |
1.4% |
93% |
False |
False |
11,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
485-0 |
2.618 |
468-5 |
1.618 |
458-5 |
1.000 |
452-4 |
0.618 |
448-5 |
HIGH |
442-4 |
0.618 |
438-5 |
0.500 |
437-4 |
0.382 |
436-3 |
LOW |
432-4 |
0.618 |
426-3 |
1.000 |
422-4 |
1.618 |
416-3 |
2.618 |
406-3 |
4.250 |
390-0 |
|
|
Fisher Pivots for day following 26-May-2009 |
Pivot |
1 day |
3 day |
R1 |
437-5 |
437-0 |
PP |
437-5 |
436-3 |
S1 |
437-4 |
435-5 |
|