CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 27-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
439-4 |
439-4 |
0-0 |
0.0% |
421-0 |
High |
442-4 |
442-0 |
-0-4 |
-0.1% |
443-4 |
Low |
432-4 |
435-2 |
2-6 |
0.6% |
421-0 |
Close |
437-6 |
436-2 |
-1-4 |
-0.3% |
440-2 |
Range |
10-0 |
6-6 |
-3-2 |
-32.5% |
22-4 |
ATR |
9-1 |
9-0 |
-0-1 |
-1.9% |
0-0 |
Volume |
23,747 |
44,483 |
20,736 |
87.3% |
83,026 |
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458-1 |
453-7 |
440-0 |
|
R3 |
451-3 |
447-1 |
438-1 |
|
R2 |
444-5 |
444-5 |
437-4 |
|
R1 |
440-3 |
440-3 |
436-7 |
439-1 |
PP |
437-7 |
437-7 |
437-7 |
437-2 |
S1 |
433-5 |
433-5 |
435-5 |
432-3 |
S2 |
431-1 |
431-1 |
435-0 |
|
S3 |
424-3 |
426-7 |
434-3 |
|
S4 |
417-5 |
420-1 |
432-4 |
|
|
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 |
428-0 |
15-4 |
3.6% |
8-4 |
1.9% |
53% |
False |
False |
21,656 |
10 |
443-4 |
421-0 |
22-4 |
5.2% |
8-7 |
2.0% |
68% |
False |
False |
25,613 |
20 |
443-4 |
397-4 |
46-0 |
10.5% |
8-3 |
1.9% |
84% |
False |
False |
22,408 |
40 |
443-4 |
380-2 |
63-2 |
14.5% |
7-2 |
1.7% |
89% |
False |
False |
17,493 |
60 |
443-4 |
367-0 |
76-4 |
17.5% |
6-3 |
1.5% |
91% |
False |
False |
14,277 |
80 |
443-4 |
363-4 |
80-0 |
18.3% |
6-1 |
1.4% |
91% |
False |
False |
11,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
470-6 |
2.618 |
459-5 |
1.618 |
452-7 |
1.000 |
448-6 |
0.618 |
446-1 |
HIGH |
442-0 |
0.618 |
439-3 |
0.500 |
438-5 |
0.382 |
437-7 |
LOW |
435-2 |
0.618 |
431-1 |
1.000 |
428-4 |
1.618 |
424-3 |
2.618 |
417-5 |
4.250 |
406-4 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
438-5 |
437-7 |
PP |
437-7 |
437-3 |
S1 |
437-0 |
436-6 |
|