CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 28-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
Open |
439-4 |
434-0 |
-5-4 |
-1.3% |
421-0 |
High |
442-0 |
444-4 |
2-4 |
0.6% |
443-4 |
Low |
435-2 |
433-4 |
-1-6 |
-0.4% |
421-0 |
Close |
436-2 |
439-0 |
2-6 |
0.6% |
440-2 |
Range |
6-6 |
11-0 |
4-2 |
63.0% |
22-4 |
ATR |
9-0 |
9-1 |
0-1 |
1.6% |
0-0 |
Volume |
44,483 |
28,749 |
-15,734 |
-35.4% |
83,026 |
|
Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
472-0 |
466-4 |
445-0 |
|
R3 |
461-0 |
455-4 |
442-0 |
|
R2 |
450-0 |
450-0 |
441-0 |
|
R1 |
444-4 |
444-4 |
440-0 |
447-2 |
PP |
439-0 |
439-0 |
439-0 |
440-3 |
S1 |
433-4 |
433-4 |
438-0 |
436-2 |
S2 |
428-0 |
428-0 |
437-0 |
|
S3 |
417-0 |
422-4 |
436-0 |
|
S4 |
406-0 |
411-4 |
433-0 |
|
|
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 |
444-4 |
428-0 |
16-4 |
3.8% |
8-5 |
2.0% |
67% |
True |
False |
23,521 |
10 |
444-4 |
421-0 |
23-4 |
5.4% |
9-1 |
2.1% |
77% |
True |
False |
22,777 |
20 |
444-4 |
407-0 |
37-4 |
8.5% |
8-2 |
1.9% |
85% |
True |
False |
23,481 |
40 |
444-4 |
380-2 |
64-2 |
14.6% |
7-1 |
1.6% |
91% |
True |
False |
17,972 |
60 |
444-4 |
376-2 |
68-2 |
15.5% |
6-4 |
1.5% |
92% |
True |
False |
14,610 |
80 |
444-4 |
363-4 |
81-0 |
18.5% |
6-2 |
1.4% |
93% |
True |
False |
12,312 |
100 |
455-0 |
363-4 |
91-4 |
20.8% |
6-1 |
1.4% |
83% |
False |
False |
10,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
491-2 |
2.618 |
473-2 |
1.618 |
462-2 |
1.000 |
455-4 |
0.618 |
451-2 |
HIGH |
444-4 |
0.618 |
440-2 |
0.500 |
439-0 |
0.382 |
437-6 |
LOW |
433-4 |
0.618 |
426-6 |
1.000 |
422-4 |
1.618 |
415-6 |
2.618 |
404-6 |
4.250 |
386-6 |
|
|
Fisher Pivots for day following 28-May-2009 |
Pivot |
1 day |
3 day |
R1 |
439-0 |
438-7 |
PP |
439-0 |
438-5 |
S1 |
439-0 |
438-4 |
|