CME Pit-Traded Corn Future September 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
434-0 |
444-0 |
10-0 |
2.3% |
439-4 |
| High |
444-4 |
446-4 |
2-0 |
0.4% |
446-4 |
| Low |
433-4 |
441-4 |
8-0 |
1.8% |
432-4 |
| Close |
439-0 |
446-2 |
7-2 |
1.7% |
446-2 |
| Range |
11-0 |
5-0 |
-6-0 |
-54.5% |
14-0 |
| ATR |
9-1 |
9-0 |
-0-1 |
-1.3% |
0-0 |
| Volume |
28,749 |
55,952 |
27,203 |
94.6% |
152,931 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
459-6 |
458-0 |
449-0 |
|
| R3 |
454-6 |
453-0 |
447-5 |
|
| R2 |
449-6 |
449-6 |
447-1 |
|
| R1 |
448-0 |
448-0 |
446-6 |
448-7 |
| PP |
444-6 |
444-6 |
444-6 |
445-2 |
| S1 |
443-0 |
443-0 |
445-6 |
443-7 |
| S2 |
439-6 |
439-6 |
445-3 |
|
| S3 |
434-6 |
438-0 |
444-7 |
|
| S4 |
429-6 |
433-0 |
443-4 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
483-6 |
479-0 |
454-0 |
|
| R3 |
469-6 |
465-0 |
450-1 |
|
| R2 |
455-6 |
455-6 |
448-7 |
|
| R1 |
451-0 |
451-0 |
447-4 |
453-3 |
| PP |
441-6 |
441-6 |
441-6 |
443-0 |
| S1 |
437-0 |
437-0 |
445-0 |
439-3 |
| S2 |
427-6 |
427-6 |
443-5 |
|
| S3 |
413-6 |
423-0 |
442-3 |
|
| S4 |
399-6 |
409-0 |
438-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
446-4 |
432-4 |
14-0 |
3.1% |
7-7 |
1.8% |
98% |
True |
False |
32,083 |
| 10 |
446-4 |
421-0 |
25-4 |
5.7% |
9-2 |
2.1% |
99% |
True |
False |
24,441 |
| 20 |
446-4 |
407-0 |
39-4 |
8.9% |
8-0 |
1.8% |
99% |
True |
False |
25,196 |
| 40 |
446-4 |
380-2 |
66-2 |
14.8% |
7-1 |
1.6% |
100% |
True |
False |
19,171 |
| 60 |
446-4 |
377-0 |
69-4 |
15.6% |
6-4 |
1.5% |
100% |
True |
False |
15,411 |
| 80 |
446-4 |
363-4 |
83-0 |
18.6% |
6-1 |
1.4% |
100% |
True |
False |
12,969 |
| 100 |
455-0 |
363-4 |
91-4 |
20.5% |
6-1 |
1.4% |
90% |
False |
False |
11,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
467-6 |
|
2.618 |
459-5 |
|
1.618 |
454-5 |
|
1.000 |
451-4 |
|
0.618 |
449-5 |
|
HIGH |
446-4 |
|
0.618 |
444-5 |
|
0.500 |
444-0 |
|
0.382 |
443-3 |
|
LOW |
441-4 |
|
0.618 |
438-3 |
|
1.000 |
436-4 |
|
1.618 |
433-3 |
|
2.618 |
428-3 |
|
4.250 |
420-2 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
445-4 |
444-1 |
| PP |
444-6 |
442-1 |
| S1 |
444-0 |
440-0 |
|