CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
429-4 |
426-4 |
-3-0 |
-0.7% |
396-4 |
High |
432-0 |
427-0 |
-5-0 |
-1.2% |
434-4 |
Low |
420-6 |
417-0 |
-3-6 |
-0.9% |
396-0 |
Close |
425-4 |
425-0 |
-0-4 |
-0.1% |
433-2 |
Range |
11-2 |
10-0 |
-1-2 |
-11.1% |
38-4 |
ATR |
10-4 |
10-4 |
0-0 |
-0.3% |
0-0 |
Volume |
37,861 |
36,602 |
-1,259 |
-3.3% |
178,347 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
453-0 |
449-0 |
430-4 |
|
R3 |
443-0 |
439-0 |
427-6 |
|
R2 |
433-0 |
433-0 |
426-7 |
|
R1 |
429-0 |
429-0 |
425-7 |
426-0 |
PP |
423-0 |
423-0 |
423-0 |
421-4 |
S1 |
419-0 |
419-0 |
424-1 |
416-0 |
S2 |
413-0 |
413-0 |
423-1 |
|
S3 |
403-0 |
409-0 |
422-2 |
|
S4 |
393-0 |
399-0 |
419-4 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
536-6 |
523-4 |
454-3 |
|
R3 |
498-2 |
485-0 |
443-7 |
|
R2 |
459-6 |
459-6 |
440-2 |
|
R1 |
446-4 |
446-4 |
436-6 |
453-1 |
PP |
421-2 |
421-2 |
421-2 |
424-4 |
S1 |
408-0 |
408-0 |
429-6 |
414-5 |
S2 |
382-6 |
382-6 |
426-2 |
|
S3 |
344-2 |
369-4 |
422-5 |
|
S4 |
305-6 |
331-0 |
412-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
434-4 |
407-6 |
26-6 |
6.3% |
11-6 |
2.8% |
64% |
False |
False |
36,398 |
10 |
434-4 |
396-0 |
38-4 |
9.1% |
9-5 |
2.3% |
75% |
False |
False |
33,778 |
20 |
435-4 |
390-4 |
45-0 |
10.6% |
9-2 |
2.2% |
77% |
False |
False |
29,851 |
40 |
437-4 |
390-4 |
47-0 |
11.1% |
8-4 |
2.0% |
73% |
False |
False |
27,743 |
60 |
437-4 |
375-4 |
62-0 |
14.6% |
8-2 |
1.9% |
80% |
False |
False |
23,840 |
80 |
459-4 |
375-4 |
84-0 |
19.8% |
8-6 |
2.1% |
59% |
False |
False |
21,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
469-4 |
2.618 |
453-1 |
1.618 |
443-1 |
1.000 |
437-0 |
0.618 |
433-1 |
HIGH |
427-0 |
0.618 |
423-1 |
0.500 |
422-0 |
0.382 |
420-7 |
LOW |
417-0 |
0.618 |
410-7 |
1.000 |
407-0 |
1.618 |
400-7 |
2.618 |
390-7 |
4.250 |
374-4 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
424-0 |
425-6 |
PP |
423-0 |
425-4 |
S1 |
422-0 |
425-2 |
|