CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
426-4 |
426-0 |
-0-4 |
-0.1% |
396-4 |
High |
427-0 |
428-2 |
1-2 |
0.3% |
434-4 |
Low |
417-0 |
423-0 |
6-0 |
1.4% |
396-0 |
Close |
425-0 |
426-6 |
1-6 |
0.4% |
433-2 |
Range |
10-0 |
5-2 |
-4-6 |
-47.5% |
38-4 |
ATR |
10-4 |
10-1 |
-0-3 |
-3.6% |
0-0 |
Volume |
36,602 |
37,451 |
849 |
2.3% |
178,347 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
441-6 |
439-4 |
429-5 |
|
R3 |
436-4 |
434-2 |
428-2 |
|
R2 |
431-2 |
431-2 |
427-6 |
|
R1 |
429-0 |
429-0 |
427-2 |
430-1 |
PP |
426-0 |
426-0 |
426-0 |
426-4 |
S1 |
423-6 |
423-6 |
426-2 |
424-7 |
S2 |
420-6 |
420-6 |
425-6 |
|
S3 |
415-4 |
418-4 |
425-2 |
|
S4 |
410-2 |
413-2 |
423-7 |
|
|
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 |
415-6 |
18-6 |
4.4% |
9-7 |
2.3% |
59% |
False |
False |
39,710 |
10 |
434-4 |
396-0 |
38-4 |
9.0% |
9-3 |
2.2% |
80% |
False |
False |
34,795 |
20 |
435-4 |
390-4 |
45-0 |
10.5% |
9-1 |
2.1% |
81% |
False |
False |
30,811 |
40 |
437-4 |
390-4 |
47-0 |
11.0% |
8-4 |
2.0% |
77% |
False |
False |
28,287 |
60 |
437-4 |
375-4 |
62-0 |
14.5% |
8-2 |
1.9% |
83% |
False |
False |
24,272 |
80 |
447-4 |
375-4 |
72-0 |
16.9% |
8-6 |
2.0% |
71% |
False |
False |
22,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
450-4 |
2.618 |
442-0 |
1.618 |
436-6 |
1.000 |
433-4 |
0.618 |
431-4 |
HIGH |
428-2 |
0.618 |
426-2 |
0.500 |
425-5 |
0.382 |
425-0 |
LOW |
423-0 |
0.618 |
419-6 |
1.000 |
417-6 |
1.618 |
414-4 |
2.618 |
409-2 |
4.250 |
400-6 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
426-3 |
426-0 |
PP |
426-0 |
425-2 |
S1 |
425-5 |
424-4 |
|