CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
429-0 |
435-0 |
6-0 |
1.4% |
429-4 |
High |
438-4 |
440-0 |
1-4 |
0.3% |
440-0 |
Low |
428-0 |
435-0 |
7-0 |
1.6% |
417-0 |
Close |
431-0 |
439-6 |
8-6 |
2.0% |
439-6 |
Range |
10-4 |
5-0 |
-5-4 |
-52.4% |
23-0 |
ATR |
10-2 |
10-1 |
-0-1 |
-0.8% |
0-0 |
Volume |
27,485 |
70,698 |
43,213 |
157.2% |
210,097 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
453-2 |
451-4 |
442-4 |
|
R3 |
448-2 |
446-4 |
441-1 |
|
R2 |
443-2 |
443-2 |
440-5 |
|
R1 |
441-4 |
441-4 |
440-2 |
442-3 |
PP |
438-2 |
438-2 |
438-2 |
438-6 |
S1 |
436-4 |
436-4 |
439-2 |
437-3 |
S2 |
433-2 |
433-2 |
438-7 |
|
S3 |
428-2 |
431-4 |
438-3 |
|
S4 |
423-2 |
426-4 |
437-0 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
501-2 |
493-4 |
452-3 |
|
R3 |
478-2 |
470-4 |
446-1 |
|
R2 |
455-2 |
455-2 |
444-0 |
|
R1 |
447-4 |
447-4 |
441-7 |
451-3 |
PP |
432-2 |
432-2 |
432-2 |
434-2 |
S1 |
424-4 |
424-4 |
437-5 |
428-3 |
S2 |
409-2 |
409-2 |
435-4 |
|
S3 |
386-2 |
401-4 |
433-3 |
|
S4 |
363-2 |
378-4 |
427-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
440-0 |
417-0 |
23-0 |
5.2% |
8-3 |
1.9% |
99% |
True |
False |
42,019 |
10 |
440-0 |
396-0 |
44-0 |
10.0% |
9-3 |
2.1% |
99% |
True |
False |
38,844 |
20 |
440-0 |
390-4 |
49-4 |
11.3% |
8-5 |
2.0% |
99% |
True |
False |
33,372 |
40 |
440-0 |
390-4 |
49-4 |
11.3% |
8-0 |
1.8% |
99% |
True |
False |
29,335 |
60 |
440-0 |
375-4 |
64-4 |
14.7% |
8-1 |
1.9% |
100% |
True |
False |
25,526 |
80 |
447-4 |
375-4 |
72-0 |
16.4% |
8-5 |
2.0% |
89% |
False |
False |
22,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
461-2 |
2.618 |
453-1 |
1.618 |
448-1 |
1.000 |
445-0 |
0.618 |
443-1 |
HIGH |
440-0 |
0.618 |
438-1 |
0.500 |
437-4 |
0.382 |
436-7 |
LOW |
435-0 |
0.618 |
431-7 |
1.000 |
430-0 |
1.618 |
426-7 |
2.618 |
421-7 |
4.250 |
413-6 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
439-0 |
437-0 |
PP |
438-2 |
434-2 |
S1 |
437-4 |
431-4 |
|