CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
435-0 |
436-4 |
1-4 |
0.3% |
429-4 |
High |
440-0 |
440-4 |
0-4 |
0.1% |
440-0 |
Low |
435-0 |
436-4 |
1-4 |
0.3% |
417-0 |
Close |
439-6 |
440-2 |
0-4 |
0.1% |
439-6 |
Range |
5-0 |
4-0 |
-1-0 |
-20.0% |
23-0 |
ATR |
10-1 |
9-5 |
-0-3 |
-4.3% |
0-0 |
Volume |
70,698 |
45,835 |
-24,863 |
-35.2% |
210,097 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451-1 |
449-5 |
442-4 |
|
R3 |
447-1 |
445-5 |
441-3 |
|
R2 |
443-1 |
443-1 |
441-0 |
|
R1 |
441-5 |
441-5 |
440-5 |
442-3 |
PP |
439-1 |
439-1 |
439-1 |
439-4 |
S1 |
437-5 |
437-5 |
439-7 |
438-3 |
S2 |
435-1 |
435-1 |
439-4 |
|
S3 |
431-1 |
433-5 |
439-1 |
|
S4 |
427-1 |
429-5 |
438-0 |
|
|
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 |
440-4 |
417-0 |
23-4 |
5.3% |
7-0 |
1.6% |
99% |
True |
False |
43,614 |
10 |
440-4 |
400-2 |
40-2 |
9.1% |
8-7 |
2.0% |
99% |
True |
False |
40,216 |
20 |
440-4 |
390-4 |
50-0 |
11.4% |
8-5 |
1.9% |
100% |
True |
False |
34,353 |
40 |
440-4 |
390-4 |
50-0 |
11.4% |
8-0 |
1.8% |
100% |
True |
False |
29,569 |
60 |
440-4 |
375-4 |
65-0 |
14.8% |
8-0 |
1.8% |
100% |
True |
False |
26,082 |
80 |
447-4 |
375-4 |
72-0 |
16.4% |
8-5 |
2.0% |
90% |
False |
False |
23,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
457-4 |
2.618 |
451-0 |
1.618 |
447-0 |
1.000 |
444-4 |
0.618 |
443-0 |
HIGH |
440-4 |
0.618 |
439-0 |
0.500 |
438-4 |
0.382 |
438-0 |
LOW |
436-4 |
0.618 |
434-0 |
1.000 |
432-4 |
1.618 |
430-0 |
2.618 |
426-0 |
4.250 |
419-4 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
439-5 |
438-2 |
PP |
439-1 |
436-2 |
S1 |
438-4 |
434-2 |
|