CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
436-4 |
448-0 |
11-4 |
2.6% |
429-4 |
High |
440-4 |
450-0 |
9-4 |
2.2% |
440-0 |
Low |
436-4 |
446-4 |
10-0 |
2.3% |
417-0 |
Close |
440-2 |
448-0 |
7-6 |
1.8% |
439-6 |
Range |
4-0 |
3-4 |
-0-4 |
-12.5% |
23-0 |
ATR |
9-5 |
9-5 |
0-0 |
0.1% |
0-0 |
Volume |
45,835 |
36,362 |
-9,473 |
-20.7% |
210,097 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458-5 |
456-7 |
449-7 |
|
R3 |
455-1 |
453-3 |
449-0 |
|
R2 |
451-5 |
451-5 |
448-5 |
|
R1 |
449-7 |
449-7 |
448-3 |
449-6 |
PP |
448-1 |
448-1 |
448-1 |
448-1 |
S1 |
446-3 |
446-3 |
447-5 |
446-2 |
S2 |
444-5 |
444-5 |
447-3 |
|
S3 |
441-1 |
442-7 |
447-0 |
|
S4 |
437-5 |
439-3 |
446-1 |
|
|
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 |
450-0 |
423-0 |
27-0 |
6.0% |
5-5 |
1.3% |
93% |
True |
False |
43,566 |
10 |
450-0 |
407-6 |
42-2 |
9.4% |
8-6 |
1.9% |
95% |
True |
False |
39,982 |
20 |
450-0 |
390-4 |
59-4 |
13.3% |
8-2 |
1.9% |
97% |
True |
False |
35,076 |
40 |
450-0 |
390-4 |
59-4 |
13.3% |
7-7 |
1.8% |
97% |
True |
False |
29,831 |
60 |
450-0 |
375-4 |
74-4 |
16.6% |
8-0 |
1.8% |
97% |
True |
False |
26,345 |
80 |
450-0 |
375-4 |
74-4 |
16.6% |
8-4 |
1.9% |
97% |
True |
False |
23,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
464-7 |
2.618 |
459-1 |
1.618 |
455-5 |
1.000 |
453-4 |
0.618 |
452-1 |
HIGH |
450-0 |
0.618 |
448-5 |
0.500 |
448-2 |
0.382 |
447-7 |
LOW |
446-4 |
0.618 |
444-3 |
1.000 |
443-0 |
1.618 |
440-7 |
2.618 |
437-3 |
4.250 |
431-5 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
448-2 |
446-1 |
PP |
448-1 |
444-3 |
S1 |
448-1 |
442-4 |
|