CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
448-0 |
453-0 |
5-0 |
1.1% |
429-4 |
High |
450-0 |
454-0 |
4-0 |
0.9% |
440-0 |
Low |
446-4 |
442-0 |
-4-4 |
-1.0% |
417-0 |
Close |
448-0 |
447-2 |
-0-6 |
-0.2% |
439-6 |
Range |
3-4 |
12-0 |
8-4 |
242.9% |
23-0 |
ATR |
9-5 |
9-7 |
0-1 |
1.7% |
0-0 |
Volume |
36,362 |
107,368 |
71,006 |
195.3% |
210,097 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
483-6 |
477-4 |
453-7 |
|
R3 |
471-6 |
465-4 |
450-4 |
|
R2 |
459-6 |
459-6 |
449-4 |
|
R1 |
453-4 |
453-4 |
448-3 |
450-5 |
PP |
447-6 |
447-6 |
447-6 |
446-2 |
S1 |
441-4 |
441-4 |
446-1 |
438-5 |
S2 |
435-6 |
435-6 |
445-0 |
|
S3 |
423-6 |
429-4 |
444-0 |
|
S4 |
411-6 |
417-4 |
440-5 |
|
|
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 |
454-0 |
428-0 |
26-0 |
5.8% |
7-0 |
1.6% |
74% |
True |
False |
57,549 |
10 |
454-0 |
415-6 |
38-2 |
8.6% |
8-4 |
1.9% |
82% |
True |
False |
48,630 |
20 |
454-0 |
390-4 |
63-4 |
14.2% |
8-4 |
1.9% |
89% |
True |
False |
38,811 |
40 |
454-0 |
390-4 |
63-4 |
14.2% |
8-0 |
1.8% |
89% |
True |
False |
31,696 |
60 |
454-0 |
375-4 |
78-4 |
17.6% |
8-0 |
1.8% |
91% |
True |
False |
27,974 |
80 |
454-0 |
375-4 |
78-4 |
17.6% |
8-4 |
1.9% |
91% |
True |
False |
24,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
505-0 |
2.618 |
485-3 |
1.618 |
473-3 |
1.000 |
466-0 |
0.618 |
461-3 |
HIGH |
454-0 |
0.618 |
449-3 |
0.500 |
448-0 |
0.382 |
446-5 |
LOW |
442-0 |
0.618 |
434-5 |
1.000 |
430-0 |
1.618 |
422-5 |
2.618 |
410-5 |
4.250 |
391-0 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
448-0 |
446-5 |
PP |
447-6 |
445-7 |
S1 |
447-4 |
445-2 |
|