CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
453-0 |
446-0 |
-7-0 |
-1.5% |
429-4 |
High |
454-0 |
450-0 |
-4-0 |
-0.9% |
440-0 |
Low |
442-0 |
445-2 |
3-2 |
0.7% |
417-0 |
Close |
447-2 |
449-2 |
2-0 |
0.4% |
439-6 |
Range |
12-0 |
4-6 |
-7-2 |
-60.4% |
23-0 |
ATR |
9-7 |
9-4 |
-0-3 |
-3.7% |
0-0 |
Volume |
107,368 |
81,846 |
-25,522 |
-23.8% |
210,097 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
462-3 |
460-5 |
451-7 |
|
R3 |
457-5 |
455-7 |
450-4 |
|
R2 |
452-7 |
452-7 |
450-1 |
|
R1 |
451-1 |
451-1 |
449-5 |
452-0 |
PP |
448-1 |
448-1 |
448-1 |
448-5 |
S1 |
446-3 |
446-3 |
448-7 |
447-2 |
S2 |
443-3 |
443-3 |
448-3 |
|
S3 |
438-5 |
441-5 |
448-0 |
|
S4 |
433-7 |
436-7 |
446-5 |
|
|
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 |
435-0 |
19-0 |
4.2% |
5-7 |
1.3% |
75% |
False |
False |
68,421 |
10 |
454-0 |
417-0 |
37-0 |
8.2% |
7-6 |
1.7% |
87% |
False |
False |
52,960 |
20 |
454-0 |
390-4 |
63-4 |
14.1% |
8-4 |
1.9% |
93% |
False |
False |
42,053 |
40 |
454-0 |
390-4 |
63-4 |
14.1% |
8-0 |
1.8% |
93% |
False |
False |
33,123 |
60 |
454-0 |
375-4 |
78-4 |
17.5% |
8-0 |
1.8% |
94% |
False |
False |
29,016 |
80 |
454-0 |
375-4 |
78-4 |
17.5% |
8-2 |
1.8% |
94% |
False |
False |
25,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
470-2 |
2.618 |
462-3 |
1.618 |
457-5 |
1.000 |
454-6 |
0.618 |
452-7 |
HIGH |
450-0 |
0.618 |
448-1 |
0.500 |
447-5 |
0.382 |
447-1 |
LOW |
445-2 |
0.618 |
442-3 |
1.000 |
440-4 |
1.618 |
437-5 |
2.618 |
432-7 |
4.250 |
425-0 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
448-6 |
448-7 |
PP |
448-1 |
448-3 |
S1 |
447-5 |
448-0 |
|