CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
446-0 |
448-4 |
2-4 |
0.6% |
436-4 |
High |
450-0 |
451-2 |
1-2 |
0.3% |
454-0 |
Low |
445-2 |
437-0 |
-8-2 |
-1.9% |
436-4 |
Close |
449-2 |
438-4 |
-10-6 |
-2.4% |
438-4 |
Range |
4-6 |
14-2 |
9-4 |
200.0% |
17-4 |
ATR |
9-4 |
9-7 |
0-3 |
3.6% |
0-0 |
Volume |
81,846 |
31,268 |
-50,578 |
-61.8% |
302,679 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
485-0 |
476-0 |
446-3 |
|
R3 |
470-6 |
461-6 |
442-3 |
|
R2 |
456-4 |
456-4 |
441-1 |
|
R1 |
447-4 |
447-4 |
439-6 |
444-7 |
PP |
442-2 |
442-2 |
442-2 |
441-0 |
S1 |
433-2 |
433-2 |
437-2 |
430-5 |
S2 |
428-0 |
428-0 |
435-7 |
|
S3 |
413-6 |
419-0 |
434-5 |
|
S4 |
399-4 |
404-6 |
430-5 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
495-4 |
484-4 |
448-1 |
|
R3 |
478-0 |
467-0 |
443-2 |
|
R2 |
460-4 |
460-4 |
441-6 |
|
R1 |
449-4 |
449-4 |
440-1 |
455-0 |
PP |
443-0 |
443-0 |
443-0 |
445-6 |
S1 |
432-0 |
432-0 |
436-7 |
437-4 |
S2 |
425-4 |
425-4 |
435-2 |
|
S3 |
408-0 |
414-4 |
433-6 |
|
S4 |
390-4 |
397-0 |
428-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
454-0 |
436-4 |
17-4 |
4.0% |
7-6 |
1.8% |
11% |
False |
False |
60,535 |
10 |
454-0 |
417-0 |
37-0 |
8.4% |
8-0 |
1.8% |
58% |
False |
False |
51,277 |
20 |
454-0 |
390-4 |
63-4 |
14.5% |
8-6 |
2.0% |
76% |
False |
False |
42,343 |
40 |
454-0 |
390-4 |
63-4 |
14.5% |
8-1 |
1.9% |
76% |
False |
False |
33,339 |
60 |
454-0 |
375-4 |
78-4 |
17.9% |
8-2 |
1.9% |
80% |
False |
False |
29,236 |
80 |
454-0 |
375-4 |
78-4 |
17.9% |
8-2 |
1.9% |
80% |
False |
False |
25,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
511-6 |
2.618 |
488-4 |
1.618 |
474-2 |
1.000 |
465-4 |
0.618 |
460-0 |
HIGH |
451-2 |
0.618 |
445-6 |
0.500 |
444-1 |
0.382 |
442-4 |
LOW |
437-0 |
0.618 |
428-2 |
1.000 |
422-6 |
1.618 |
414-0 |
2.618 |
399-6 |
4.250 |
376-4 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
444-1 |
445-4 |
PP |
442-2 |
443-1 |
S1 |
440-3 |
440-7 |
|