CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
448-4 |
433-0 |
-15-4 |
-3.5% |
436-4 |
High |
451-2 |
446-0 |
-5-2 |
-1.2% |
454-0 |
Low |
437-0 |
433-0 |
-4-0 |
-0.9% |
436-4 |
Close |
438-4 |
442-0 |
3-4 |
0.8% |
438-4 |
Range |
14-2 |
13-0 |
-1-2 |
-8.8% |
17-4 |
ATR |
9-7 |
10-0 |
0-2 |
2.3% |
0-0 |
Volume |
31,268 |
31,279 |
11 |
0.0% |
302,679 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
479-3 |
473-5 |
449-1 |
|
R3 |
466-3 |
460-5 |
445-5 |
|
R2 |
453-3 |
453-3 |
444-3 |
|
R1 |
447-5 |
447-5 |
443-2 |
450-4 |
PP |
440-3 |
440-3 |
440-3 |
441-6 |
S1 |
434-5 |
434-5 |
440-6 |
437-4 |
S2 |
427-3 |
427-3 |
439-5 |
|
S3 |
414-3 |
421-5 |
438-3 |
|
S4 |
401-3 |
408-5 |
434-7 |
|
|
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 |
433-0 |
21-0 |
4.8% |
9-4 |
2.1% |
43% |
False |
True |
57,624 |
10 |
454-0 |
417-0 |
37-0 |
8.4% |
8-2 |
1.9% |
68% |
False |
False |
50,619 |
20 |
454-0 |
396-0 |
58-0 |
13.1% |
8-7 |
2.0% |
79% |
False |
False |
42,409 |
40 |
454-0 |
390-4 |
63-4 |
14.4% |
8-3 |
1.9% |
81% |
False |
False |
33,177 |
60 |
454-0 |
375-4 |
78-4 |
17.8% |
8-2 |
1.9% |
85% |
False |
False |
29,418 |
80 |
454-0 |
375-4 |
78-4 |
17.8% |
8-3 |
1.9% |
85% |
False |
False |
25,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
501-2 |
2.618 |
480-0 |
1.618 |
467-0 |
1.000 |
459-0 |
0.618 |
454-0 |
HIGH |
446-0 |
0.618 |
441-0 |
0.500 |
439-4 |
0.382 |
438-0 |
LOW |
433-0 |
0.618 |
425-0 |
1.000 |
420-0 |
1.618 |
412-0 |
2.618 |
399-0 |
4.250 |
377-6 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
441-1 |
442-1 |
PP |
440-3 |
442-1 |
S1 |
439-4 |
442-0 |
|