CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
433-0 |
444-0 |
11-0 |
2.5% |
436-4 |
High |
446-0 |
449-4 |
3-4 |
0.8% |
454-0 |
Low |
433-0 |
443-0 |
10-0 |
2.3% |
436-4 |
Close |
442-0 |
447-0 |
5-0 |
1.1% |
438-4 |
Range |
13-0 |
6-4 |
-6-4 |
-50.0% |
17-4 |
ATR |
10-0 |
9-7 |
-0-1 |
-1.8% |
0-0 |
Volume |
31,279 |
63,268 |
31,989 |
102.3% |
302,679 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
466-0 |
463-0 |
450-5 |
|
R3 |
459-4 |
456-4 |
448-6 |
|
R2 |
453-0 |
453-0 |
448-2 |
|
R1 |
450-0 |
450-0 |
447-5 |
451-4 |
PP |
446-4 |
446-4 |
446-4 |
447-2 |
S1 |
443-4 |
443-4 |
446-3 |
445-0 |
S2 |
440-0 |
440-0 |
445-6 |
|
S3 |
433-4 |
437-0 |
445-2 |
|
S4 |
427-0 |
430-4 |
443-3 |
|
|
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 |
4.7% |
10-1 |
2.3% |
67% |
False |
False |
63,005 |
10 |
454-0 |
423-0 |
31-0 |
6.9% |
7-7 |
1.8% |
77% |
False |
False |
53,286 |
20 |
454-0 |
396-0 |
58-0 |
13.0% |
8-6 |
2.0% |
88% |
False |
False |
43,532 |
40 |
454-0 |
390-4 |
63-4 |
14.2% |
8-3 |
1.9% |
89% |
False |
False |
34,405 |
60 |
454-0 |
375-4 |
78-4 |
17.6% |
8-2 |
1.8% |
91% |
False |
False |
30,194 |
80 |
454-0 |
375-4 |
78-4 |
17.6% |
8-2 |
1.8% |
91% |
False |
False |
26,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
477-1 |
2.618 |
466-4 |
1.618 |
460-0 |
1.000 |
456-0 |
0.618 |
453-4 |
HIGH |
449-4 |
0.618 |
447-0 |
0.500 |
446-2 |
0.382 |
445-4 |
LOW |
443-0 |
0.618 |
439-0 |
1.000 |
436-4 |
1.618 |
432-4 |
2.618 |
426-0 |
4.250 |
415-3 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
446-6 |
445-3 |
PP |
446-4 |
443-6 |
S1 |
446-2 |
442-1 |
|