CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
444-0 |
452-0 |
8-0 |
1.8% |
436-4 |
High |
449-4 |
456-0 |
6-4 |
1.4% |
454-0 |
Low |
443-0 |
445-0 |
2-0 |
0.5% |
436-4 |
Close |
447-0 |
447-2 |
0-2 |
0.1% |
438-4 |
Range |
6-4 |
11-0 |
4-4 |
69.2% |
17-4 |
ATR |
9-7 |
10-0 |
0-1 |
0.8% |
0-0 |
Volume |
63,268 |
45,568 |
-17,700 |
-28.0% |
302,679 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
482-3 |
475-7 |
453-2 |
|
R3 |
471-3 |
464-7 |
450-2 |
|
R2 |
460-3 |
460-3 |
449-2 |
|
R1 |
453-7 |
453-7 |
448-2 |
451-5 |
PP |
449-3 |
449-3 |
449-3 |
448-2 |
S1 |
442-7 |
442-7 |
446-2 |
440-5 |
S2 |
438-3 |
438-3 |
445-2 |
|
S3 |
427-3 |
431-7 |
444-2 |
|
S4 |
416-3 |
420-7 |
441-2 |
|
|
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 |
456-0 |
433-0 |
23-0 |
5.1% |
9-7 |
2.2% |
62% |
True |
False |
50,645 |
10 |
456-0 |
428-0 |
28-0 |
6.3% |
8-4 |
1.9% |
69% |
True |
False |
54,097 |
20 |
456-0 |
396-0 |
60-0 |
13.4% |
9-0 |
2.0% |
85% |
True |
False |
44,446 |
40 |
456-0 |
390-4 |
65-4 |
14.6% |
8-4 |
1.9% |
87% |
True |
False |
34,986 |
60 |
456-0 |
375-4 |
80-4 |
18.0% |
8-3 |
1.9% |
89% |
True |
False |
30,701 |
80 |
456-0 |
375-4 |
80-4 |
18.0% |
8-2 |
1.8% |
89% |
True |
False |
26,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
502-6 |
2.618 |
484-6 |
1.618 |
473-6 |
1.000 |
467-0 |
0.618 |
462-6 |
HIGH |
456-0 |
0.618 |
451-6 |
0.500 |
450-4 |
0.382 |
449-2 |
LOW |
445-0 |
0.618 |
438-2 |
1.000 |
434-0 |
1.618 |
427-2 |
2.618 |
416-2 |
4.250 |
398-2 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
450-4 |
446-3 |
PP |
449-3 |
445-3 |
S1 |
448-3 |
444-4 |
|