CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
452-0 |
442-0 |
-10-0 |
-2.2% |
436-4 |
High |
456-0 |
449-0 |
-7-0 |
-1.5% |
454-0 |
Low |
445-0 |
439-0 |
-6-0 |
-1.3% |
436-4 |
Close |
447-2 |
445-4 |
-1-6 |
-0.4% |
438-4 |
Range |
11-0 |
10-0 |
-1-0 |
-9.1% |
17-4 |
ATR |
10-0 |
10-0 |
0-0 |
0.0% |
0-0 |
Volume |
45,568 |
50,249 |
4,681 |
10.3% |
302,679 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474-4 |
470-0 |
451-0 |
|
R3 |
464-4 |
460-0 |
448-2 |
|
R2 |
454-4 |
454-4 |
447-3 |
|
R1 |
450-0 |
450-0 |
446-3 |
452-2 |
PP |
444-4 |
444-4 |
444-4 |
445-5 |
S1 |
440-0 |
440-0 |
444-5 |
442-2 |
S2 |
434-4 |
434-4 |
443-5 |
|
S3 |
424-4 |
430-0 |
442-6 |
|
S4 |
414-4 |
420-0 |
440-0 |
|
|
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 |
5.2% |
11-0 |
2.5% |
54% |
False |
False |
44,326 |
10 |
456-0 |
433-0 |
23-0 |
5.2% |
8-3 |
1.9% |
54% |
False |
False |
56,374 |
20 |
456-0 |
396-0 |
60-0 |
13.5% |
9-2 |
2.1% |
83% |
False |
False |
45,640 |
40 |
456-0 |
390-4 |
65-4 |
14.7% |
8-5 |
1.9% |
84% |
False |
False |
35,662 |
60 |
456-0 |
375-4 |
80-4 |
18.1% |
8-2 |
1.8% |
87% |
False |
False |
31,183 |
80 |
456-0 |
375-4 |
80-4 |
18.1% |
8-2 |
1.9% |
87% |
False |
False |
27,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
491-4 |
2.618 |
475-1 |
1.618 |
465-1 |
1.000 |
459-0 |
0.618 |
455-1 |
HIGH |
449-0 |
0.618 |
445-1 |
0.500 |
444-0 |
0.382 |
442-7 |
LOW |
439-0 |
0.618 |
432-7 |
1.000 |
429-0 |
1.618 |
422-7 |
2.618 |
412-7 |
4.250 |
396-4 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
445-0 |
447-4 |
PP |
444-4 |
446-7 |
S1 |
444-0 |
446-1 |
|