CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
442-0 |
450-0 |
8-0 |
1.8% |
433-0 |
High |
449-0 |
455-6 |
6-6 |
1.5% |
456-0 |
Low |
439-0 |
448-4 |
9-4 |
2.2% |
433-0 |
Close |
445-4 |
452-0 |
6-4 |
1.5% |
452-0 |
Range |
10-0 |
7-2 |
-2-6 |
-27.5% |
23-0 |
ATR |
10-0 |
10-0 |
0-0 |
0.2% |
0-0 |
Volume |
50,249 |
27,421 |
-22,828 |
-45.4% |
217,785 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
473-7 |
470-1 |
456-0 |
|
R3 |
466-5 |
462-7 |
454-0 |
|
R2 |
459-3 |
459-3 |
453-3 |
|
R1 |
455-5 |
455-5 |
452-5 |
457-4 |
PP |
452-1 |
452-1 |
452-1 |
453-0 |
S1 |
448-3 |
448-3 |
451-3 |
450-2 |
S2 |
444-7 |
444-7 |
450-5 |
|
S3 |
437-5 |
441-1 |
450-0 |
|
S4 |
430-3 |
433-7 |
448-0 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
516-0 |
507-0 |
464-5 |
|
R3 |
493-0 |
484-0 |
458-3 |
|
R2 |
470-0 |
470-0 |
456-2 |
|
R1 |
461-0 |
461-0 |
454-1 |
465-4 |
PP |
447-0 |
447-0 |
447-0 |
449-2 |
S1 |
438-0 |
438-0 |
449-7 |
442-4 |
S2 |
424-0 |
424-0 |
447-6 |
|
S3 |
401-0 |
415-0 |
445-5 |
|
S4 |
378-0 |
392-0 |
439-3 |
|
|
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% |
9-4 |
2.1% |
83% |
False |
False |
43,557 |
10 |
456-0 |
433-0 |
23-0 |
5.1% |
8-5 |
1.9% |
83% |
False |
False |
52,046 |
20 |
456-0 |
396-0 |
60-0 |
13.3% |
9-0 |
2.0% |
93% |
False |
False |
45,445 |
40 |
456-0 |
390-4 |
65-4 |
14.5% |
8-6 |
1.9% |
94% |
False |
False |
35,685 |
60 |
456-0 |
375-4 |
80-4 |
17.8% |
8-1 |
1.8% |
95% |
False |
False |
31,344 |
80 |
456-0 |
375-4 |
80-4 |
17.8% |
8-2 |
1.8% |
95% |
False |
False |
27,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
486-4 |
2.618 |
474-6 |
1.618 |
467-4 |
1.000 |
463-0 |
0.618 |
460-2 |
HIGH |
455-6 |
0.618 |
453-0 |
0.500 |
452-1 |
0.382 |
451-2 |
LOW |
448-4 |
0.618 |
444-0 |
1.000 |
441-2 |
1.618 |
436-6 |
2.618 |
429-4 |
4.250 |
417-6 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
452-1 |
450-4 |
PP |
452-1 |
449-0 |
S1 |
452-0 |
447-4 |
|