CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 27-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
450-0 |
452-4 |
2-4 |
0.6% |
433-0 |
High |
455-0 |
455-6 |
0-6 |
0.2% |
456-0 |
Low |
445-0 |
448-0 |
3-0 |
0.7% |
433-0 |
Close |
450-2 |
449-6 |
-0-4 |
-0.1% |
452-0 |
Range |
10-0 |
7-6 |
-2-2 |
-22.5% |
23-0 |
ATR |
10-0 |
9-7 |
-0-1 |
-1.6% |
0-0 |
Volume |
40,266 |
55,481 |
15,215 |
37.8% |
217,785 |
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474-3 |
469-7 |
454-0 |
|
R3 |
466-5 |
462-1 |
451-7 |
|
R2 |
458-7 |
458-7 |
451-1 |
|
R1 |
454-3 |
454-3 |
450-4 |
452-6 |
PP |
451-1 |
451-1 |
451-1 |
450-3 |
S1 |
446-5 |
446-5 |
449-0 |
445-0 |
S2 |
443-3 |
443-3 |
448-3 |
|
S3 |
435-5 |
438-7 |
447-5 |
|
S4 |
427-7 |
431-1 |
445-4 |
|
|
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 |
439-0 |
17-0 |
3.8% |
9-2 |
2.0% |
63% |
False |
False |
43,797 |
10 |
456-0 |
433-0 |
23-0 |
5.1% |
9-5 |
2.1% |
73% |
False |
False |
53,401 |
20 |
456-0 |
407-6 |
48-2 |
10.7% |
9-1 |
2.0% |
87% |
False |
False |
46,691 |
40 |
456-0 |
390-4 |
65-4 |
14.6% |
9-0 |
2.0% |
90% |
False |
False |
37,316 |
60 |
456-0 |
378-2 |
77-6 |
17.3% |
8-1 |
1.8% |
92% |
False |
False |
32,453 |
80 |
456-0 |
375-4 |
80-4 |
17.9% |
8-3 |
1.8% |
92% |
False |
False |
28,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
488-6 |
2.618 |
476-0 |
1.618 |
468-2 |
1.000 |
463-4 |
0.618 |
460-4 |
HIGH |
455-6 |
0.618 |
452-6 |
0.500 |
451-7 |
0.382 |
451-0 |
LOW |
448-0 |
0.618 |
443-2 |
1.000 |
440-2 |
1.618 |
435-4 |
2.618 |
427-6 |
4.250 |
415-0 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
451-7 |
450-3 |
PP |
451-1 |
450-1 |
S1 |
450-4 |
450-0 |
|