CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
425-0 |
419-0 |
-6-0 |
-1.4% |
404-0 |
| High |
425-0 |
422-0 |
-3-0 |
-0.7% |
414-2 |
| Low |
415-0 |
419-0 |
4-0 |
1.0% |
391-0 |
| Close |
419-4 |
421-4 |
2-0 |
0.5% |
414-0 |
| Range |
10-0 |
3-0 |
-7-0 |
-70.0% |
23-2 |
| ATR |
9-5 |
9-1 |
-0-4 |
-4.9% |
0-0 |
| Volume |
3,612 |
2,387 |
-1,225 |
-33.9% |
47,504 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
429-7 |
428-5 |
423-1 |
|
| R3 |
426-7 |
425-5 |
422-3 |
|
| R2 |
423-7 |
423-7 |
422-0 |
|
| R1 |
422-5 |
422-5 |
421-6 |
423-2 |
| PP |
420-7 |
420-7 |
420-7 |
421-1 |
| S1 |
419-5 |
419-5 |
421-2 |
420-2 |
| S2 |
417-7 |
417-7 |
421-0 |
|
| S3 |
414-7 |
416-5 |
420-5 |
|
| S4 |
411-7 |
413-5 |
419-7 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
476-1 |
468-3 |
426-6 |
|
| R3 |
452-7 |
445-1 |
420-3 |
|
| R2 |
429-5 |
429-5 |
418-2 |
|
| R1 |
421-7 |
421-7 |
416-1 |
425-6 |
| PP |
406-3 |
406-3 |
406-3 |
408-3 |
| S1 |
398-5 |
398-5 |
411-7 |
402-4 |
| S2 |
383-1 |
383-1 |
409-6 |
|
| S3 |
359-7 |
375-3 |
407-5 |
|
| S4 |
336-5 |
352-1 |
401-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
425-0 |
409-4 |
15-4 |
3.7% |
4-6 |
1.1% |
77% |
False |
False |
3,128 |
| 10 |
425-0 |
391-0 |
34-0 |
8.1% |
7-0 |
1.7% |
90% |
False |
False |
9,818 |
| 20 |
425-0 |
360-4 |
64-4 |
15.3% |
8-2 |
1.9% |
95% |
False |
False |
43,816 |
| 40 |
425-0 |
360-4 |
64-4 |
15.3% |
8-2 |
1.9% |
95% |
False |
False |
70,846 |
| 60 |
425-0 |
344-6 |
80-2 |
19.0% |
8-4 |
2.0% |
96% |
False |
False |
82,238 |
| 80 |
425-0 |
344-6 |
80-2 |
19.0% |
8-6 |
2.1% |
96% |
False |
False |
71,358 |
| 100 |
438-0 |
344-6 |
93-2 |
22.1% |
9-3 |
2.2% |
82% |
False |
False |
59,871 |
| 120 |
438-0 |
316-0 |
122-0 |
28.9% |
9-7 |
2.4% |
86% |
False |
False |
52,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
434-6 |
|
2.618 |
429-7 |
|
1.618 |
426-7 |
|
1.000 |
425-0 |
|
0.618 |
423-7 |
|
HIGH |
422-0 |
|
0.618 |
420-7 |
|
0.500 |
420-4 |
|
0.382 |
420-1 |
|
LOW |
419-0 |
|
0.618 |
417-1 |
|
1.000 |
416-0 |
|
1.618 |
414-1 |
|
2.618 |
411-1 |
|
4.250 |
406-2 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
421-1 |
421-0 |
| PP |
420-7 |
420-4 |
| S1 |
420-4 |
420-0 |
|