CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
448-0 |
453-0 |
5-0 |
1.1% |
429-4 |
| High |
450-0 |
454-0 |
4-0 |
0.9% |
440-0 |
| Low |
446-4 |
442-0 |
-4-4 |
-1.0% |
417-0 |
| Close |
448-0 |
447-2 |
-0-6 |
-0.2% |
439-6 |
| Range |
3-4 |
12-0 |
8-4 |
242.9% |
23-0 |
| ATR |
9-5 |
9-7 |
0-1 |
1.7% |
0-0 |
| Volume |
36,362 |
107,368 |
71,006 |
195.3% |
210,097 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
483-6 |
477-4 |
453-7 |
|
| R3 |
471-6 |
465-4 |
450-4 |
|
| R2 |
459-6 |
459-6 |
449-4 |
|
| R1 |
453-4 |
453-4 |
448-3 |
450-5 |
| PP |
447-6 |
447-6 |
447-6 |
446-2 |
| S1 |
441-4 |
441-4 |
446-1 |
438-5 |
| S2 |
435-6 |
435-6 |
445-0 |
|
| S3 |
423-6 |
429-4 |
444-0 |
|
| S4 |
411-6 |
417-4 |
440-5 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
501-2 |
493-4 |
452-3 |
|
| R3 |
478-2 |
470-4 |
446-1 |
|
| R2 |
455-2 |
455-2 |
444-0 |
|
| R1 |
447-4 |
447-4 |
441-7 |
451-3 |
| PP |
432-2 |
432-2 |
432-2 |
434-2 |
| S1 |
424-4 |
424-4 |
437-5 |
428-3 |
| S2 |
409-2 |
409-2 |
435-4 |
|
| S3 |
386-2 |
401-4 |
433-3 |
|
| S4 |
363-2 |
378-4 |
427-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
454-0 |
428-0 |
26-0 |
5.8% |
7-0 |
1.6% |
74% |
True |
False |
57,549 |
| 10 |
454-0 |
415-6 |
38-2 |
8.6% |
8-4 |
1.9% |
82% |
True |
False |
48,630 |
| 20 |
454-0 |
390-4 |
63-4 |
14.2% |
8-4 |
1.9% |
89% |
True |
False |
38,811 |
| 40 |
454-0 |
390-4 |
63-4 |
14.2% |
8-0 |
1.8% |
89% |
True |
False |
31,696 |
| 60 |
454-0 |
375-4 |
78-4 |
17.6% |
8-0 |
1.8% |
91% |
True |
False |
27,974 |
| 80 |
454-0 |
375-4 |
78-4 |
17.6% |
8-4 |
1.9% |
91% |
True |
False |
24,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
505-0 |
|
2.618 |
485-3 |
|
1.618 |
473-3 |
|
1.000 |
466-0 |
|
0.618 |
461-3 |
|
HIGH |
454-0 |
|
0.618 |
449-3 |
|
0.500 |
448-0 |
|
0.382 |
446-5 |
|
LOW |
442-0 |
|
0.618 |
434-5 |
|
1.000 |
430-0 |
|
1.618 |
422-5 |
|
2.618 |
410-5 |
|
4.250 |
391-0 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
448-0 |
446-5 |
| PP |
447-6 |
445-7 |
| S1 |
447-4 |
445-2 |
|