CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
450-0 |
450-0 |
0-0 |
0.0% |
433-0 |
| High |
455-6 |
455-0 |
-0-6 |
-0.2% |
456-0 |
| Low |
448-4 |
445-0 |
-3-4 |
-0.8% |
433-0 |
| Close |
452-0 |
450-2 |
-1-6 |
-0.4% |
452-0 |
| Range |
7-2 |
10-0 |
2-6 |
37.9% |
23-0 |
| ATR |
10-0 |
10-0 |
0-0 |
0.0% |
0-0 |
| Volume |
27,421 |
40,266 |
12,845 |
46.8% |
217,785 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
480-1 |
475-1 |
455-6 |
|
| R3 |
470-1 |
465-1 |
453-0 |
|
| R2 |
460-1 |
460-1 |
452-1 |
|
| R1 |
455-1 |
455-1 |
451-1 |
457-5 |
| PP |
450-1 |
450-1 |
450-1 |
451-2 |
| S1 |
445-1 |
445-1 |
449-3 |
447-5 |
| S2 |
440-1 |
440-1 |
448-3 |
|
| S3 |
430-1 |
435-1 |
447-4 |
|
| S4 |
420-1 |
425-1 |
444-6 |
|
|
| 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% |
9-0 |
2.0% |
66% |
False |
False |
45,354 |
| 10 |
456-0 |
433-0 |
23-0 |
5.1% |
9-2 |
2.0% |
75% |
False |
False |
51,489 |
| 20 |
456-0 |
400-2 |
55-6 |
12.4% |
9-1 |
2.0% |
90% |
False |
False |
45,853 |
| 40 |
456-0 |
390-4 |
65-4 |
14.5% |
9-0 |
2.0% |
91% |
False |
False |
36,227 |
| 60 |
456-0 |
375-4 |
80-4 |
17.9% |
8-1 |
1.8% |
93% |
False |
False |
31,755 |
| 80 |
456-0 |
375-4 |
80-4 |
17.9% |
8-2 |
1.8% |
93% |
False |
False |
27,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
497-4 |
|
2.618 |
481-1 |
|
1.618 |
471-1 |
|
1.000 |
465-0 |
|
0.618 |
461-1 |
|
HIGH |
455-0 |
|
0.618 |
451-1 |
|
0.500 |
450-0 |
|
0.382 |
448-7 |
|
LOW |
445-0 |
|
0.618 |
438-7 |
|
1.000 |
435-0 |
|
1.618 |
428-7 |
|
2.618 |
418-7 |
|
4.250 |
402-4 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
450-1 |
449-2 |
| PP |
450-1 |
448-3 |
| S1 |
450-0 |
447-3 |
|