CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
452-4 |
447-6 |
-4-6 |
-1.0% |
433-0 |
| High |
455-6 |
457-4 |
1-6 |
0.4% |
456-0 |
| Low |
448-0 |
446-6 |
-1-2 |
-0.3% |
433-0 |
| Close |
449-6 |
452-2 |
2-4 |
0.6% |
452-0 |
| Range |
7-6 |
10-6 |
3-0 |
38.7% |
23-0 |
| ATR |
9-7 |
9-7 |
0-1 |
0.7% |
0-0 |
| Volume |
55,481 |
51,245 |
-4,236 |
-7.6% |
217,785 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
484-3 |
479-1 |
458-1 |
|
| R3 |
473-5 |
468-3 |
455-2 |
|
| R2 |
462-7 |
462-7 |
454-2 |
|
| R1 |
457-5 |
457-5 |
453-2 |
460-2 |
| PP |
452-1 |
452-1 |
452-1 |
453-4 |
| S1 |
446-7 |
446-7 |
451-2 |
449-4 |
| S2 |
441-3 |
441-3 |
450-2 |
|
| S3 |
430-5 |
436-1 |
449-2 |
|
| S4 |
419-7 |
425-3 |
446-3 |
|
|
| 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 |
457-4 |
439-0 |
18-4 |
4.1% |
9-1 |
2.0% |
72% |
True |
False |
44,932 |
| 10 |
457-4 |
433-0 |
24-4 |
5.4% |
9-4 |
2.1% |
79% |
True |
False |
47,789 |
| 20 |
457-4 |
415-6 |
41-6 |
9.2% |
9-0 |
2.0% |
87% |
True |
False |
48,209 |
| 40 |
457-4 |
390-4 |
67-0 |
14.8% |
8-5 |
1.9% |
92% |
True |
False |
37,918 |
| 60 |
457-4 |
386-4 |
71-0 |
15.7% |
8-2 |
1.8% |
93% |
True |
False |
32,982 |
| 80 |
457-4 |
375-4 |
82-0 |
18.1% |
8-3 |
1.8% |
94% |
True |
False |
28,920 |
| 100 |
471-4 |
375-4 |
96-0 |
21.2% |
8-6 |
1.9% |
80% |
False |
False |
25,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
503-2 |
|
2.618 |
485-5 |
|
1.618 |
474-7 |
|
1.000 |
468-2 |
|
0.618 |
464-1 |
|
HIGH |
457-4 |
|
0.618 |
453-3 |
|
0.500 |
452-1 |
|
0.382 |
450-7 |
|
LOW |
446-6 |
|
0.618 |
440-1 |
|
1.000 |
436-0 |
|
1.618 |
429-3 |
|
2.618 |
418-5 |
|
4.250 |
401-0 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
452-2 |
451-7 |
| PP |
452-1 |
451-5 |
| S1 |
452-1 |
451-2 |
|