CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
447-6 |
457-0 |
9-2 |
2.1% |
450-0 |
| High |
457-4 |
460-0 |
2-4 |
0.5% |
460-0 |
| Low |
446-6 |
455-0 |
8-2 |
1.8% |
445-0 |
| Close |
452-2 |
459-2 |
7-0 |
1.5% |
459-2 |
| Range |
10-6 |
5-0 |
-5-6 |
-53.5% |
15-0 |
| ATR |
9-7 |
9-6 |
-0-1 |
-1.5% |
0-0 |
| Volume |
51,245 |
62,220 |
10,975 |
21.4% |
209,212 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
473-1 |
471-1 |
462-0 |
|
| R3 |
468-1 |
466-1 |
460-5 |
|
| R2 |
463-1 |
463-1 |
460-1 |
|
| R1 |
461-1 |
461-1 |
459-6 |
462-1 |
| PP |
458-1 |
458-1 |
458-1 |
458-4 |
| S1 |
456-1 |
456-1 |
458-6 |
457-1 |
| S2 |
453-1 |
453-1 |
458-3 |
|
| S3 |
448-1 |
451-1 |
457-7 |
|
| S4 |
443-1 |
446-1 |
456-4 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
499-6 |
494-4 |
467-4 |
|
| R3 |
484-6 |
479-4 |
463-3 |
|
| R2 |
469-6 |
469-6 |
462-0 |
|
| R1 |
464-4 |
464-4 |
460-5 |
467-1 |
| PP |
454-6 |
454-6 |
454-6 |
456-0 |
| S1 |
449-4 |
449-4 |
457-7 |
452-1 |
| S2 |
439-6 |
439-6 |
456-4 |
|
| S3 |
424-6 |
434-4 |
455-1 |
|
| S4 |
409-6 |
419-4 |
451-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
460-0 |
445-0 |
15-0 |
3.3% |
8-1 |
1.8% |
95% |
True |
False |
47,326 |
| 10 |
460-0 |
433-0 |
27-0 |
5.9% |
9-4 |
2.1% |
97% |
True |
False |
45,826 |
| 20 |
460-0 |
417-0 |
43-0 |
9.4% |
8-5 |
1.9% |
98% |
True |
False |
49,393 |
| 40 |
460-0 |
390-4 |
69-4 |
15.1% |
8-5 |
1.9% |
99% |
True |
False |
38,438 |
| 60 |
460-0 |
386-4 |
73-4 |
16.0% |
8-2 |
1.8% |
99% |
True |
False |
33,760 |
| 80 |
460-0 |
375-4 |
84-4 |
18.4% |
8-2 |
1.8% |
99% |
True |
False |
29,557 |
| 100 |
471-4 |
375-4 |
96-0 |
20.9% |
8-5 |
1.9% |
87% |
False |
False |
26,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
481-2 |
|
2.618 |
473-1 |
|
1.618 |
468-1 |
|
1.000 |
465-0 |
|
0.618 |
463-1 |
|
HIGH |
460-0 |
|
0.618 |
458-1 |
|
0.500 |
457-4 |
|
0.382 |
456-7 |
|
LOW |
455-0 |
|
0.618 |
451-7 |
|
1.000 |
450-0 |
|
1.618 |
446-7 |
|
2.618 |
441-7 |
|
4.250 |
433-6 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
458-5 |
457-2 |
| PP |
458-1 |
455-3 |
| S1 |
457-4 |
453-3 |
|