CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
404-6 |
384-4 |
-20-2 |
-5.0% |
402-0 |
High |
404-6 |
389-2 |
-15-4 |
-3.8% |
406-4 |
Low |
389-4 |
383-0 |
-6-4 |
-1.7% |
389-4 |
Close |
390-2 |
387-4 |
-2-6 |
-0.7% |
390-2 |
Range |
15-2 |
6-2 |
-9-0 |
-59.0% |
17-0 |
ATR |
10-3 |
10-1 |
-0-2 |
-2.2% |
0-0 |
Volume |
126,860 |
143,212 |
16,352 |
12.9% |
378,834 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-3 |
402-5 |
391-0 |
|
R3 |
399-1 |
396-3 |
389-2 |
|
R2 |
392-7 |
392-7 |
388-5 |
|
R1 |
390-1 |
390-1 |
388-1 |
391-4 |
PP |
386-5 |
386-5 |
386-5 |
387-2 |
S1 |
383-7 |
383-7 |
386-7 |
385-2 |
S2 |
380-3 |
380-3 |
386-3 |
|
S3 |
374-1 |
377-5 |
385-6 |
|
S4 |
367-7 |
371-3 |
384-0 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
446-3 |
435-3 |
399-5 |
|
R3 |
429-3 |
418-3 |
394-7 |
|
R2 |
412-3 |
412-3 |
393-3 |
|
R1 |
401-3 |
401-3 |
391-6 |
398-3 |
PP |
395-3 |
395-3 |
395-3 |
394-0 |
S1 |
384-3 |
384-3 |
388-6 |
381-3 |
S2 |
378-3 |
378-3 |
387-1 |
|
S3 |
361-3 |
367-3 |
385-5 |
|
S4 |
344-3 |
350-3 |
380-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
406-4 |
383-0 |
23-4 |
6.1% |
9-0 |
2.3% |
19% |
False |
True |
104,409 |
10 |
407-2 |
379-6 |
27-4 |
7.1% |
10-0 |
2.6% |
28% |
False |
False |
110,326 |
20 |
407-2 |
379-6 |
27-4 |
7.1% |
8-0 |
2.1% |
28% |
False |
False |
97,200 |
40 |
407-2 |
344-6 |
62-4 |
16.1% |
8-5 |
2.2% |
68% |
False |
False |
98,021 |
60 |
413-0 |
344-6 |
68-2 |
17.6% |
9-3 |
2.4% |
63% |
False |
False |
75,756 |
80 |
438-0 |
344-6 |
93-2 |
24.1% |
10-0 |
2.6% |
46% |
False |
False |
60,468 |
100 |
438-0 |
316-0 |
122-0 |
31.5% |
10-2 |
2.6% |
59% |
False |
False |
51,777 |
120 |
450-0 |
316-0 |
134-0 |
34.6% |
10-4 |
2.7% |
53% |
False |
False |
44,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
415-6 |
2.618 |
405-5 |
1.618 |
399-3 |
1.000 |
395-4 |
0.618 |
393-1 |
HIGH |
389-2 |
0.618 |
386-7 |
0.500 |
386-1 |
0.382 |
385-3 |
LOW |
383-0 |
0.618 |
379-1 |
1.000 |
376-6 |
1.618 |
372-7 |
2.618 |
366-5 |
4.250 |
356-4 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
387-0 |
393-7 |
PP |
386-5 |
391-6 |
S1 |
386-1 |
389-5 |
|