CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
394-0 |
400-0 |
6-0 |
1.5% |
402-0 |
| High |
405-4 |
402-0 |
-3-4 |
-0.9% |
403-0 |
| Low |
381-4 |
393-0 |
11-4 |
3.0% |
384-4 |
| Close |
404-6 |
396-0 |
-8-6 |
-2.2% |
387-0 |
| Range |
24-0 |
9-0 |
-15-0 |
-62.5% |
18-4 |
| ATR |
10-4 |
10-4 |
0-1 |
0.9% |
0-0 |
| Volume |
83,103 |
180,515 |
97,412 |
117.2% |
344,439 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
424-0 |
419-0 |
401-0 |
|
| R3 |
415-0 |
410-0 |
398-4 |
|
| R2 |
406-0 |
406-0 |
397-5 |
|
| R1 |
401-0 |
401-0 |
396-7 |
399-0 |
| PP |
397-0 |
397-0 |
397-0 |
396-0 |
| S1 |
392-0 |
392-0 |
395-1 |
390-0 |
| S2 |
388-0 |
388-0 |
394-3 |
|
| S3 |
379-0 |
383-0 |
393-4 |
|
| S4 |
370-0 |
374-0 |
391-0 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
447-0 |
435-4 |
397-1 |
|
| R3 |
428-4 |
417-0 |
392-1 |
|
| R2 |
410-0 |
410-0 |
390-3 |
|
| R1 |
398-4 |
398-4 |
388-6 |
395-0 |
| PP |
391-4 |
391-4 |
391-4 |
389-6 |
| S1 |
380-0 |
380-0 |
385-2 |
376-4 |
| S2 |
373-0 |
373-0 |
383-5 |
|
| S3 |
354-4 |
361-4 |
381-7 |
|
| S4 |
336-0 |
343-0 |
376-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
405-4 |
379-6 |
25-6 |
6.5% |
9-3 |
2.4% |
63% |
False |
False |
89,958 |
| 10 |
405-4 |
379-6 |
25-6 |
6.5% |
8-0 |
2.0% |
63% |
False |
False |
84,698 |
| 20 |
405-4 |
355-4 |
50-0 |
12.6% |
8-3 |
2.1% |
81% |
False |
False |
94,919 |
| 40 |
405-4 |
344-6 |
60-6 |
15.3% |
8-7 |
2.2% |
84% |
False |
False |
86,981 |
| 60 |
438-0 |
344-6 |
93-2 |
23.5% |
9-4 |
2.4% |
55% |
False |
False |
64,760 |
| 80 |
438-0 |
316-0 |
122-0 |
30.8% |
10-6 |
2.7% |
66% |
False |
False |
52,867 |
| 100 |
438-0 |
316-0 |
122-0 |
30.8% |
10-3 |
2.6% |
66% |
False |
False |
44,830 |
| 120 |
470-4 |
316-0 |
154-4 |
39.0% |
10-5 |
2.7% |
52% |
False |
False |
38,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
440-2 |
|
2.618 |
425-4 |
|
1.618 |
416-4 |
|
1.000 |
411-0 |
|
0.618 |
407-4 |
|
HIGH |
402-0 |
|
0.618 |
398-4 |
|
0.500 |
397-4 |
|
0.382 |
396-4 |
|
LOW |
393-0 |
|
0.618 |
387-4 |
|
1.000 |
384-0 |
|
1.618 |
378-4 |
|
2.618 |
369-4 |
|
4.250 |
354-6 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
397-4 |
394-7 |
| PP |
397-0 |
393-6 |
| S1 |
396-4 |
392-5 |
|