CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
403-4 |
400-4 |
-3-0 |
-0.7% |
381-0 |
| High |
407-2 |
405-0 |
-2-2 |
-0.6% |
407-2 |
| Low |
399-4 |
397-6 |
-1-6 |
-0.4% |
379-6 |
| Close |
402-4 |
404-4 |
2-0 |
0.5% |
404-4 |
| Range |
7-6 |
7-2 |
-0-4 |
-6.5% |
27-4 |
| ATR |
10-5 |
10-3 |
-0-2 |
-2.3% |
0-0 |
| Volume |
139,809 |
123,631 |
-16,178 |
-11.6% |
581,217 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
424-1 |
421-5 |
408-4 |
|
| R3 |
416-7 |
414-3 |
406-4 |
|
| R2 |
409-5 |
409-5 |
405-7 |
|
| R1 |
407-1 |
407-1 |
405-1 |
408-3 |
| PP |
402-3 |
402-3 |
402-3 |
403-0 |
| S1 |
399-7 |
399-7 |
403-7 |
401-1 |
| S2 |
395-1 |
395-1 |
403-1 |
|
| S3 |
387-7 |
392-5 |
402-4 |
|
| S4 |
380-5 |
385-3 |
400-4 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
479-5 |
469-5 |
419-5 |
|
| R3 |
452-1 |
442-1 |
412-0 |
|
| R2 |
424-5 |
424-5 |
409-4 |
|
| R1 |
414-5 |
414-5 |
407-0 |
419-5 |
| PP |
397-1 |
397-1 |
397-1 |
399-6 |
| S1 |
387-1 |
387-1 |
402-0 |
392-1 |
| S2 |
369-5 |
369-5 |
399-4 |
|
| S3 |
342-1 |
359-5 |
397-0 |
|
| S4 |
314-5 |
332-1 |
389-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
407-2 |
379-6 |
27-4 |
6.8% |
11-0 |
2.7% |
90% |
False |
False |
116,243 |
| 10 |
407-2 |
379-6 |
27-4 |
6.8% |
8-3 |
2.1% |
90% |
False |
False |
92,565 |
| 20 |
407-2 |
362-0 |
45-2 |
11.2% |
8-5 |
2.1% |
94% |
False |
False |
98,449 |
| 40 |
407-2 |
344-6 |
62-4 |
15.5% |
8-5 |
2.1% |
96% |
False |
False |
91,705 |
| 60 |
428-0 |
344-6 |
83-2 |
20.6% |
9-4 |
2.3% |
72% |
False |
False |
68,608 |
| 80 |
438-0 |
336-2 |
101-6 |
25.2% |
10-5 |
2.6% |
67% |
False |
False |
55,224 |
| 100 |
438-0 |
316-0 |
122-0 |
30.2% |
10-3 |
2.6% |
73% |
False |
False |
47,149 |
| 120 |
450-4 |
316-0 |
134-4 |
33.3% |
10-6 |
2.7% |
66% |
False |
False |
40,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
435-6 |
|
2.618 |
424-0 |
|
1.618 |
416-6 |
|
1.000 |
412-2 |
|
0.618 |
409-4 |
|
HIGH |
405-0 |
|
0.618 |
402-2 |
|
0.500 |
401-3 |
|
0.382 |
400-4 |
|
LOW |
397-6 |
|
0.618 |
393-2 |
|
1.000 |
390-4 |
|
1.618 |
386-0 |
|
2.618 |
378-6 |
|
4.250 |
367-0 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
403-4 |
403-0 |
| PP |
402-3 |
401-5 |
| S1 |
401-3 |
400-1 |
|