CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
402-0 |
393-0 |
-9-0 |
-2.2% |
381-0 |
| High |
403-4 |
402-2 |
-1-2 |
-0.3% |
407-2 |
| Low |
395-4 |
392-4 |
-3-0 |
-0.8% |
379-6 |
| Close |
396-2 |
397-0 |
0-6 |
0.2% |
404-4 |
| Range |
8-0 |
9-6 |
1-6 |
21.9% |
27-4 |
| ATR |
10-0 |
10-0 |
0-0 |
-0.2% |
0-0 |
| Volume |
71,344 |
105,582 |
34,238 |
48.0% |
581,217 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
426-4 |
421-4 |
402-3 |
|
| R3 |
416-6 |
411-6 |
399-5 |
|
| R2 |
407-0 |
407-0 |
398-6 |
|
| R1 |
402-0 |
402-0 |
397-7 |
404-4 |
| PP |
397-2 |
397-2 |
397-2 |
398-4 |
| S1 |
392-2 |
392-2 |
396-1 |
394-6 |
| S2 |
387-4 |
387-4 |
395-2 |
|
| S3 |
377-6 |
382-4 |
394-3 |
|
| S4 |
368-0 |
372-6 |
391-5 |
|
|
| 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 |
392-4 |
14-6 |
3.7% |
7-5 |
1.9% |
31% |
False |
True |
103,082 |
| 10 |
407-2 |
379-6 |
27-4 |
6.9% |
8-4 |
2.1% |
63% |
False |
False |
96,520 |
| 20 |
407-2 |
368-0 |
39-2 |
9.9% |
8-2 |
2.1% |
74% |
False |
False |
96,591 |
| 40 |
407-2 |
344-6 |
62-4 |
15.7% |
8-5 |
2.2% |
84% |
False |
False |
94,585 |
| 60 |
413-0 |
344-6 |
68-2 |
17.2% |
9-4 |
2.4% |
77% |
False |
False |
71,796 |
| 80 |
438-0 |
344-6 |
93-2 |
23.5% |
10-4 |
2.6% |
56% |
False |
False |
57,697 |
| 100 |
438-0 |
316-0 |
122-0 |
30.7% |
10-2 |
2.6% |
66% |
False |
False |
49,333 |
| 120 |
450-0 |
316-0 |
134-0 |
33.8% |
10-5 |
2.7% |
60% |
False |
False |
42,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
443-6 |
|
2.618 |
427-6 |
|
1.618 |
418-0 |
|
1.000 |
412-0 |
|
0.618 |
408-2 |
|
HIGH |
402-2 |
|
0.618 |
398-4 |
|
0.500 |
397-3 |
|
0.382 |
396-2 |
|
LOW |
392-4 |
|
0.618 |
386-4 |
|
1.000 |
382-6 |
|
1.618 |
376-6 |
|
2.618 |
367-0 |
|
4.250 |
351-0 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
397-3 |
399-4 |
| PP |
397-2 |
398-5 |
| S1 |
397-1 |
397-7 |
|