CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
393-0 |
404-6 |
11-6 |
3.0% |
381-0 |
| High |
402-2 |
404-6 |
2-4 |
0.6% |
407-2 |
| Low |
392-4 |
389-4 |
-3-0 |
-0.8% |
379-6 |
| Close |
397-0 |
390-2 |
-6-6 |
-1.7% |
404-4 |
| Range |
9-6 |
15-2 |
5-4 |
56.4% |
27-4 |
| ATR |
10-0 |
10-3 |
0-3 |
3.7% |
0-0 |
| Volume |
105,582 |
126,860 |
21,278 |
20.2% |
581,217 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
440-5 |
430-5 |
398-5 |
|
| R3 |
425-3 |
415-3 |
394-4 |
|
| R2 |
410-1 |
410-1 |
393-0 |
|
| R1 |
400-1 |
400-1 |
391-5 |
397-4 |
| PP |
394-7 |
394-7 |
394-7 |
393-4 |
| S1 |
384-7 |
384-7 |
388-7 |
382-2 |
| S2 |
379-5 |
379-5 |
387-4 |
|
| S3 |
364-3 |
369-5 |
386-0 |
|
| S4 |
349-1 |
354-3 |
381-7 |
|
|
| 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 |
406-4 |
389-4 |
17-0 |
4.4% |
9-1 |
2.3% |
4% |
False |
True |
100,493 |
| 10 |
407-2 |
379-6 |
27-4 |
7.0% |
9-5 |
2.5% |
38% |
False |
False |
102,152 |
| 20 |
407-2 |
379-6 |
27-4 |
7.0% |
8-0 |
2.1% |
38% |
False |
False |
98,046 |
| 40 |
407-2 |
344-6 |
62-4 |
16.0% |
8-6 |
2.2% |
73% |
False |
False |
95,757 |
| 60 |
413-0 |
344-6 |
68-2 |
17.5% |
9-4 |
2.4% |
67% |
False |
False |
73,618 |
| 80 |
438-0 |
344-6 |
93-2 |
23.9% |
10-1 |
2.6% |
49% |
False |
False |
59,117 |
| 100 |
438-0 |
316-0 |
122-0 |
31.3% |
10-2 |
2.6% |
61% |
False |
False |
50,489 |
| 120 |
450-0 |
316-0 |
134-0 |
34.3% |
10-4 |
2.7% |
55% |
False |
False |
43,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
469-4 |
|
2.618 |
444-5 |
|
1.618 |
429-3 |
|
1.000 |
420-0 |
|
0.618 |
414-1 |
|
HIGH |
404-6 |
|
0.618 |
398-7 |
|
0.500 |
397-1 |
|
0.382 |
395-3 |
|
LOW |
389-4 |
|
0.618 |
380-1 |
|
1.000 |
374-2 |
|
1.618 |
364-7 |
|
2.618 |
349-5 |
|
4.250 |
324-6 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
397-1 |
397-1 |
| PP |
394-7 |
394-7 |
| S1 |
392-4 |
392-4 |
|