CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
386-0 |
386-4 |
0-4 |
0.1% |
384-4 |
| High |
386-4 |
387-0 |
0-4 |
0.1% |
397-4 |
| Low |
380-6 |
376-2 |
-4-4 |
-1.2% |
376-2 |
| Close |
385-6 |
376-2 |
-9-4 |
-2.5% |
376-2 |
| Range |
5-6 |
10-6 |
5-0 |
87.0% |
21-2 |
| ATR |
9-7 |
9-7 |
0-1 |
0.7% |
0-0 |
| Volume |
88,280 |
77,507 |
-10,773 |
-12.2% |
545,770 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
412-1 |
404-7 |
382-1 |
|
| R3 |
401-3 |
394-1 |
379-2 |
|
| R2 |
390-5 |
390-5 |
378-2 |
|
| R1 |
383-3 |
383-3 |
377-2 |
381-5 |
| PP |
379-7 |
379-7 |
379-7 |
379-0 |
| S1 |
372-5 |
372-5 |
375-2 |
370-7 |
| S2 |
369-1 |
369-1 |
374-2 |
|
| S3 |
358-3 |
361-7 |
373-2 |
|
| S4 |
347-5 |
351-1 |
370-3 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
447-1 |
432-7 |
388-0 |
|
| R3 |
425-7 |
411-5 |
382-1 |
|
| R2 |
404-5 |
404-5 |
380-1 |
|
| R1 |
390-3 |
390-3 |
378-2 |
386-7 |
| PP |
383-3 |
383-3 |
383-3 |
381-4 |
| S1 |
369-1 |
369-1 |
374-2 |
365-5 |
| S2 |
362-1 |
362-1 |
372-3 |
|
| S3 |
340-7 |
347-7 |
370-3 |
|
| S4 |
319-5 |
326-5 |
364-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
397-4 |
376-2 |
21-2 |
5.6% |
8-1 |
2.2% |
0% |
False |
True |
109,154 |
| 10 |
406-4 |
376-2 |
30-2 |
8.0% |
8-5 |
2.3% |
0% |
False |
True |
104,823 |
| 20 |
407-2 |
376-2 |
31-0 |
8.2% |
8-2 |
2.2% |
0% |
False |
True |
98,077 |
| 40 |
407-2 |
344-6 |
62-4 |
16.6% |
8-7 |
2.4% |
50% |
False |
False |
100,995 |
| 60 |
413-0 |
344-6 |
68-2 |
18.1% |
8-7 |
2.4% |
46% |
False |
False |
81,309 |
| 80 |
438-0 |
344-6 |
93-2 |
24.8% |
9-6 |
2.6% |
34% |
False |
False |
64,713 |
| 100 |
438-0 |
316-0 |
122-0 |
32.4% |
10-3 |
2.7% |
49% |
False |
False |
55,338 |
| 120 |
450-0 |
316-0 |
134-0 |
35.6% |
10-3 |
2.8% |
45% |
False |
False |
47,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
432-6 |
|
2.618 |
415-1 |
|
1.618 |
404-3 |
|
1.000 |
397-6 |
|
0.618 |
393-5 |
|
HIGH |
387-0 |
|
0.618 |
382-7 |
|
0.500 |
381-5 |
|
0.382 |
380-3 |
|
LOW |
376-2 |
|
0.618 |
369-5 |
|
1.000 |
365-4 |
|
1.618 |
358-7 |
|
2.618 |
348-1 |
|
4.250 |
330-4 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
381-5 |
384-3 |
| PP |
379-7 |
381-5 |
| S1 |
378-0 |
379-0 |
|