CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
397-4 |
404-0 |
6-4 |
1.6% |
369-0 |
| High |
406-4 |
405-0 |
-1-4 |
-0.4% |
406-4 |
| Low |
396-4 |
393-6 |
-2-6 |
-0.7% |
367-0 |
| Close |
406-2 |
398-0 |
-8-2 |
-2.0% |
406-2 |
| Range |
10-0 |
11-2 |
1-2 |
12.5% |
39-4 |
| ATR |
10-3 |
10-5 |
0-1 |
1.4% |
0-0 |
| Volume |
39,603 |
15,039 |
-24,564 |
-62.0% |
316,879 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
432-5 |
426-5 |
404-2 |
|
| R3 |
421-3 |
415-3 |
401-1 |
|
| R2 |
410-1 |
410-1 |
400-0 |
|
| R1 |
404-1 |
404-1 |
399-0 |
401-4 |
| PP |
398-7 |
398-7 |
398-7 |
397-5 |
| S1 |
392-7 |
392-7 |
397-0 |
390-2 |
| S2 |
387-5 |
387-5 |
396-0 |
|
| S3 |
376-3 |
381-5 |
394-7 |
|
| S4 |
365-1 |
370-3 |
391-6 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
511-6 |
498-4 |
428-0 |
|
| R3 |
472-2 |
459-0 |
417-1 |
|
| R2 |
432-6 |
432-6 |
413-4 |
|
| R1 |
419-4 |
419-4 |
409-7 |
426-1 |
| PP |
393-2 |
393-2 |
393-2 |
396-4 |
| S1 |
380-0 |
380-0 |
402-5 |
386-5 |
| S2 |
353-6 |
353-6 |
399-0 |
|
| S3 |
314-2 |
340-4 |
395-3 |
|
| S4 |
274-6 |
301-0 |
384-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
406-4 |
371-0 |
35-4 |
8.9% |
10-6 |
2.7% |
76% |
False |
False |
53,103 |
| 10 |
406-4 |
367-0 |
39-4 |
9.9% |
9-4 |
2.4% |
78% |
False |
False |
66,965 |
| 20 |
406-4 |
360-4 |
46-0 |
11.6% |
9-2 |
2.3% |
82% |
False |
False |
83,994 |
| 40 |
407-2 |
360-4 |
46-6 |
11.7% |
8-7 |
2.2% |
80% |
False |
False |
91,221 |
| 60 |
407-2 |
344-6 |
62-4 |
15.7% |
8-7 |
2.2% |
85% |
False |
False |
89,135 |
| 80 |
428-0 |
344-6 |
83-2 |
20.9% |
9-3 |
2.4% |
64% |
False |
False |
72,455 |
| 100 |
438-0 |
336-2 |
101-6 |
25.6% |
10-3 |
2.6% |
61% |
False |
False |
60,978 |
| 120 |
438-0 |
316-0 |
122-0 |
30.7% |
10-1 |
2.6% |
67% |
False |
False |
53,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
452-6 |
|
2.618 |
434-4 |
|
1.618 |
423-2 |
|
1.000 |
416-2 |
|
0.618 |
412-0 |
|
HIGH |
405-0 |
|
0.618 |
400-6 |
|
0.500 |
399-3 |
|
0.382 |
398-0 |
|
LOW |
393-6 |
|
0.618 |
386-6 |
|
1.000 |
382-4 |
|
1.618 |
375-4 |
|
2.618 |
364-2 |
|
4.250 |
346-0 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
399-3 |
397-7 |
| PP |
398-7 |
397-7 |
| S1 |
398-4 |
397-6 |
|