CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
400-0 |
405-0 |
5-0 |
1.3% |
369-0 |
| High |
402-0 |
412-4 |
10-4 |
2.6% |
406-4 |
| Low |
397-2 |
401-4 |
4-2 |
1.1% |
367-0 |
| Close |
400-6 |
404-6 |
4-0 |
1.0% |
406-2 |
| Range |
4-6 |
11-0 |
6-2 |
131.6% |
39-4 |
| ATR |
10-0 |
10-1 |
0-1 |
1.2% |
0-0 |
| Volume |
7,754 |
6,446 |
-1,308 |
-16.9% |
316,879 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
439-2 |
433-0 |
410-6 |
|
| R3 |
428-2 |
422-0 |
407-6 |
|
| R2 |
417-2 |
417-2 |
406-6 |
|
| R1 |
411-0 |
411-0 |
405-6 |
408-5 |
| PP |
406-2 |
406-2 |
406-2 |
405-0 |
| S1 |
400-0 |
400-0 |
403-6 |
397-5 |
| S2 |
395-2 |
395-2 |
402-6 |
|
| S3 |
384-2 |
389-0 |
401-6 |
|
| S4 |
373-2 |
378-0 |
398-6 |
|
|
| 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 |
412-4 |
391-0 |
21-4 |
5.3% |
9-2 |
2.3% |
64% |
True |
False |
16,509 |
| 10 |
412-4 |
367-0 |
45-4 |
11.2% |
9-6 |
2.4% |
83% |
True |
False |
42,027 |
| 20 |
412-4 |
360-4 |
52-0 |
12.8% |
9-2 |
2.3% |
85% |
True |
False |
72,790 |
| 40 |
412-4 |
360-4 |
52-0 |
12.8% |
8-6 |
2.2% |
85% |
True |
False |
84,691 |
| 60 |
412-4 |
344-6 |
67-6 |
16.7% |
8-6 |
2.2% |
89% |
True |
False |
87,320 |
| 80 |
413-0 |
344-6 |
68-2 |
16.9% |
9-3 |
2.3% |
88% |
False |
False |
72,044 |
| 100 |
438-0 |
344-6 |
93-2 |
23.0% |
10-2 |
2.5% |
64% |
False |
False |
60,715 |
| 120 |
438-0 |
316-0 |
122-0 |
30.1% |
10-0 |
2.5% |
73% |
False |
False |
53,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
459-2 |
|
2.618 |
441-2 |
|
1.618 |
430-2 |
|
1.000 |
423-4 |
|
0.618 |
419-2 |
|
HIGH |
412-4 |
|
0.618 |
408-2 |
|
0.500 |
407-0 |
|
0.382 |
405-6 |
|
LOW |
401-4 |
|
0.618 |
394-6 |
|
1.000 |
390-4 |
|
1.618 |
383-6 |
|
2.618 |
372-6 |
|
4.250 |
354-6 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
407-0 |
403-6 |
| PP |
406-2 |
402-6 |
| S1 |
405-4 |
401-6 |
|