CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
409-4 |
412-0 |
2-4 |
0.6% |
404-0 |
| High |
414-2 |
414-0 |
-0-2 |
-0.1% |
414-2 |
| Low |
409-4 |
411-0 |
1-4 |
0.4% |
391-0 |
| Close |
414-0 |
413-4 |
-0-4 |
-0.1% |
414-0 |
| Range |
4-6 |
3-0 |
-1-6 |
-36.8% |
23-2 |
| ATR |
10-1 |
9-5 |
-0-4 |
-5.0% |
0-0 |
| Volume |
4,562 |
2,725 |
-1,837 |
-40.3% |
47,504 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
421-7 |
420-5 |
415-1 |
|
| R3 |
418-7 |
417-5 |
414-3 |
|
| R2 |
415-7 |
415-7 |
414-0 |
|
| R1 |
414-5 |
414-5 |
413-6 |
415-2 |
| PP |
412-7 |
412-7 |
412-7 |
413-1 |
| S1 |
411-5 |
411-5 |
413-2 |
412-2 |
| S2 |
409-7 |
409-7 |
413-0 |
|
| S3 |
406-7 |
408-5 |
412-5 |
|
| S4 |
403-7 |
405-5 |
411-7 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
476-1 |
468-3 |
426-6 |
|
| R3 |
452-7 |
445-1 |
420-3 |
|
| R2 |
429-5 |
429-5 |
418-2 |
|
| R1 |
421-7 |
421-7 |
416-1 |
425-6 |
| PP |
406-3 |
406-3 |
406-3 |
408-3 |
| S1 |
398-5 |
398-5 |
411-7 |
402-4 |
| S2 |
383-1 |
383-1 |
409-6 |
|
| S3 |
359-7 |
375-3 |
407-5 |
|
| S4 |
336-5 |
352-1 |
401-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
414-2 |
391-0 |
23-2 |
5.6% |
6-4 |
1.6% |
97% |
False |
False |
7,038 |
| 10 |
414-2 |
371-0 |
43-2 |
10.5% |
8-5 |
2.1% |
98% |
False |
False |
30,070 |
| 20 |
414-2 |
360-4 |
53-6 |
13.0% |
8-5 |
2.1% |
99% |
False |
False |
59,651 |
| 40 |
414-2 |
360-4 |
53-6 |
13.0% |
8-3 |
2.0% |
99% |
False |
False |
78,425 |
| 60 |
414-2 |
344-6 |
69-4 |
16.8% |
8-5 |
2.1% |
99% |
False |
False |
85,231 |
| 80 |
414-2 |
344-6 |
69-4 |
16.8% |
9-1 |
2.2% |
99% |
False |
False |
71,729 |
| 100 |
438-0 |
344-6 |
93-2 |
22.6% |
9-6 |
2.4% |
74% |
False |
False |
60,305 |
| 120 |
438-0 |
316-0 |
122-0 |
29.5% |
10-0 |
2.4% |
80% |
False |
False |
53,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
426-6 |
|
2.618 |
421-7 |
|
1.618 |
418-7 |
|
1.000 |
417-0 |
|
0.618 |
415-7 |
|
HIGH |
414-0 |
|
0.618 |
412-7 |
|
0.500 |
412-4 |
|
0.382 |
412-1 |
|
LOW |
411-0 |
|
0.618 |
409-1 |
|
1.000 |
408-0 |
|
1.618 |
406-1 |
|
2.618 |
403-1 |
|
4.250 |
398-2 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
413-1 |
411-5 |
| PP |
412-7 |
409-6 |
| S1 |
412-4 |
407-7 |
|