CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
390-0 |
389-4 |
-0-4 |
-0.1% |
389-4 |
High |
390-4 |
392-0 |
1-4 |
0.4% |
402-0 |
Low |
384-4 |
387-6 |
3-2 |
0.8% |
385-0 |
Close |
385-6 |
390-6 |
5-0 |
1.3% |
396-4 |
Range |
6-0 |
4-2 |
-1-6 |
-29.2% |
17-0 |
ATR |
10-2 |
9-7 |
-0-2 |
-2.8% |
0-0 |
Volume |
70,924 |
70,537 |
-387 |
-0.5% |
496,304 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
402-7 |
401-1 |
393-1 |
|
R3 |
398-5 |
396-7 |
391-7 |
|
R2 |
394-3 |
394-3 |
391-4 |
|
R1 |
392-5 |
392-5 |
391-1 |
393-4 |
PP |
390-1 |
390-1 |
390-1 |
390-5 |
S1 |
388-3 |
388-3 |
390-3 |
389-2 |
S2 |
385-7 |
385-7 |
390-0 |
|
S3 |
381-5 |
384-1 |
389-5 |
|
S4 |
377-3 |
379-7 |
388-3 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
445-4 |
438-0 |
405-7 |
|
R3 |
428-4 |
421-0 |
401-1 |
|
R2 |
411-4 |
411-4 |
399-5 |
|
R1 |
404-0 |
404-0 |
398-0 |
407-6 |
PP |
394-4 |
394-4 |
394-4 |
396-3 |
S1 |
387-0 |
387-0 |
395-0 |
390-6 |
S2 |
377-4 |
377-4 |
393-3 |
|
S3 |
360-4 |
370-0 |
391-7 |
|
S4 |
343-4 |
353-0 |
387-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
403-0 |
384-4 |
18-4 |
4.7% |
5-6 |
1.5% |
34% |
False |
False |
78,852 |
10 |
403-0 |
383-0 |
20-0 |
5.1% |
6-4 |
1.7% |
39% |
False |
False |
93,940 |
20 |
403-0 |
344-6 |
58-2 |
14.9% |
7-7 |
2.0% |
79% |
False |
False |
99,449 |
40 |
403-0 |
344-6 |
58-2 |
14.9% |
8-4 |
2.2% |
79% |
False |
False |
80,420 |
60 |
438-0 |
344-6 |
93-2 |
23.9% |
9-5 |
2.5% |
49% |
False |
False |
59,013 |
80 |
438-0 |
316-0 |
122-0 |
31.2% |
10-5 |
2.7% |
61% |
False |
False |
48,909 |
100 |
449-6 |
316-0 |
133-6 |
34.2% |
10-3 |
2.6% |
56% |
False |
False |
41,275 |
120 |
498-0 |
316-0 |
182-0 |
46.6% |
10-6 |
2.7% |
41% |
False |
False |
35,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-0 |
2.618 |
403-1 |
1.618 |
398-7 |
1.000 |
396-2 |
0.618 |
394-5 |
HIGH |
392-0 |
0.618 |
390-3 |
0.500 |
389-7 |
0.382 |
389-3 |
LOW |
387-6 |
0.618 |
385-1 |
1.000 |
383-4 |
1.618 |
380-7 |
2.618 |
376-5 |
4.250 |
369-6 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
390-4 |
391-0 |
PP |
390-1 |
390-7 |
S1 |
389-7 |
390-7 |
|