CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
389-4 |
386-0 |
-3-4 |
-0.9% |
402-0 |
High |
392-0 |
388-0 |
-4-0 |
-1.0% |
403-0 |
Low |
387-6 |
385-4 |
-2-2 |
-0.6% |
384-4 |
Close |
390-6 |
387-0 |
-3-6 |
-1.0% |
387-0 |
Range |
4-2 |
2-4 |
-1-6 |
-41.2% |
18-4 |
ATR |
9-7 |
9-5 |
-0-3 |
-3.4% |
0-0 |
Volume |
70,537 |
61,476 |
-9,061 |
-12.8% |
344,439 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
394-3 |
393-1 |
388-3 |
|
R3 |
391-7 |
390-5 |
387-6 |
|
R2 |
389-3 |
389-3 |
387-4 |
|
R1 |
388-1 |
388-1 |
387-2 |
388-6 |
PP |
386-7 |
386-7 |
386-7 |
387-1 |
S1 |
385-5 |
385-5 |
386-6 |
386-2 |
S2 |
384-3 |
384-3 |
386-4 |
|
S3 |
381-7 |
383-1 |
386-2 |
|
S4 |
379-3 |
380-5 |
385-5 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-0 |
435-4 |
397-1 |
|
R3 |
428-4 |
417-0 |
392-1 |
|
R2 |
410-0 |
410-0 |
390-3 |
|
R1 |
398-4 |
398-4 |
388-6 |
395-0 |
PP |
391-4 |
391-4 |
391-4 |
389-6 |
S1 |
380-0 |
380-0 |
385-2 |
376-4 |
S2 |
373-0 |
373-0 |
383-5 |
|
S3 |
354-4 |
361-4 |
381-7 |
|
S4 |
336-0 |
343-0 |
376-7 |
|
|
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 |
4.8% |
5-5 |
1.5% |
14% |
False |
False |
68,887 |
10 |
403-0 |
384-4 |
18-4 |
4.8% |
6-1 |
1.6% |
14% |
False |
False |
84,074 |
20 |
403-0 |
344-6 |
58-2 |
15.1% |
7-4 |
1.9% |
73% |
False |
False |
95,897 |
40 |
403-0 |
344-6 |
58-2 |
15.1% |
8-3 |
2.2% |
73% |
False |
False |
81,649 |
60 |
438-0 |
344-6 |
93-2 |
24.1% |
9-5 |
2.5% |
45% |
False |
False |
59,832 |
80 |
438-0 |
316-0 |
122-0 |
31.5% |
10-4 |
2.7% |
58% |
False |
False |
49,619 |
100 |
449-6 |
316-0 |
133-6 |
34.6% |
10-2 |
2.7% |
53% |
False |
False |
41,821 |
120 |
470-4 |
316-0 |
154-4 |
39.9% |
10-5 |
2.8% |
46% |
False |
False |
35,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
398-5 |
2.618 |
394-4 |
1.618 |
392-0 |
1.000 |
390-4 |
0.618 |
389-4 |
HIGH |
388-0 |
0.618 |
387-0 |
0.500 |
386-6 |
0.382 |
386-4 |
LOW |
385-4 |
0.618 |
384-0 |
1.000 |
383-0 |
1.618 |
381-4 |
2.618 |
379-0 |
4.250 |
374-7 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
386-7 |
388-2 |
PP |
386-7 |
387-7 |
S1 |
386-6 |
387-3 |
|