CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
386-0 |
381-0 |
-5-0 |
-1.3% |
402-0 |
High |
388-0 |
387-0 |
-1-0 |
-0.3% |
403-0 |
Low |
385-4 |
379-6 |
-5-6 |
-1.5% |
384-4 |
Close |
387-0 |
386-2 |
-0-6 |
-0.2% |
387-0 |
Range |
2-4 |
7-2 |
4-6 |
190.0% |
18-4 |
ATR |
9-5 |
9-3 |
-0-1 |
-1.7% |
0-0 |
Volume |
61,476 |
54,159 |
-7,317 |
-11.9% |
344,439 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
406-1 |
403-3 |
390-2 |
|
R3 |
398-7 |
396-1 |
388-2 |
|
R2 |
391-5 |
391-5 |
387-5 |
|
R1 |
388-7 |
388-7 |
386-7 |
390-2 |
PP |
384-3 |
384-3 |
384-3 |
385-0 |
S1 |
381-5 |
381-5 |
385-5 |
383-0 |
S2 |
377-1 |
377-1 |
384-7 |
|
S3 |
369-7 |
374-3 |
384-2 |
|
S4 |
362-5 |
367-1 |
382-2 |
|
|
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 |
397-4 |
379-6 |
17-6 |
4.6% |
5-1 |
1.3% |
37% |
False |
True |
69,502 |
10 |
403-0 |
379-6 |
23-2 |
6.0% |
5-7 |
1.5% |
28% |
False |
True |
77,672 |
20 |
403-0 |
347-0 |
56-0 |
14.5% |
7-4 |
1.9% |
70% |
False |
False |
92,425 |
40 |
403-0 |
344-6 |
58-2 |
15.1% |
8-4 |
2.2% |
71% |
False |
False |
82,261 |
60 |
438-0 |
344-6 |
93-2 |
24.1% |
9-3 |
2.4% |
45% |
False |
False |
60,621 |
80 |
438-0 |
316-0 |
122-0 |
31.6% |
10-5 |
2.7% |
58% |
False |
False |
50,132 |
100 |
449-6 |
316-0 |
133-6 |
34.6% |
10-1 |
2.6% |
53% |
False |
False |
42,296 |
120 |
470-4 |
316-0 |
154-4 |
40.0% |
10-5 |
2.8% |
45% |
False |
False |
36,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
417-6 |
2.618 |
406-0 |
1.618 |
398-6 |
1.000 |
394-2 |
0.618 |
391-4 |
HIGH |
387-0 |
0.618 |
384-2 |
0.500 |
383-3 |
0.382 |
382-4 |
LOW |
379-6 |
0.618 |
375-2 |
1.000 |
372-4 |
1.618 |
368-0 |
2.618 |
360-6 |
4.250 |
349-0 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
385-2 |
386-1 |
PP |
384-3 |
386-0 |
S1 |
383-3 |
385-7 |
|