CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
381-0 |
394-0 |
13-0 |
3.4% |
402-0 |
High |
387-0 |
405-4 |
18-4 |
4.8% |
403-0 |
Low |
379-6 |
381-4 |
1-6 |
0.5% |
384-4 |
Close |
386-2 |
404-6 |
18-4 |
4.8% |
387-0 |
Range |
7-2 |
24-0 |
16-6 |
231.0% |
18-4 |
ATR |
9-3 |
10-4 |
1-0 |
11.0% |
0-0 |
Volume |
54,159 |
83,103 |
28,944 |
53.4% |
344,439 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
469-2 |
461-0 |
418-0 |
|
R3 |
445-2 |
437-0 |
411-3 |
|
R2 |
421-2 |
421-2 |
409-1 |
|
R1 |
413-0 |
413-0 |
407-0 |
417-1 |
PP |
397-2 |
397-2 |
397-2 |
399-2 |
S1 |
389-0 |
389-0 |
402-4 |
393-1 |
S2 |
373-2 |
373-2 |
400-3 |
|
S3 |
349-2 |
365-0 |
398-1 |
|
S4 |
325-2 |
341-0 |
391-4 |
|
|
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 |
405-4 |
379-6 |
25-6 |
6.4% |
8-6 |
2.2% |
97% |
True |
False |
68,039 |
10 |
405-4 |
379-6 |
25-6 |
6.4% |
7-6 |
1.9% |
97% |
True |
False |
74,590 |
20 |
405-4 |
355-4 |
50-0 |
12.4% |
8-3 |
2.1% |
99% |
True |
False |
90,759 |
40 |
405-4 |
344-6 |
60-6 |
15.0% |
8-7 |
2.2% |
99% |
True |
False |
83,572 |
60 |
438-0 |
344-6 |
93-2 |
23.0% |
9-5 |
2.4% |
64% |
False |
False |
61,826 |
80 |
438-0 |
316-0 |
122-0 |
30.1% |
10-6 |
2.7% |
73% |
False |
False |
50,876 |
100 |
438-0 |
316-0 |
122-0 |
30.1% |
10-3 |
2.6% |
73% |
False |
False |
43,085 |
120 |
470-4 |
316-0 |
154-4 |
38.2% |
10-6 |
2.7% |
57% |
False |
False |
36,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
507-4 |
2.618 |
468-3 |
1.618 |
444-3 |
1.000 |
429-4 |
0.618 |
420-3 |
HIGH |
405-4 |
0.618 |
396-3 |
0.500 |
393-4 |
0.382 |
390-5 |
LOW |
381-4 |
0.618 |
366-5 |
1.000 |
357-4 |
1.618 |
342-5 |
2.618 |
318-5 |
4.250 |
279-4 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
401-0 |
400-6 |
PP |
397-2 |
396-5 |
S1 |
393-4 |
392-5 |
|