CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
400-0 |
403-4 |
3-4 |
0.9% |
402-0 |
| High |
402-0 |
407-2 |
5-2 |
1.3% |
403-0 |
| Low |
393-0 |
399-4 |
6-4 |
1.7% |
384-4 |
| Close |
396-0 |
402-4 |
6-4 |
1.6% |
387-0 |
| Range |
9-0 |
7-6 |
-1-2 |
-13.9% |
18-4 |
| ATR |
10-4 |
10-5 |
0-0 |
0.5% |
0-0 |
| Volume |
180,515 |
139,809 |
-40,706 |
-22.5% |
344,439 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
426-3 |
422-1 |
406-6 |
|
| R3 |
418-5 |
414-3 |
404-5 |
|
| R2 |
410-7 |
410-7 |
403-7 |
|
| R1 |
406-5 |
406-5 |
403-2 |
404-7 |
| PP |
403-1 |
403-1 |
403-1 |
402-2 |
| S1 |
398-7 |
398-7 |
401-6 |
397-1 |
| S2 |
395-3 |
395-3 |
401-1 |
|
| S3 |
387-5 |
391-1 |
400-3 |
|
| S4 |
379-7 |
383-3 |
398-2 |
|
|
| 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 |
407-2 |
379-6 |
27-4 |
6.8% |
10-1 |
2.5% |
83% |
True |
False |
103,812 |
| 10 |
407-2 |
379-6 |
27-4 |
6.8% |
7-7 |
2.0% |
83% |
True |
False |
91,332 |
| 20 |
407-2 |
360-0 |
47-2 |
11.7% |
8-4 |
2.1% |
90% |
True |
False |
95,800 |
| 40 |
407-2 |
344-6 |
62-4 |
15.5% |
8-6 |
2.2% |
92% |
True |
False |
89,925 |
| 60 |
431-0 |
344-6 |
86-2 |
21.4% |
9-4 |
2.3% |
67% |
False |
False |
66,797 |
| 80 |
438-0 |
336-0 |
102-0 |
25.3% |
10-5 |
2.6% |
65% |
False |
False |
54,467 |
| 100 |
438-0 |
316-0 |
122-0 |
30.3% |
10-3 |
2.6% |
71% |
False |
False |
46,092 |
| 120 |
450-4 |
316-0 |
134-4 |
33.4% |
10-5 |
2.7% |
64% |
False |
False |
39,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
440-2 |
|
2.618 |
427-4 |
|
1.618 |
419-6 |
|
1.000 |
415-0 |
|
0.618 |
412-0 |
|
HIGH |
407-2 |
|
0.618 |
404-2 |
|
0.500 |
403-3 |
|
0.382 |
402-4 |
|
LOW |
399-4 |
|
0.618 |
394-6 |
|
1.000 |
391-6 |
|
1.618 |
387-0 |
|
2.618 |
379-2 |
|
4.250 |
366-4 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
403-3 |
399-6 |
| PP |
403-1 |
397-1 |
| S1 |
402-6 |
394-3 |
|