CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
402-0 |
402-0 |
0-0 |
0.0% |
381-0 |
High |
406-4 |
403-4 |
-3-0 |
-0.7% |
407-2 |
Low |
401-0 |
395-4 |
-5-4 |
-1.4% |
379-6 |
Close |
405-4 |
396-2 |
-9-2 |
-2.3% |
404-4 |
Range |
5-4 |
8-0 |
2-4 |
45.5% |
27-4 |
ATR |
10-0 |
10-0 |
0-0 |
0.0% |
0-0 |
Volume |
75,048 |
71,344 |
-3,704 |
-4.9% |
581,217 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-3 |
417-3 |
400-5 |
|
R3 |
414-3 |
409-3 |
398-4 |
|
R2 |
406-3 |
406-3 |
397-6 |
|
R1 |
401-3 |
401-3 |
397-0 |
399-7 |
PP |
398-3 |
398-3 |
398-3 |
397-6 |
S1 |
393-3 |
393-3 |
395-4 |
391-7 |
S2 |
390-3 |
390-3 |
394-6 |
|
S3 |
382-3 |
385-3 |
394-0 |
|
S4 |
374-3 |
377-3 |
391-7 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
479-5 |
469-5 |
419-5 |
|
R3 |
452-1 |
442-1 |
412-0 |
|
R2 |
424-5 |
424-5 |
409-4 |
|
R1 |
414-5 |
414-5 |
407-0 |
419-5 |
PP |
397-1 |
397-1 |
397-1 |
399-6 |
S1 |
387-1 |
387-1 |
402-0 |
392-1 |
S2 |
369-5 |
369-5 |
399-4 |
|
S3 |
342-1 |
359-5 |
397-0 |
|
S4 |
314-5 |
332-1 |
389-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
407-2 |
393-0 |
14-2 |
3.6% |
7-4 |
1.9% |
23% |
False |
False |
118,069 |
10 |
407-2 |
379-6 |
27-4 |
6.9% |
8-1 |
2.1% |
60% |
False |
False |
93,054 |
20 |
407-2 |
362-0 |
45-2 |
11.4% |
8-5 |
2.2% |
76% |
False |
False |
97,832 |
40 |
407-2 |
344-6 |
62-4 |
15.8% |
8-5 |
2.2% |
82% |
False |
False |
92,864 |
60 |
413-0 |
344-6 |
68-2 |
17.2% |
9-3 |
2.4% |
75% |
False |
False |
70,554 |
80 |
438-0 |
344-6 |
93-2 |
23.5% |
10-4 |
2.7% |
55% |
False |
False |
56,539 |
100 |
438-0 |
316-0 |
122-0 |
30.8% |
10-2 |
2.6% |
66% |
False |
False |
48,427 |
120 |
450-0 |
316-0 |
134-0 |
33.8% |
10-5 |
2.7% |
60% |
False |
False |
41,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
437-4 |
2.618 |
424-4 |
1.618 |
416-4 |
1.000 |
411-4 |
0.618 |
408-4 |
HIGH |
403-4 |
0.618 |
400-4 |
0.500 |
399-4 |
0.382 |
398-4 |
LOW |
395-4 |
0.618 |
390-4 |
1.000 |
387-4 |
1.618 |
382-4 |
2.618 |
374-4 |
4.250 |
361-4 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
399-4 |
401-0 |
PP |
398-3 |
399-3 |
S1 |
397-3 |
397-7 |
|