CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
384-4 |
388-4 |
4-0 |
1.0% |
402-0 |
| High |
389-2 |
397-4 |
8-2 |
2.1% |
406-4 |
| Low |
383-0 |
388-0 |
5-0 |
1.3% |
389-4 |
| Close |
387-4 |
394-2 |
6-6 |
1.7% |
390-2 |
| Range |
6-2 |
9-4 |
3-2 |
52.0% |
17-0 |
| ATR |
10-1 |
10-1 |
0-0 |
-0.1% |
0-0 |
| Volume |
143,212 |
85,714 |
-57,498 |
-40.1% |
378,834 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
421-6 |
417-4 |
399-4 |
|
| R3 |
412-2 |
408-0 |
396-7 |
|
| R2 |
402-6 |
402-6 |
396-0 |
|
| R1 |
398-4 |
398-4 |
395-1 |
400-5 |
| PP |
393-2 |
393-2 |
393-2 |
394-2 |
| S1 |
389-0 |
389-0 |
393-3 |
391-1 |
| S2 |
383-6 |
383-6 |
392-4 |
|
| S3 |
374-2 |
379-4 |
391-5 |
|
| S4 |
364-6 |
370-0 |
389-0 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
446-3 |
435-3 |
399-5 |
|
| R3 |
429-3 |
418-3 |
394-7 |
|
| R2 |
412-3 |
412-3 |
393-3 |
|
| R1 |
401-3 |
401-3 |
391-6 |
398-3 |
| PP |
395-3 |
395-3 |
395-3 |
394-0 |
| S1 |
384-3 |
384-3 |
388-6 |
381-3 |
| S2 |
378-3 |
378-3 |
387-1 |
|
| S3 |
361-3 |
367-3 |
385-5 |
|
| S4 |
344-3 |
350-3 |
380-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
404-6 |
383-0 |
21-6 |
5.5% |
9-6 |
2.5% |
52% |
False |
False |
106,542 |
| 10 |
407-2 |
381-4 |
25-6 |
6.5% |
10-2 |
2.6% |
50% |
False |
False |
113,481 |
| 20 |
407-2 |
379-6 |
27-4 |
7.0% |
8-0 |
2.0% |
53% |
False |
False |
95,577 |
| 40 |
407-2 |
344-6 |
62-4 |
15.9% |
8-6 |
2.2% |
79% |
False |
False |
98,177 |
| 60 |
413-0 |
344-6 |
68-2 |
17.3% |
9-3 |
2.4% |
73% |
False |
False |
76,942 |
| 80 |
438-0 |
344-6 |
93-2 |
23.7% |
9-7 |
2.5% |
53% |
False |
False |
61,393 |
| 100 |
438-0 |
316-0 |
122-0 |
30.9% |
10-2 |
2.6% |
64% |
False |
False |
52,514 |
| 120 |
450-0 |
316-0 |
134-0 |
34.0% |
10-3 |
2.6% |
58% |
False |
False |
45,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
437-7 |
|
2.618 |
422-3 |
|
1.618 |
412-7 |
|
1.000 |
407-0 |
|
0.618 |
403-3 |
|
HIGH |
397-4 |
|
0.618 |
393-7 |
|
0.500 |
392-6 |
|
0.382 |
391-5 |
|
LOW |
388-0 |
|
0.618 |
382-1 |
|
1.000 |
378-4 |
|
1.618 |
372-5 |
|
2.618 |
363-1 |
|
4.250 |
347-5 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
393-6 |
394-1 |
| PP |
393-2 |
394-0 |
| S1 |
392-6 |
393-7 |
|