CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
388-4 |
392-4 |
4-0 |
1.0% |
402-0 |
High |
397-4 |
392-4 |
-5-0 |
-1.3% |
406-4 |
Low |
388-0 |
384-2 |
-3-6 |
-1.0% |
389-4 |
Close |
394-2 |
384-4 |
-9-6 |
-2.5% |
390-2 |
Range |
9-4 |
8-2 |
-1-2 |
-13.2% |
17-0 |
ATR |
10-1 |
10-1 |
0-0 |
-0.1% |
0-0 |
Volume |
85,714 |
151,057 |
65,343 |
76.2% |
378,834 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-7 |
406-3 |
389-0 |
|
R3 |
403-5 |
398-1 |
386-6 |
|
R2 |
395-3 |
395-3 |
386-0 |
|
R1 |
389-7 |
389-7 |
385-2 |
388-4 |
PP |
387-1 |
387-1 |
387-1 |
386-3 |
S1 |
381-5 |
381-5 |
383-6 |
380-2 |
S2 |
378-7 |
378-7 |
383-0 |
|
S3 |
370-5 |
373-3 |
382-2 |
|
S4 |
362-3 |
365-1 |
380-0 |
|
|
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 |
5.7% |
9-6 |
2.5% |
7% |
False |
False |
122,485 |
10 |
407-2 |
383-0 |
24-2 |
6.3% |
8-5 |
2.2% |
6% |
False |
False |
120,277 |
20 |
407-2 |
379-6 |
27-4 |
7.2% |
8-1 |
2.1% |
17% |
False |
False |
97,434 |
40 |
407-2 |
344-6 |
62-4 |
16.3% |
8-6 |
2.3% |
64% |
False |
False |
100,971 |
60 |
413-0 |
344-6 |
68-2 |
17.8% |
9-2 |
2.4% |
58% |
False |
False |
79,294 |
80 |
438-0 |
344-6 |
93-2 |
24.3% |
9-6 |
2.5% |
43% |
False |
False |
63,088 |
100 |
438-0 |
316-0 |
122-0 |
31.7% |
10-2 |
2.7% |
56% |
False |
False |
53,941 |
120 |
450-0 |
316-0 |
134-0 |
34.9% |
10-4 |
2.7% |
51% |
False |
False |
46,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
427-4 |
2.618 |
414-1 |
1.618 |
405-7 |
1.000 |
400-6 |
0.618 |
397-5 |
HIGH |
392-4 |
0.618 |
389-3 |
0.500 |
388-3 |
0.382 |
387-3 |
LOW |
384-2 |
0.618 |
379-1 |
1.000 |
376-0 |
1.618 |
370-7 |
2.618 |
362-5 |
4.250 |
349-2 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
388-3 |
390-2 |
PP |
387-1 |
388-3 |
S1 |
385-6 |
386-3 |
|