CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
392-4 |
386-0 |
-6-4 |
-1.7% |
402-0 |
High |
392-4 |
386-4 |
-6-0 |
-1.5% |
406-4 |
Low |
384-2 |
380-6 |
-3-4 |
-0.9% |
389-4 |
Close |
384-4 |
385-6 |
1-2 |
0.3% |
390-2 |
Range |
8-2 |
5-6 |
-2-4 |
-30.3% |
17-0 |
ATR |
10-1 |
9-7 |
-0-3 |
-3.1% |
0-0 |
Volume |
151,057 |
88,280 |
-62,777 |
-41.6% |
378,834 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-5 |
399-3 |
388-7 |
|
R3 |
395-7 |
393-5 |
387-3 |
|
R2 |
390-1 |
390-1 |
386-6 |
|
R1 |
387-7 |
387-7 |
386-2 |
386-1 |
PP |
384-3 |
384-3 |
384-3 |
383-4 |
S1 |
382-1 |
382-1 |
385-2 |
380-3 |
S2 |
378-5 |
378-5 |
384-6 |
|
S3 |
372-7 |
376-3 |
384-1 |
|
S4 |
367-1 |
370-5 |
382-5 |
|
|
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 |
380-6 |
24-0 |
6.2% |
9-0 |
2.3% |
21% |
False |
True |
119,024 |
10 |
407-2 |
380-6 |
26-4 |
6.9% |
8-3 |
2.2% |
19% |
False |
True |
111,053 |
20 |
407-2 |
379-6 |
27-4 |
7.1% |
8-1 |
2.1% |
22% |
False |
False |
97,875 |
40 |
407-2 |
344-6 |
62-4 |
16.2% |
8-6 |
2.3% |
66% |
False |
False |
101,449 |
60 |
413-0 |
344-6 |
68-2 |
17.7% |
8-7 |
2.3% |
60% |
False |
False |
80,539 |
80 |
438-0 |
344-6 |
93-2 |
24.2% |
9-6 |
2.5% |
44% |
False |
False |
63,885 |
100 |
438-0 |
316-0 |
122-0 |
31.6% |
10-2 |
2.7% |
57% |
False |
False |
54,733 |
120 |
450-0 |
316-0 |
134-0 |
34.7% |
10-4 |
2.7% |
52% |
False |
False |
47,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
411-0 |
2.618 |
401-4 |
1.618 |
395-6 |
1.000 |
392-2 |
0.618 |
390-0 |
HIGH |
386-4 |
0.618 |
384-2 |
0.500 |
383-5 |
0.382 |
383-0 |
LOW |
380-6 |
0.618 |
377-2 |
1.000 |
375-0 |
1.618 |
371-4 |
2.618 |
365-6 |
4.250 |
356-2 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
385-0 |
389-1 |
PP |
384-3 |
388-0 |
S1 |
383-5 |
386-7 |
|