CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
386-4 |
367-0 |
-19-4 |
-5.0% |
384-4 |
High |
387-0 |
371-0 |
-16-0 |
-4.1% |
397-4 |
Low |
376-2 |
360-4 |
-15-6 |
-4.2% |
376-2 |
Close |
376-2 |
369-4 |
-6-6 |
-1.8% |
376-2 |
Range |
10-6 |
10-4 |
-0-2 |
-2.3% |
21-2 |
ATR |
9-7 |
10-2 |
0-3 |
4.2% |
0-0 |
Volume |
77,507 |
85,624 |
8,117 |
10.5% |
545,770 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-4 |
394-4 |
375-2 |
|
R3 |
388-0 |
384-0 |
372-3 |
|
R2 |
377-4 |
377-4 |
371-3 |
|
R1 |
373-4 |
373-4 |
370-4 |
375-4 |
PP |
367-0 |
367-0 |
367-0 |
368-0 |
S1 |
363-0 |
363-0 |
368-4 |
365-0 |
S2 |
356-4 |
356-4 |
367-5 |
|
S3 |
346-0 |
352-4 |
366-5 |
|
S4 |
335-4 |
342-0 |
363-6 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-1 |
432-7 |
388-0 |
|
R3 |
425-7 |
411-5 |
382-1 |
|
R2 |
404-5 |
404-5 |
380-1 |
|
R1 |
390-3 |
390-3 |
378-2 |
386-7 |
PP |
383-3 |
383-3 |
383-3 |
381-4 |
S1 |
369-1 |
369-1 |
374-2 |
365-5 |
S2 |
362-1 |
362-1 |
372-3 |
|
S3 |
340-7 |
347-7 |
370-3 |
|
S4 |
319-5 |
326-5 |
364-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
397-4 |
360-4 |
37-0 |
10.0% |
9-0 |
2.4% |
24% |
False |
True |
97,636 |
10 |
406-4 |
360-4 |
46-0 |
12.4% |
9-0 |
2.4% |
20% |
False |
True |
101,022 |
20 |
407-2 |
360-4 |
46-6 |
12.7% |
8-5 |
2.3% |
19% |
False |
True |
96,794 |
40 |
407-2 |
344-6 |
62-4 |
16.9% |
8-7 |
2.4% |
40% |
False |
False |
100,950 |
60 |
413-0 |
344-6 |
68-2 |
18.5% |
8-7 |
2.4% |
36% |
False |
False |
82,165 |
80 |
438-0 |
344-6 |
93-2 |
25.2% |
9-7 |
2.7% |
27% |
False |
False |
65,491 |
100 |
438-0 |
316-0 |
122-0 |
33.0% |
10-2 |
2.8% |
44% |
False |
False |
56,065 |
120 |
450-0 |
316-0 |
134-0 |
36.3% |
10-3 |
2.8% |
40% |
False |
False |
48,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
415-5 |
2.618 |
398-4 |
1.618 |
388-0 |
1.000 |
381-4 |
0.618 |
377-4 |
HIGH |
371-0 |
0.618 |
367-0 |
0.500 |
365-6 |
0.382 |
364-4 |
LOW |
360-4 |
0.618 |
354-0 |
1.000 |
350-0 |
1.618 |
343-4 |
2.618 |
333-0 |
4.250 |
315-7 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
368-2 |
373-6 |
PP |
367-0 |
372-3 |
S1 |
365-6 |
370-7 |
|