CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
367-0 |
370-0 |
3-0 |
0.8% |
384-4 |
High |
371-0 |
378-4 |
7-4 |
2.0% |
397-4 |
Low |
360-4 |
370-0 |
9-4 |
2.6% |
376-2 |
Close |
369-4 |
374-0 |
4-4 |
1.2% |
376-2 |
Range |
10-4 |
8-4 |
-2-0 |
-19.0% |
21-2 |
ATR |
10-2 |
10-2 |
-0-1 |
-0.9% |
0-0 |
Volume |
85,624 |
112,679 |
27,055 |
31.6% |
545,770 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
399-5 |
395-3 |
378-5 |
|
R3 |
391-1 |
386-7 |
376-3 |
|
R2 |
382-5 |
382-5 |
375-4 |
|
R1 |
378-3 |
378-3 |
374-6 |
380-4 |
PP |
374-1 |
374-1 |
374-1 |
375-2 |
S1 |
369-7 |
369-7 |
373-2 |
372-0 |
S2 |
365-5 |
365-5 |
372-4 |
|
S3 |
357-1 |
361-3 |
371-5 |
|
S4 |
348-5 |
352-7 |
369-3 |
|
|
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 |
392-4 |
360-4 |
32-0 |
8.6% |
8-6 |
2.3% |
42% |
False |
False |
103,029 |
10 |
404-6 |
360-4 |
44-2 |
11.8% |
9-2 |
2.5% |
31% |
False |
False |
104,785 |
20 |
407-2 |
360-4 |
46-6 |
12.5% |
8-5 |
2.3% |
29% |
False |
False |
99,873 |
40 |
407-2 |
344-6 |
62-4 |
16.7% |
8-7 |
2.4% |
47% |
False |
False |
101,550 |
60 |
413-0 |
344-6 |
68-2 |
18.2% |
8-6 |
2.3% |
43% |
False |
False |
83,743 |
80 |
438-0 |
344-6 |
93-2 |
24.9% |
9-6 |
2.6% |
31% |
False |
False |
66,605 |
100 |
438-0 |
316-0 |
122-0 |
32.6% |
10-2 |
2.7% |
48% |
False |
False |
57,078 |
120 |
450-0 |
316-0 |
134-0 |
35.8% |
10-2 |
2.8% |
43% |
False |
False |
49,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
414-5 |
2.618 |
400-6 |
1.618 |
392-2 |
1.000 |
387-0 |
0.618 |
383-6 |
HIGH |
378-4 |
0.618 |
375-2 |
0.500 |
374-2 |
0.382 |
373-2 |
LOW |
370-0 |
0.618 |
364-6 |
1.000 |
361-4 |
1.618 |
356-2 |
2.618 |
347-6 |
4.250 |
333-7 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
374-2 |
373-7 |
PP |
374-1 |
373-7 |
S1 |
374-1 |
373-6 |
|