CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
370-0 |
378-0 |
8-0 |
2.2% |
384-4 |
High |
378-4 |
378-0 |
-0-4 |
-0.1% |
397-4 |
Low |
370-0 |
370-4 |
0-4 |
0.1% |
376-2 |
Close |
374-0 |
373-4 |
-0-4 |
-0.1% |
376-2 |
Range |
8-4 |
7-4 |
-1-0 |
-11.8% |
21-2 |
ATR |
10-2 |
10-0 |
-0-2 |
-1.9% |
0-0 |
Volume |
112,679 |
91,117 |
-21,562 |
-19.1% |
545,770 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-4 |
392-4 |
377-5 |
|
R3 |
389-0 |
385-0 |
375-4 |
|
R2 |
381-4 |
381-4 |
374-7 |
|
R1 |
377-4 |
377-4 |
374-2 |
375-6 |
PP |
374-0 |
374-0 |
374-0 |
373-1 |
S1 |
370-0 |
370-0 |
372-6 |
368-2 |
S2 |
366-4 |
366-4 |
372-1 |
|
S3 |
359-0 |
362-4 |
371-4 |
|
S4 |
351-4 |
355-0 |
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 |
387-0 |
360-4 |
26-4 |
7.1% |
8-5 |
2.3% |
49% |
False |
False |
91,041 |
10 |
404-6 |
360-4 |
44-2 |
11.8% |
9-2 |
2.5% |
29% |
False |
False |
106,763 |
20 |
407-2 |
360-4 |
46-6 |
12.5% |
8-5 |
2.3% |
28% |
False |
False |
99,908 |
40 |
407-2 |
344-6 |
62-4 |
16.7% |
8-7 |
2.4% |
46% |
False |
False |
101,853 |
60 |
407-2 |
344-6 |
62-4 |
16.7% |
8-6 |
2.3% |
46% |
False |
False |
85,065 |
80 |
438-0 |
344-6 |
93-2 |
25.0% |
9-6 |
2.6% |
31% |
False |
False |
67,640 |
100 |
438-0 |
316-0 |
122-0 |
32.7% |
10-2 |
2.7% |
47% |
False |
False |
57,898 |
120 |
450-0 |
316-0 |
134-0 |
35.9% |
10-2 |
2.7% |
43% |
False |
False |
49,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
409-7 |
2.618 |
397-5 |
1.618 |
390-1 |
1.000 |
385-4 |
0.618 |
382-5 |
HIGH |
378-0 |
0.618 |
375-1 |
0.500 |
374-2 |
0.382 |
373-3 |
LOW |
370-4 |
0.618 |
365-7 |
1.000 |
363-0 |
1.618 |
358-3 |
2.618 |
350-7 |
4.250 |
338-5 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
374-2 |
372-1 |
PP |
374-0 |
370-7 |
S1 |
373-6 |
369-4 |
|