CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
378-0 |
376-6 |
-1-2 |
-0.3% |
384-4 |
High |
378-0 |
381-6 |
3-6 |
1.0% |
397-4 |
Low |
370-4 |
376-2 |
5-6 |
1.6% |
376-2 |
Close |
373-4 |
381-0 |
7-4 |
2.0% |
376-2 |
Range |
7-4 |
5-4 |
-2-0 |
-26.7% |
21-2 |
ATR |
10-0 |
9-7 |
-0-1 |
-1.3% |
0-0 |
Volume |
91,117 |
73,485 |
-17,632 |
-19.4% |
545,770 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-1 |
394-1 |
384-0 |
|
R3 |
390-5 |
388-5 |
382-4 |
|
R2 |
385-1 |
385-1 |
382-0 |
|
R1 |
383-1 |
383-1 |
381-4 |
384-1 |
PP |
379-5 |
379-5 |
379-5 |
380-2 |
S1 |
377-5 |
377-5 |
380-4 |
378-5 |
S2 |
374-1 |
374-1 |
380-0 |
|
S3 |
368-5 |
372-1 |
379-4 |
|
S4 |
363-1 |
366-5 |
378-0 |
|
|
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 |
7.0% |
8-4 |
2.2% |
77% |
False |
False |
88,082 |
10 |
404-6 |
360-4 |
44-2 |
11.6% |
8-6 |
2.3% |
46% |
False |
False |
103,553 |
20 |
407-2 |
360-4 |
46-6 |
12.3% |
8-5 |
2.3% |
44% |
False |
False |
100,036 |
40 |
407-2 |
344-6 |
62-4 |
16.4% |
8-4 |
2.2% |
58% |
False |
False |
101,541 |
60 |
407-2 |
344-6 |
62-4 |
16.4% |
8-5 |
2.3% |
58% |
False |
False |
86,030 |
80 |
438-0 |
344-6 |
93-2 |
24.5% |
9-6 |
2.5% |
39% |
False |
False |
68,490 |
100 |
438-0 |
316-0 |
122-0 |
32.0% |
10-2 |
2.7% |
53% |
False |
False |
58,530 |
120 |
449-6 |
316-0 |
133-6 |
35.1% |
10-1 |
2.7% |
49% |
False |
False |
50,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
405-1 |
2.618 |
396-1 |
1.618 |
390-5 |
1.000 |
387-2 |
0.618 |
385-1 |
HIGH |
381-6 |
0.618 |
379-5 |
0.500 |
379-0 |
0.382 |
378-3 |
LOW |
376-2 |
0.618 |
372-7 |
1.000 |
370-6 |
1.618 |
367-3 |
2.618 |
361-7 |
4.250 |
352-7 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
380-3 |
379-2 |
PP |
379-5 |
377-5 |
S1 |
379-0 |
375-7 |
|