CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
376-6 |
381-0 |
4-2 |
1.1% |
367-0 |
High |
381-6 |
386-0 |
4-2 |
1.1% |
386-0 |
Low |
376-2 |
374-6 |
-1-4 |
-0.4% |
360-4 |
Close |
381-0 |
377-0 |
-4-0 |
-1.0% |
377-0 |
Range |
5-4 |
11-2 |
5-6 |
104.5% |
25-4 |
ATR |
9-7 |
10-0 |
0-1 |
1.0% |
0-0 |
Volume |
73,485 |
60,457 |
-13,028 |
-17.7% |
423,362 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-0 |
406-2 |
383-2 |
|
R3 |
401-6 |
395-0 |
380-1 |
|
R2 |
390-4 |
390-4 |
379-0 |
|
R1 |
383-6 |
383-6 |
378-0 |
381-4 |
PP |
379-2 |
379-2 |
379-2 |
378-1 |
S1 |
372-4 |
372-4 |
376-0 |
370-2 |
S2 |
368-0 |
368-0 |
375-0 |
|
S3 |
356-6 |
361-2 |
373-7 |
|
S4 |
345-4 |
350-0 |
370-6 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451-0 |
439-4 |
391-0 |
|
R3 |
425-4 |
414-0 |
384-0 |
|
R2 |
400-0 |
400-0 |
381-5 |
|
R1 |
388-4 |
388-4 |
379-3 |
394-2 |
PP |
374-4 |
374-4 |
374-4 |
377-3 |
S1 |
363-0 |
363-0 |
374-5 |
368-6 |
S2 |
349-0 |
349-0 |
372-3 |
|
S3 |
323-4 |
337-4 |
370-0 |
|
S4 |
298-0 |
312-0 |
363-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
386-0 |
360-4 |
25-4 |
6.8% |
8-5 |
2.3% |
65% |
True |
False |
84,672 |
10 |
397-4 |
360-4 |
37-0 |
9.8% |
8-3 |
2.2% |
45% |
False |
False |
96,913 |
20 |
407-2 |
360-4 |
46-6 |
12.4% |
9-0 |
2.4% |
35% |
False |
False |
99,532 |
40 |
407-2 |
344-6 |
62-4 |
16.6% |
8-4 |
2.2% |
52% |
False |
False |
99,491 |
60 |
407-2 |
344-6 |
62-4 |
16.6% |
8-5 |
2.3% |
52% |
False |
False |
86,791 |
80 |
438-0 |
344-6 |
93-2 |
24.7% |
9-4 |
2.5% |
35% |
False |
False |
69,143 |
100 |
438-0 |
316-0 |
122-0 |
32.4% |
10-2 |
2.7% |
50% |
False |
False |
59,034 |
120 |
449-6 |
316-0 |
133-6 |
35.5% |
10-1 |
2.7% |
46% |
False |
False |
50,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
433-6 |
2.618 |
415-4 |
1.618 |
404-2 |
1.000 |
397-2 |
0.618 |
393-0 |
HIGH |
386-0 |
0.618 |
381-6 |
0.500 |
380-3 |
0.382 |
379-0 |
LOW |
374-6 |
0.618 |
367-6 |
1.000 |
363-4 |
1.618 |
356-4 |
2.618 |
345-2 |
4.250 |
327-0 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
380-3 |
378-2 |
PP |
379-2 |
377-7 |
S1 |
378-1 |
377-3 |
|