CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
381-0 |
369-0 |
-12-0 |
-3.1% |
367-0 |
| High |
386-0 |
375-0 |
-11-0 |
-2.8% |
386-0 |
| Low |
374-6 |
367-0 |
-7-6 |
-2.1% |
360-4 |
| Close |
377-0 |
372-2 |
-4-6 |
-1.3% |
377-0 |
| Range |
11-2 |
8-0 |
-3-2 |
-28.9% |
25-4 |
| ATR |
10-0 |
10-0 |
0-0 |
0.0% |
0-0 |
| Volume |
60,457 |
66,402 |
5,945 |
9.8% |
423,362 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
395-3 |
391-7 |
376-5 |
|
| R3 |
387-3 |
383-7 |
374-4 |
|
| R2 |
379-3 |
379-3 |
373-6 |
|
| R1 |
375-7 |
375-7 |
373-0 |
377-5 |
| PP |
371-3 |
371-3 |
371-3 |
372-2 |
| S1 |
367-7 |
367-7 |
371-4 |
369-5 |
| S2 |
363-3 |
363-3 |
370-6 |
|
| S3 |
355-3 |
359-7 |
370-0 |
|
| S4 |
347-3 |
351-7 |
367-7 |
|
|
| 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 |
367-0 |
19-0 |
5.1% |
8-1 |
2.2% |
28% |
False |
True |
80,828 |
| 10 |
397-4 |
360-4 |
37-0 |
9.9% |
8-4 |
2.3% |
32% |
False |
False |
89,232 |
| 20 |
407-2 |
360-4 |
46-6 |
12.6% |
9-2 |
2.5% |
25% |
False |
False |
99,779 |
| 40 |
407-2 |
344-6 |
62-4 |
16.8% |
8-3 |
2.3% |
44% |
False |
False |
97,838 |
| 60 |
407-2 |
344-6 |
62-4 |
16.8% |
8-6 |
2.3% |
44% |
False |
False |
87,692 |
| 80 |
438-0 |
344-6 |
93-2 |
25.1% |
9-4 |
2.6% |
29% |
False |
False |
69,818 |
| 100 |
438-0 |
316-0 |
122-0 |
32.8% |
10-2 |
2.8% |
46% |
False |
False |
59,651 |
| 120 |
449-6 |
316-0 |
133-6 |
35.9% |
10-1 |
2.7% |
42% |
False |
False |
51,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
409-0 |
|
2.618 |
396-0 |
|
1.618 |
388-0 |
|
1.000 |
383-0 |
|
0.618 |
380-0 |
|
HIGH |
375-0 |
|
0.618 |
372-0 |
|
0.500 |
371-0 |
|
0.382 |
370-0 |
|
LOW |
367-0 |
|
0.618 |
362-0 |
|
1.000 |
359-0 |
|
1.618 |
354-0 |
|
2.618 |
346-0 |
|
4.250 |
333-0 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
371-7 |
376-4 |
| PP |
371-3 |
375-1 |
| S1 |
371-0 |
373-5 |
|