CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
369-0 |
372-0 |
3-0 |
0.8% |
367-0 |
| High |
375-0 |
377-2 |
2-2 |
0.6% |
386-0 |
| Low |
367-0 |
371-0 |
4-0 |
1.1% |
360-4 |
| Close |
372-2 |
375-0 |
2-6 |
0.7% |
377-0 |
| Range |
8-0 |
6-2 |
-1-6 |
-21.9% |
25-4 |
| ATR |
10-0 |
9-6 |
-0-2 |
-2.7% |
0-0 |
| Volume |
66,402 |
58,255 |
-8,147 |
-12.3% |
423,362 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
393-1 |
390-3 |
378-4 |
|
| R3 |
386-7 |
384-1 |
376-6 |
|
| R2 |
380-5 |
380-5 |
376-1 |
|
| R1 |
377-7 |
377-7 |
375-5 |
379-2 |
| PP |
374-3 |
374-3 |
374-3 |
375-1 |
| S1 |
371-5 |
371-5 |
374-3 |
373-0 |
| S2 |
368-1 |
368-1 |
373-7 |
|
| S3 |
361-7 |
365-3 |
373-2 |
|
| S4 |
355-5 |
359-1 |
371-4 |
|
|
| 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% |
7-6 |
2.1% |
42% |
False |
False |
69,943 |
| 10 |
392-4 |
360-4 |
32-0 |
8.5% |
8-2 |
2.2% |
45% |
False |
False |
86,486 |
| 20 |
407-2 |
360-4 |
46-6 |
12.5% |
9-2 |
2.5% |
31% |
False |
False |
99,984 |
| 40 |
407-2 |
347-0 |
60-2 |
16.1% |
8-3 |
2.2% |
46% |
False |
False |
96,204 |
| 60 |
407-2 |
344-6 |
62-4 |
16.7% |
8-6 |
2.3% |
48% |
False |
False |
88,169 |
| 80 |
438-0 |
344-6 |
93-2 |
24.9% |
9-3 |
2.5% |
32% |
False |
False |
70,461 |
| 100 |
438-0 |
316-0 |
122-0 |
32.5% |
10-2 |
2.7% |
48% |
False |
False |
60,102 |
| 120 |
449-6 |
316-0 |
133-6 |
35.7% |
10-0 |
2.7% |
44% |
False |
False |
51,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
403-6 |
|
2.618 |
393-5 |
|
1.618 |
387-3 |
|
1.000 |
383-4 |
|
0.618 |
381-1 |
|
HIGH |
377-2 |
|
0.618 |
374-7 |
|
0.500 |
374-1 |
|
0.382 |
373-3 |
|
LOW |
371-0 |
|
0.618 |
367-1 |
|
1.000 |
364-6 |
|
1.618 |
360-7 |
|
2.618 |
354-5 |
|
4.250 |
344-4 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
374-6 |
376-4 |
| PP |
374-3 |
376-0 |
| S1 |
374-1 |
375-4 |
|