CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
372-0 |
379-4 |
7-4 |
2.0% |
367-0 |
| High |
377-2 |
393-4 |
16-2 |
4.3% |
386-0 |
| Low |
371-0 |
378-6 |
7-6 |
2.1% |
360-4 |
| Close |
375-0 |
393-0 |
18-0 |
4.8% |
377-0 |
| Range |
6-2 |
14-6 |
8-4 |
136.0% |
25-4 |
| ATR |
9-6 |
10-3 |
0-5 |
6.4% |
0-0 |
| Volume |
58,255 |
66,836 |
8,581 |
14.7% |
423,362 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
432-5 |
427-5 |
401-1 |
|
| R3 |
417-7 |
412-7 |
397-0 |
|
| R2 |
403-1 |
403-1 |
395-6 |
|
| R1 |
398-1 |
398-1 |
394-3 |
400-5 |
| PP |
388-3 |
388-3 |
388-3 |
389-6 |
| S1 |
383-3 |
383-3 |
391-5 |
385-7 |
| S2 |
373-5 |
373-5 |
390-2 |
|
| S3 |
358-7 |
368-5 |
389-0 |
|
| S4 |
344-1 |
353-7 |
384-7 |
|
|
| 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 |
393-4 |
367-0 |
26-4 |
6.7% |
9-1 |
2.3% |
98% |
True |
False |
65,087 |
| 10 |
393-4 |
360-4 |
33-0 |
8.4% |
8-7 |
2.3% |
98% |
True |
False |
78,064 |
| 20 |
407-2 |
360-4 |
46-6 |
11.9% |
8-6 |
2.2% |
70% |
False |
False |
99,170 |
| 40 |
407-2 |
355-4 |
51-6 |
13.2% |
8-5 |
2.2% |
72% |
False |
False |
94,965 |
| 60 |
407-2 |
344-6 |
62-4 |
15.9% |
8-7 |
2.2% |
77% |
False |
False |
88,771 |
| 80 |
438-0 |
344-6 |
93-2 |
23.7% |
9-3 |
2.4% |
52% |
False |
False |
71,162 |
| 100 |
438-0 |
316-0 |
122-0 |
31.0% |
10-3 |
2.6% |
63% |
False |
False |
60,535 |
| 120 |
438-0 |
316-0 |
122-0 |
31.0% |
10-1 |
2.6% |
63% |
False |
False |
52,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
456-2 |
|
2.618 |
432-1 |
|
1.618 |
417-3 |
|
1.000 |
408-2 |
|
0.618 |
402-5 |
|
HIGH |
393-4 |
|
0.618 |
387-7 |
|
0.500 |
386-1 |
|
0.382 |
384-3 |
|
LOW |
378-6 |
|
0.618 |
369-5 |
|
1.000 |
364-0 |
|
1.618 |
354-7 |
|
2.618 |
340-1 |
|
4.250 |
316-0 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
390-6 |
388-6 |
| PP |
388-3 |
384-4 |
| S1 |
386-1 |
380-2 |
|