CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
379-4 |
397-0 |
17-4 |
4.6% |
367-0 |
| High |
393-4 |
400-4 |
7-0 |
1.8% |
386-0 |
| Low |
378-6 |
389-0 |
10-2 |
2.7% |
360-4 |
| Close |
393-0 |
396-2 |
3-2 |
0.8% |
377-0 |
| Range |
14-6 |
11-4 |
-3-2 |
-22.0% |
25-4 |
| ATR |
10-3 |
10-3 |
0-1 |
0.8% |
0-0 |
| Volume |
66,836 |
85,783 |
18,947 |
28.3% |
423,362 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
429-6 |
424-4 |
402-5 |
|
| R3 |
418-2 |
413-0 |
399-3 |
|
| R2 |
406-6 |
406-6 |
398-3 |
|
| R1 |
401-4 |
401-4 |
397-2 |
398-3 |
| PP |
395-2 |
395-2 |
395-2 |
393-6 |
| S1 |
390-0 |
390-0 |
395-2 |
386-7 |
| S2 |
383-6 |
383-6 |
394-1 |
|
| S3 |
372-2 |
378-4 |
393-1 |
|
| S4 |
360-6 |
367-0 |
389-7 |
|
|
| 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 |
400-4 |
367-0 |
33-4 |
8.5% |
10-3 |
2.6% |
87% |
True |
False |
67,546 |
| 10 |
400-4 |
360-4 |
40-0 |
10.1% |
9-4 |
2.4% |
89% |
True |
False |
77,814 |
| 20 |
407-2 |
360-4 |
46-6 |
11.8% |
8-7 |
2.2% |
76% |
False |
False |
94,434 |
| 40 |
407-2 |
355-4 |
51-6 |
13.1% |
8-5 |
2.2% |
79% |
False |
False |
94,676 |
| 60 |
407-2 |
344-6 |
62-4 |
15.8% |
8-7 |
2.2% |
82% |
False |
False |
89,465 |
| 80 |
438-0 |
344-6 |
93-2 |
23.5% |
9-3 |
2.4% |
55% |
False |
False |
72,178 |
| 100 |
438-0 |
316-0 |
122-0 |
30.8% |
10-3 |
2.6% |
66% |
False |
False |
61,180 |
| 120 |
438-0 |
316-0 |
122-0 |
30.8% |
10-1 |
2.5% |
66% |
False |
False |
53,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
449-3 |
|
2.618 |
430-5 |
|
1.618 |
419-1 |
|
1.000 |
412-0 |
|
0.618 |
407-5 |
|
HIGH |
400-4 |
|
0.618 |
396-1 |
|
0.500 |
394-6 |
|
0.382 |
393-3 |
|
LOW |
389-0 |
|
0.618 |
381-7 |
|
1.000 |
377-4 |
|
1.618 |
370-3 |
|
2.618 |
358-7 |
|
4.250 |
340-1 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
395-6 |
392-6 |
| PP |
395-2 |
389-2 |
| S1 |
394-6 |
385-6 |
|