CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
397-0 |
397-4 |
0-4 |
0.1% |
369-0 |
| High |
400-4 |
406-4 |
6-0 |
1.5% |
406-4 |
| Low |
389-0 |
396-4 |
7-4 |
1.9% |
367-0 |
| Close |
396-2 |
406-2 |
10-0 |
2.5% |
406-2 |
| Range |
11-4 |
10-0 |
-1-4 |
-13.0% |
39-4 |
| ATR |
10-3 |
10-3 |
0-0 |
-0.1% |
0-0 |
| Volume |
85,783 |
39,603 |
-46,180 |
-53.8% |
316,879 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
433-1 |
429-5 |
411-6 |
|
| R3 |
423-1 |
419-5 |
409-0 |
|
| R2 |
413-1 |
413-1 |
408-1 |
|
| R1 |
409-5 |
409-5 |
407-1 |
411-3 |
| PP |
403-1 |
403-1 |
403-1 |
404-0 |
| S1 |
399-5 |
399-5 |
405-3 |
401-3 |
| S2 |
393-1 |
393-1 |
404-3 |
|
| S3 |
383-1 |
389-5 |
403-4 |
|
| S4 |
373-1 |
379-5 |
400-6 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
511-6 |
498-4 |
428-0 |
|
| R3 |
472-2 |
459-0 |
417-1 |
|
| R2 |
432-6 |
432-6 |
413-4 |
|
| R1 |
419-4 |
419-4 |
409-7 |
426-1 |
| PP |
393-2 |
393-2 |
393-2 |
396-4 |
| S1 |
380-0 |
380-0 |
402-5 |
386-5 |
| S2 |
353-6 |
353-6 |
399-0 |
|
| S3 |
314-2 |
340-4 |
395-3 |
|
| S4 |
274-6 |
301-0 |
384-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
406-4 |
367-0 |
39-4 |
9.7% |
10-1 |
2.5% |
99% |
True |
False |
63,375 |
| 10 |
406-4 |
360-4 |
46-0 |
11.3% |
9-3 |
2.3% |
99% |
True |
False |
74,024 |
| 20 |
406-4 |
360-4 |
46-0 |
11.3% |
9-0 |
2.2% |
99% |
True |
False |
89,423 |
| 40 |
407-2 |
360-0 |
47-2 |
11.6% |
8-6 |
2.2% |
98% |
False |
False |
92,612 |
| 60 |
407-2 |
344-6 |
62-4 |
15.4% |
8-7 |
2.2% |
98% |
False |
False |
89,758 |
| 80 |
431-0 |
344-6 |
86-2 |
21.2% |
9-3 |
2.3% |
71% |
False |
False |
72,453 |
| 100 |
438-0 |
336-0 |
102-0 |
25.1% |
10-2 |
2.5% |
69% |
False |
False |
61,458 |
| 120 |
438-0 |
316-0 |
122-0 |
30.0% |
10-1 |
2.5% |
74% |
False |
False |
53,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
449-0 |
|
2.618 |
432-5 |
|
1.618 |
422-5 |
|
1.000 |
416-4 |
|
0.618 |
412-5 |
|
HIGH |
406-4 |
|
0.618 |
402-5 |
|
0.500 |
401-4 |
|
0.382 |
400-3 |
|
LOW |
396-4 |
|
0.618 |
390-3 |
|
1.000 |
386-4 |
|
1.618 |
380-3 |
|
2.618 |
370-3 |
|
4.250 |
354-0 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
404-5 |
401-6 |
| PP |
403-1 |
397-1 |
| S1 |
401-4 |
392-5 |
|