CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
404-0 |
400-0 |
-4-0 |
-1.0% |
369-0 |
| High |
405-0 |
400-0 |
-5-0 |
-1.2% |
406-4 |
| Low |
393-6 |
391-0 |
-2-6 |
-0.7% |
367-0 |
| Close |
398-0 |
398-4 |
0-4 |
0.1% |
406-2 |
| Range |
11-2 |
9-0 |
-2-2 |
-20.0% |
39-4 |
| ATR |
10-5 |
10-4 |
-0-1 |
-1.1% |
0-0 |
| Volume |
15,039 |
13,703 |
-1,336 |
-8.9% |
316,879 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
423-4 |
420-0 |
403-4 |
|
| R3 |
414-4 |
411-0 |
401-0 |
|
| R2 |
405-4 |
405-4 |
400-1 |
|
| R1 |
402-0 |
402-0 |
399-3 |
399-2 |
| PP |
396-4 |
396-4 |
396-4 |
395-1 |
| S1 |
393-0 |
393-0 |
397-5 |
390-2 |
| S2 |
387-4 |
387-4 |
396-7 |
|
| S3 |
378-4 |
384-0 |
396-0 |
|
| S4 |
369-4 |
375-0 |
393-4 |
|
|
| 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 |
378-6 |
27-6 |
7.0% |
11-2 |
2.8% |
71% |
False |
False |
44,192 |
| 10 |
406-4 |
367-0 |
39-4 |
9.9% |
9-4 |
2.4% |
80% |
False |
False |
57,068 |
| 20 |
406-4 |
360-4 |
46-0 |
11.5% |
9-3 |
2.4% |
83% |
False |
False |
80,926 |
| 40 |
407-2 |
360-4 |
46-6 |
11.7% |
9-0 |
2.3% |
81% |
False |
False |
89,435 |
| 60 |
407-2 |
344-6 |
62-4 |
15.7% |
8-7 |
2.2% |
86% |
False |
False |
88,589 |
| 80 |
428-0 |
344-6 |
83-2 |
20.9% |
9-3 |
2.4% |
65% |
False |
False |
72,420 |
| 100 |
438-0 |
344-2 |
93-6 |
23.5% |
10-2 |
2.6% |
58% |
False |
False |
60,835 |
| 120 |
438-0 |
316-0 |
122-0 |
30.6% |
10-1 |
2.5% |
68% |
False |
False |
53,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
438-2 |
|
2.618 |
423-4 |
|
1.618 |
414-4 |
|
1.000 |
409-0 |
|
0.618 |
405-4 |
|
HIGH |
400-0 |
|
0.618 |
396-4 |
|
0.500 |
395-4 |
|
0.382 |
394-4 |
|
LOW |
391-0 |
|
0.618 |
385-4 |
|
1.000 |
382-0 |
|
1.618 |
376-4 |
|
2.618 |
367-4 |
|
4.250 |
352-6 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
397-4 |
398-6 |
| PP |
396-4 |
398-5 |
| S1 |
395-4 |
398-5 |
|