CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
400-0 |
400-0 |
0-0 |
0.0% |
369-0 |
High |
400-0 |
402-0 |
2-0 |
0.5% |
406-4 |
Low |
391-0 |
397-2 |
6-2 |
1.6% |
367-0 |
Close |
398-4 |
400-6 |
2-2 |
0.6% |
406-2 |
Range |
9-0 |
4-6 |
-4-2 |
-47.2% |
39-4 |
ATR |
10-4 |
10-0 |
-0-3 |
-3.9% |
0-0 |
Volume |
13,703 |
7,754 |
-5,949 |
-43.4% |
316,879 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414-2 |
412-2 |
403-3 |
|
R3 |
409-4 |
407-4 |
402-0 |
|
R2 |
404-6 |
404-6 |
401-5 |
|
R1 |
402-6 |
402-6 |
401-1 |
403-6 |
PP |
400-0 |
400-0 |
400-0 |
400-4 |
S1 |
398-0 |
398-0 |
400-3 |
399-0 |
S2 |
395-2 |
395-2 |
399-7 |
|
S3 |
390-4 |
393-2 |
399-4 |
|
S4 |
385-6 |
388-4 |
398-1 |
|
|
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 |
389-0 |
17-4 |
4.4% |
9-2 |
2.3% |
67% |
False |
False |
32,376 |
10 |
406-4 |
367-0 |
39-4 |
9.9% |
9-2 |
2.3% |
85% |
False |
False |
48,731 |
20 |
406-4 |
360-4 |
46-0 |
11.5% |
9-2 |
2.3% |
88% |
False |
False |
77,747 |
40 |
407-2 |
360-4 |
46-6 |
11.7% |
9-0 |
2.2% |
86% |
False |
False |
87,790 |
60 |
407-2 |
344-6 |
62-4 |
15.6% |
8-6 |
2.2% |
90% |
False |
False |
87,825 |
80 |
413-0 |
344-6 |
68-2 |
17.0% |
9-3 |
2.3% |
82% |
False |
False |
72,352 |
100 |
438-0 |
344-6 |
93-2 |
23.3% |
10-2 |
2.6% |
60% |
False |
False |
60,781 |
120 |
438-0 |
316-0 |
122-0 |
30.4% |
10-1 |
2.5% |
69% |
False |
False |
53,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
422-2 |
2.618 |
414-3 |
1.618 |
409-5 |
1.000 |
406-6 |
0.618 |
404-7 |
HIGH |
402-0 |
0.618 |
400-1 |
0.500 |
399-5 |
0.382 |
399-1 |
LOW |
397-2 |
0.618 |
394-3 |
1.000 |
392-4 |
1.618 |
389-5 |
2.618 |
384-7 |
4.250 |
377-0 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
400-3 |
399-7 |
PP |
400-0 |
398-7 |
S1 |
399-5 |
398-0 |
|