CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
405-0 |
409-4 |
4-4 |
1.1% |
404-0 |
| High |
412-4 |
414-2 |
1-6 |
0.4% |
414-2 |
| Low |
401-4 |
409-4 |
8-0 |
2.0% |
391-0 |
| Close |
404-6 |
414-0 |
9-2 |
2.3% |
414-0 |
| Range |
11-0 |
4-6 |
-6-2 |
-56.8% |
23-2 |
| ATR |
10-1 |
10-1 |
0-0 |
-0.5% |
0-0 |
| Volume |
6,446 |
4,562 |
-1,884 |
-29.2% |
47,504 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
426-7 |
425-1 |
416-5 |
|
| R3 |
422-1 |
420-3 |
415-2 |
|
| R2 |
417-3 |
417-3 |
414-7 |
|
| R1 |
415-5 |
415-5 |
414-3 |
416-4 |
| PP |
412-5 |
412-5 |
412-5 |
413-0 |
| S1 |
410-7 |
410-7 |
413-5 |
411-6 |
| S2 |
407-7 |
407-7 |
413-1 |
|
| S3 |
403-1 |
406-1 |
412-6 |
|
| S4 |
398-3 |
401-3 |
411-3 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
476-1 |
468-3 |
426-6 |
|
| R3 |
452-7 |
445-1 |
420-3 |
|
| R2 |
429-5 |
429-5 |
418-2 |
|
| R1 |
421-7 |
421-7 |
416-1 |
425-6 |
| PP |
406-3 |
406-3 |
406-3 |
408-3 |
| S1 |
398-5 |
398-5 |
411-7 |
402-4 |
| S2 |
383-1 |
383-1 |
409-6 |
|
| S3 |
359-7 |
375-3 |
407-5 |
|
| S4 |
336-5 |
352-1 |
401-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
414-2 |
391-0 |
23-2 |
5.6% |
8-1 |
2.0% |
99% |
True |
False |
9,500 |
| 10 |
414-2 |
367-0 |
47-2 |
11.4% |
9-1 |
2.2% |
99% |
True |
False |
36,438 |
| 20 |
414-2 |
360-4 |
53-6 |
13.0% |
8-6 |
2.1% |
100% |
True |
False |
66,675 |
| 40 |
414-2 |
360-4 |
53-6 |
13.0% |
8-3 |
2.0% |
100% |
True |
False |
82,361 |
| 60 |
414-2 |
344-6 |
69-4 |
16.8% |
8-6 |
2.1% |
100% |
True |
False |
86,063 |
| 80 |
414-2 |
344-6 |
69-4 |
16.8% |
9-2 |
2.2% |
100% |
True |
False |
71,882 |
| 100 |
438-0 |
344-6 |
93-2 |
22.5% |
9-7 |
2.4% |
74% |
False |
False |
60,628 |
| 120 |
438-0 |
316-0 |
122-0 |
29.5% |
10-0 |
2.4% |
80% |
False |
False |
53,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
434-4 |
|
2.618 |
426-5 |
|
1.618 |
421-7 |
|
1.000 |
419-0 |
|
0.618 |
417-1 |
|
HIGH |
414-2 |
|
0.618 |
412-3 |
|
0.500 |
411-7 |
|
0.382 |
411-3 |
|
LOW |
409-4 |
|
0.618 |
406-5 |
|
1.000 |
404-6 |
|
1.618 |
401-7 |
|
2.618 |
397-1 |
|
4.250 |
389-2 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
413-2 |
411-2 |
| PP |
412-5 |
408-4 |
| S1 |
411-7 |
405-6 |
|