CME Pit-Traded Corn Future September 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 |
414-2 |
414-0 |
-0-2 |
-0.1% |
386-0 |
High |
417-0 |
422-4 |
5-4 |
1.3% |
422-4 |
Low |
407-0 |
413-2 |
6-2 |
1.5% |
386-0 |
Close |
412-4 |
422-4 |
10-0 |
2.4% |
422-4 |
Range |
10-0 |
9-2 |
-0-6 |
-7.5% |
36-4 |
ATR |
8-6 |
8-7 |
0-1 |
1.0% |
0-0 |
Volume |
21,653 |
23,868 |
2,215 |
10.2% |
79,028 |
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-1 |
444-1 |
427-5 |
|
R3 |
437-7 |
434-7 |
425-0 |
|
R2 |
428-5 |
428-5 |
424-2 |
|
R1 |
425-5 |
425-5 |
423-3 |
427-1 |
PP |
419-3 |
419-3 |
419-3 |
420-2 |
S1 |
416-3 |
416-3 |
421-5 |
417-7 |
S2 |
410-1 |
410-1 |
420-6 |
|
S3 |
400-7 |
407-1 |
420-0 |
|
S4 |
391-5 |
397-7 |
417-3 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
519-7 |
507-5 |
442-5 |
|
R3 |
483-3 |
471-1 |
432-4 |
|
R2 |
446-7 |
446-7 |
429-2 |
|
R1 |
434-5 |
434-5 |
425-7 |
440-6 |
PP |
410-3 |
410-3 |
410-3 |
413-3 |
S1 |
398-1 |
398-1 |
419-1 |
404-2 |
S2 |
373-7 |
373-7 |
415-6 |
|
S3 |
337-3 |
361-5 |
412-4 |
|
S4 |
300-7 |
325-1 |
402-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
422-4 |
386-0 |
36-4 |
8.6% |
8-6 |
2.1% |
100% |
True |
False |
15,805 |
10 |
422-4 |
380-2 |
42-2 |
10.0% |
7-5 |
1.8% |
100% |
True |
False |
15,858 |
20 |
424-4 |
380-2 |
44-2 |
10.5% |
6-2 |
1.5% |
95% |
False |
False |
13,845 |
40 |
425-6 |
378-0 |
47-6 |
11.3% |
6-0 |
1.4% |
93% |
False |
False |
10,866 |
60 |
425-6 |
363-4 |
62-2 |
14.7% |
5-5 |
1.3% |
95% |
False |
False |
9,236 |
80 |
450-0 |
363-4 |
86-4 |
20.5% |
5-5 |
1.3% |
68% |
False |
False |
7,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
461-6 |
2.618 |
446-6 |
1.618 |
437-4 |
1.000 |
431-6 |
0.618 |
428-2 |
HIGH |
422-4 |
0.618 |
419-0 |
0.500 |
417-7 |
0.382 |
416-6 |
LOW |
413-2 |
0.618 |
407-4 |
1.000 |
404-0 |
1.618 |
398-2 |
2.618 |
389-0 |
4.250 |
374-0 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
421-0 |
418-3 |
PP |
419-3 |
414-1 |
S1 |
417-7 |
410-0 |
|