CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 04-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
Open |
414-0 |
419-2 |
5-2 |
1.3% |
386-0 |
High |
422-4 |
421-2 |
-1-2 |
-0.3% |
422-4 |
Low |
413-2 |
410-2 |
-3-0 |
-0.7% |
386-0 |
Close |
422-4 |
414-4 |
-8-0 |
-1.9% |
422-4 |
Range |
9-2 |
11-0 |
1-6 |
18.9% |
36-4 |
ATR |
8-7 |
9-1 |
0-2 |
2.7% |
0-0 |
Volume |
23,868 |
11,800 |
-12,068 |
-50.6% |
79,028 |
|
Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
448-3 |
442-3 |
420-4 |
|
R3 |
437-3 |
431-3 |
417-4 |
|
R2 |
426-3 |
426-3 |
416-4 |
|
R1 |
420-3 |
420-3 |
415-4 |
417-7 |
PP |
415-3 |
415-3 |
415-3 |
414-0 |
S1 |
409-3 |
409-3 |
413-4 |
406-7 |
S2 |
404-3 |
404-3 |
412-4 |
|
S3 |
393-3 |
398-3 |
411-4 |
|
S4 |
382-3 |
387-3 |
408-4 |
|
|
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 |
389-0 |
33-4 |
8.1% |
9-6 |
2.3% |
76% |
False |
False |
15,806 |
10 |
422-4 |
386-0 |
36-4 |
8.8% |
8-0 |
1.9% |
78% |
False |
False |
16,146 |
20 |
424-4 |
380-2 |
44-2 |
10.7% |
6-5 |
1.6% |
77% |
False |
False |
13,816 |
40 |
425-6 |
380-2 |
45-4 |
11.0% |
6-1 |
1.5% |
75% |
False |
False |
11,000 |
60 |
425-6 |
363-4 |
62-2 |
15.0% |
5-6 |
1.4% |
82% |
False |
False |
9,343 |
80 |
447-0 |
363-4 |
83-4 |
20.1% |
5-6 |
1.4% |
61% |
False |
False |
7,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
468-0 |
2.618 |
450-0 |
1.618 |
439-0 |
1.000 |
432-2 |
0.618 |
428-0 |
HIGH |
421-2 |
0.618 |
417-0 |
0.500 |
415-6 |
0.382 |
414-4 |
LOW |
410-2 |
0.618 |
403-4 |
1.000 |
399-2 |
1.618 |
392-4 |
2.618 |
381-4 |
4.250 |
363-4 |
|
|
Fisher Pivots for day following 04-May-2009 |
Pivot |
1 day |
3 day |
R1 |
415-6 |
414-6 |
PP |
415-3 |
414-5 |
S1 |
414-7 |
414-5 |
|