CME Pit-Traded Corn Future December 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 |
425-4 |
424-4 |
-1-0 |
-0.2% |
396-4 |
High |
427-6 |
434-4 |
6-6 |
1.6% |
434-4 |
Low |
415-6 |
423-4 |
7-6 |
1.9% |
396-0 |
Close |
423-2 |
433-2 |
10-0 |
2.4% |
433-2 |
Range |
12-0 |
11-0 |
-1-0 |
-8.3% |
38-4 |
ATR |
10-2 |
10-3 |
0-1 |
0.7% |
0-0 |
Volume |
38,547 |
48,093 |
9,546 |
24.8% |
178,347 |
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463-3 |
459-3 |
439-2 |
|
R3 |
452-3 |
448-3 |
436-2 |
|
R2 |
441-3 |
441-3 |
435-2 |
|
R1 |
437-3 |
437-3 |
434-2 |
439-3 |
PP |
430-3 |
430-3 |
430-3 |
431-4 |
S1 |
426-3 |
426-3 |
432-2 |
428-3 |
S2 |
419-3 |
419-3 |
431-2 |
|
S3 |
408-3 |
415-3 |
430-2 |
|
S4 |
397-3 |
404-3 |
427-2 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
536-6 |
523-4 |
454-3 |
|
R3 |
498-2 |
485-0 |
443-7 |
|
R2 |
459-6 |
459-6 |
440-2 |
|
R1 |
446-4 |
446-4 |
436-6 |
453-1 |
PP |
421-2 |
421-2 |
421-2 |
424-4 |
S1 |
408-0 |
408-0 |
429-6 |
414-5 |
S2 |
382-6 |
382-6 |
426-2 |
|
S3 |
344-2 |
369-4 |
422-5 |
|
S4 |
305-6 |
331-0 |
412-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
434-4 |
396-0 |
38-4 |
8.9% |
10-2 |
2.4% |
97% |
True |
False |
35,669 |
10 |
434-4 |
390-4 |
44-0 |
10.2% |
9-3 |
2.2% |
97% |
True |
False |
33,409 |
20 |
437-0 |
390-4 |
46-4 |
10.7% |
8-6 |
2.0% |
92% |
False |
False |
28,515 |
40 |
437-4 |
389-4 |
48-0 |
11.1% |
8-1 |
1.9% |
91% |
False |
False |
26,680 |
60 |
437-4 |
375-4 |
62-0 |
14.3% |
8-1 |
1.9% |
93% |
False |
False |
23,264 |
80 |
463-4 |
375-4 |
88-0 |
20.3% |
8-5 |
2.0% |
66% |
False |
False |
21,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
481-2 |
2.618 |
463-2 |
1.618 |
452-2 |
1.000 |
445-4 |
0.618 |
441-2 |
HIGH |
434-4 |
0.618 |
430-2 |
0.500 |
429-0 |
0.382 |
427-6 |
LOW |
423-4 |
0.618 |
416-6 |
1.000 |
412-4 |
1.618 |
405-6 |
2.618 |
394-6 |
4.250 |
376-6 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
431-7 |
429-2 |
PP |
430-3 |
425-1 |
S1 |
429-0 |
421-1 |
|