CME Pit-Traded Corn Future December 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 |
424-4 |
429-4 |
5-0 |
1.2% |
396-4 |
High |
434-4 |
432-0 |
-2-4 |
-0.6% |
434-4 |
Low |
423-4 |
420-6 |
-2-6 |
-0.6% |
396-0 |
Close |
433-2 |
425-4 |
-7-6 |
-1.8% |
433-2 |
Range |
11-0 |
11-2 |
0-2 |
2.3% |
38-4 |
ATR |
10-3 |
10-4 |
0-1 |
1.5% |
0-0 |
Volume |
48,093 |
37,861 |
-10,232 |
-21.3% |
178,347 |
|
Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
459-7 |
453-7 |
431-6 |
|
R3 |
448-5 |
442-5 |
428-5 |
|
R2 |
437-3 |
437-3 |
427-4 |
|
R1 |
431-3 |
431-3 |
426-4 |
428-6 |
PP |
426-1 |
426-1 |
426-1 |
424-6 |
S1 |
420-1 |
420-1 |
424-4 |
417-4 |
S2 |
414-7 |
414-7 |
423-4 |
|
S3 |
403-5 |
408-7 |
422-3 |
|
S4 |
392-3 |
397-5 |
419-2 |
|
|
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 |
400-2 |
34-2 |
8.0% |
10-7 |
2.6% |
74% |
False |
False |
36,818 |
10 |
434-4 |
396-0 |
38-4 |
9.0% |
9-4 |
2.2% |
77% |
False |
False |
34,199 |
20 |
437-0 |
390-4 |
46-4 |
10.9% |
9-0 |
2.1% |
75% |
False |
False |
29,110 |
40 |
437-4 |
390-4 |
47-0 |
11.0% |
8-3 |
2.0% |
74% |
False |
False |
27,258 |
60 |
437-4 |
375-4 |
62-0 |
14.6% |
8-1 |
1.9% |
81% |
False |
False |
23,492 |
80 |
459-4 |
375-4 |
84-0 |
19.7% |
8-6 |
2.1% |
60% |
False |
False |
21,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
479-6 |
2.618 |
461-4 |
1.618 |
450-2 |
1.000 |
443-2 |
0.618 |
439-0 |
HIGH |
432-0 |
0.618 |
427-6 |
0.500 |
426-3 |
0.382 |
425-0 |
LOW |
420-6 |
0.618 |
413-6 |
1.000 |
409-4 |
1.618 |
402-4 |
2.618 |
391-2 |
4.250 |
373-0 |
|
|
Fisher Pivots for day following 04-May-2009 |
Pivot |
1 day |
3 day |
R1 |
426-3 |
425-3 |
PP |
426-1 |
425-2 |
S1 |
425-6 |
425-1 |
|