CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
405-6 |
400-4 |
-5-2 |
-1.3% |
420-6 |
High |
407-4 |
404-4 |
-3-0 |
-0.7% |
421-0 |
Low |
405-6 |
400-4 |
-5-2 |
-1.3% |
404-6 |
Close |
407-0 |
406-0 |
-1-0 |
-0.2% |
407-0 |
Range |
1-6 |
4-0 |
2-2 |
128.6% |
16-2 |
ATR |
7-4 |
7-3 |
-0-1 |
-0.9% |
0-0 |
Volume |
3,979 |
4,165 |
186 |
4.7% |
30,338 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
415-5 |
414-7 |
408-2 |
|
R3 |
411-5 |
410-7 |
407-1 |
|
R2 |
407-5 |
407-5 |
406-6 |
|
R1 |
406-7 |
406-7 |
406-3 |
407-2 |
PP |
403-5 |
403-5 |
403-5 |
403-7 |
S1 |
402-7 |
402-7 |
405-5 |
403-2 |
S2 |
399-5 |
399-5 |
405-2 |
|
S3 |
395-5 |
398-7 |
404-7 |
|
S4 |
391-5 |
394-7 |
403-6 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
459-5 |
449-5 |
416-0 |
|
R3 |
443-3 |
433-3 |
411-4 |
|
R2 |
427-1 |
427-1 |
410-0 |
|
R1 |
417-1 |
417-1 |
408-4 |
414-0 |
PP |
410-7 |
410-7 |
410-7 |
409-3 |
S1 |
400-7 |
400-7 |
405-4 |
397-6 |
S2 |
394-5 |
394-5 |
404-0 |
|
S3 |
378-3 |
384-5 |
402-4 |
|
S4 |
362-1 |
368-3 |
398-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
421-4 |
2.618 |
415-0 |
1.618 |
411-0 |
1.000 |
408-4 |
0.618 |
407-0 |
HIGH |
404-4 |
0.618 |
403-0 |
0.500 |
402-4 |
0.382 |
402-0 |
LOW |
400-4 |
0.618 |
398-0 |
1.000 |
396-4 |
1.618 |
394-0 |
2.618 |
390-0 |
4.250 |
383-4 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
404-7 |
405-6 |
PP |
403-5 |
405-4 |
S1 |
402-4 |
405-2 |
|