CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
417-6 |
424-2 |
6-4 |
1.6% |
420-6 |
High |
417-6 |
425-6 |
8-0 |
1.9% |
421-0 |
Low |
413-0 |
419-4 |
6-4 |
1.6% |
404-6 |
Close |
415-2 |
422-0 |
6-6 |
1.6% |
407-0 |
Range |
4-6 |
6-2 |
1-4 |
31.6% |
16-2 |
ATR |
8-4 |
8-5 |
0-1 |
1.7% |
0-0 |
Volume |
8,020 |
9,876 |
1,856 |
23.1% |
30,338 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
441-1 |
437-7 |
425-4 |
|
R3 |
434-7 |
431-5 |
423-6 |
|
R2 |
428-5 |
428-5 |
423-1 |
|
R1 |
425-3 |
425-3 |
422-5 |
423-7 |
PP |
422-3 |
422-3 |
422-3 |
421-6 |
S1 |
419-1 |
419-1 |
421-3 |
417-5 |
S2 |
416-1 |
416-1 |
420-7 |
|
S3 |
409-7 |
412-7 |
420-2 |
|
S4 |
403-5 |
406-5 |
418-4 |
|
|
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 |
452-2 |
2.618 |
442-1 |
1.618 |
435-7 |
1.000 |
432-0 |
0.618 |
429-5 |
HIGH |
425-6 |
0.618 |
423-3 |
0.500 |
422-5 |
0.382 |
421-7 |
LOW |
419-4 |
0.618 |
415-5 |
1.000 |
413-2 |
1.618 |
409-3 |
2.618 |
403-1 |
4.250 |
393-0 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
422-5 |
419-4 |
PP |
422-3 |
417-1 |
S1 |
422-2 |
414-5 |
|