CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
380-2 |
391-0 |
10-6 |
2.8% |
402-4 |
High |
387-6 |
396-6 |
9-0 |
2.3% |
415-2 |
Low |
380-2 |
391-0 |
10-6 |
2.8% |
395-4 |
Close |
387-6 |
392-4 |
4-6 |
1.2% |
395-2 |
Range |
7-4 |
5-6 |
-1-6 |
-23.3% |
19-6 |
ATR |
8-2 |
8-3 |
0-0 |
0.6% |
0-0 |
Volume |
8,921 |
26,672 |
17,751 |
199.0% |
68,008 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
410-5 |
407-3 |
395-5 |
|
R3 |
404-7 |
401-5 |
394-1 |
|
R2 |
399-1 |
399-1 |
393-4 |
|
R1 |
395-7 |
395-7 |
393-0 |
397-4 |
PP |
393-3 |
393-3 |
393-3 |
394-2 |
S1 |
390-1 |
390-1 |
392-0 |
391-6 |
S2 |
387-5 |
387-5 |
391-4 |
|
S3 |
381-7 |
384-3 |
390-7 |
|
S4 |
376-1 |
378-5 |
389-3 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
461-2 |
448-0 |
406-1 |
|
R3 |
441-4 |
428-2 |
400-5 |
|
R2 |
421-6 |
421-6 |
398-7 |
|
R1 |
408-4 |
408-4 |
397-0 |
405-2 |
PP |
402-0 |
402-0 |
402-0 |
400-3 |
S1 |
388-6 |
388-6 |
393-4 |
385-4 |
S2 |
382-2 |
382-2 |
391-5 |
|
S3 |
362-4 |
369-0 |
389-7 |
|
S4 |
342-6 |
349-2 |
384-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
411-6 |
380-2 |
31-4 |
8.0% |
7-2 |
1.8% |
39% |
False |
False |
15,785 |
10 |
422-4 |
380-2 |
42-2 |
10.8% |
5-4 |
1.4% |
29% |
False |
False |
13,470 |
20 |
425-6 |
380-2 |
45-4 |
11.6% |
5-2 |
1.4% |
27% |
False |
False |
10,643 |
40 |
425-6 |
363-4 |
62-2 |
15.9% |
5-5 |
1.4% |
47% |
False |
False |
8,989 |
60 |
430-2 |
363-4 |
66-6 |
17.0% |
5-2 |
1.3% |
43% |
False |
False |
7,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
421-2 |
2.618 |
411-6 |
1.618 |
406-0 |
1.000 |
402-4 |
0.618 |
400-2 |
HIGH |
396-6 |
0.618 |
394-4 |
0.500 |
393-7 |
0.382 |
393-2 |
LOW |
391-0 |
0.618 |
387-4 |
1.000 |
385-2 |
1.618 |
381-6 |
2.618 |
376-0 |
4.250 |
366-4 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
393-7 |
392-7 |
PP |
393-3 |
392-6 |
S1 |
393-0 |
392-5 |
|