CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
391-0 |
396-0 |
5-0 |
1.3% |
402-4 |
High |
396-6 |
396-2 |
-0-4 |
-0.1% |
415-2 |
Low |
391-0 |
390-6 |
-0-2 |
-0.1% |
395-4 |
Close |
392-4 |
392-2 |
-0-2 |
-0.1% |
395-2 |
Range |
5-6 |
5-4 |
-0-2 |
-4.3% |
19-6 |
ATR |
8-3 |
8-1 |
-0-2 |
-2.4% |
0-0 |
Volume |
26,672 |
14,762 |
-11,910 |
-44.7% |
68,008 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
409-5 |
406-3 |
395-2 |
|
R3 |
404-1 |
400-7 |
393-6 |
|
R2 |
398-5 |
398-5 |
393-2 |
|
R1 |
395-3 |
395-3 |
392-6 |
394-2 |
PP |
393-1 |
393-1 |
393-1 |
392-4 |
S1 |
389-7 |
389-7 |
391-6 |
388-6 |
S2 |
387-5 |
387-5 |
391-2 |
|
S3 |
382-1 |
384-3 |
390-6 |
|
S4 |
376-5 |
378-7 |
389-2 |
|
|
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 |
405-4 |
380-2 |
25-2 |
6.4% |
6-4 |
1.7% |
48% |
False |
False |
14,530 |
10 |
419-6 |
380-2 |
39-4 |
10.1% |
5-3 |
1.4% |
30% |
False |
False |
14,199 |
20 |
425-6 |
380-2 |
45-4 |
11.6% |
5-5 |
1.4% |
26% |
False |
False |
11,135 |
40 |
425-6 |
363-4 |
62-2 |
15.9% |
5-5 |
1.4% |
46% |
False |
False |
9,264 |
60 |
425-6 |
363-4 |
62-2 |
15.9% |
5-2 |
1.3% |
46% |
False |
False |
7,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
419-5 |
2.618 |
410-5 |
1.618 |
405-1 |
1.000 |
401-6 |
0.618 |
399-5 |
HIGH |
396-2 |
0.618 |
394-1 |
0.500 |
393-4 |
0.382 |
392-7 |
LOW |
390-6 |
0.618 |
387-3 |
1.000 |
385-2 |
1.618 |
381-7 |
2.618 |
376-3 |
4.250 |
367-3 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
393-4 |
391-0 |
PP |
393-1 |
389-6 |
S1 |
392-5 |
388-4 |
|