CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
396-0 |
398-0 |
2-0 |
0.5% |
402-4 |
High |
396-2 |
400-0 |
3-6 |
0.9% |
415-2 |
Low |
390-6 |
395-0 |
4-2 |
1.1% |
395-4 |
Close |
392-2 |
399-6 |
7-4 |
1.9% |
395-2 |
Range |
5-4 |
5-0 |
-0-4 |
-9.1% |
19-6 |
ATR |
8-1 |
8-1 |
0-0 |
-0.3% |
0-0 |
Volume |
14,762 |
13,529 |
-1,233 |
-8.4% |
68,008 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-2 |
411-4 |
402-4 |
|
R3 |
408-2 |
406-4 |
401-1 |
|
R2 |
403-2 |
403-2 |
400-5 |
|
R1 |
401-4 |
401-4 |
400-2 |
402-3 |
PP |
398-2 |
398-2 |
398-2 |
398-6 |
S1 |
396-4 |
396-4 |
399-2 |
397-3 |
S2 |
393-2 |
393-2 |
398-7 |
|
S3 |
388-2 |
391-4 |
398-3 |
|
S4 |
383-2 |
386-4 |
397-0 |
|
|
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 |
6.3% |
6-6 |
1.7% |
77% |
False |
False |
14,633 |
10 |
415-2 |
380-2 |
35-0 |
8.8% |
5-5 |
1.4% |
56% |
False |
False |
14,622 |
20 |
425-6 |
380-2 |
45-4 |
11.4% |
5-5 |
1.4% |
43% |
False |
False |
11,479 |
40 |
425-6 |
363-4 |
62-2 |
15.6% |
5-2 |
1.3% |
58% |
False |
False |
9,459 |
60 |
425-6 |
363-4 |
62-2 |
15.6% |
5-2 |
1.3% |
58% |
False |
False |
7,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
421-2 |
2.618 |
413-1 |
1.618 |
408-1 |
1.000 |
405-0 |
0.618 |
403-1 |
HIGH |
400-0 |
0.618 |
398-1 |
0.500 |
397-4 |
0.382 |
396-7 |
LOW |
395-0 |
0.618 |
391-7 |
1.000 |
390-0 |
1.618 |
386-7 |
2.618 |
381-7 |
4.250 |
373-6 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
399-0 |
398-2 |
PP |
398-2 |
396-7 |
S1 |
397-4 |
395-3 |
|