CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
398-0 |
400-6 |
2-6 |
0.7% |
380-2 |
High |
400-0 |
403-0 |
3-0 |
0.8% |
403-0 |
Low |
395-0 |
394-2 |
-0-6 |
-0.2% |
380-2 |
Close |
399-6 |
395-2 |
-4-4 |
-1.1% |
395-2 |
Range |
5-0 |
8-6 |
3-6 |
75.0% |
22-6 |
ATR |
8-1 |
8-1 |
0-0 |
0.6% |
0-0 |
Volume |
13,529 |
15,673 |
2,144 |
15.8% |
79,557 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-6 |
418-2 |
400-0 |
|
R3 |
415-0 |
409-4 |
397-5 |
|
R2 |
406-2 |
406-2 |
396-7 |
|
R1 |
400-6 |
400-6 |
396-0 |
399-1 |
PP |
397-4 |
397-4 |
397-4 |
396-6 |
S1 |
392-0 |
392-0 |
394-4 |
390-3 |
S2 |
388-6 |
388-6 |
393-5 |
|
S3 |
380-0 |
383-2 |
392-7 |
|
S4 |
371-2 |
374-4 |
390-4 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
461-1 |
450-7 |
407-6 |
|
R3 |
438-3 |
428-1 |
401-4 |
|
R2 |
415-5 |
415-5 |
399-3 |
|
R1 |
405-3 |
405-3 |
397-3 |
410-4 |
PP |
392-7 |
392-7 |
392-7 |
395-3 |
S1 |
382-5 |
382-5 |
393-1 |
387-6 |
S2 |
370-1 |
370-1 |
391-1 |
|
S3 |
347-3 |
359-7 |
389-0 |
|
S4 |
324-5 |
337-1 |
382-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
403-0 |
380-2 |
22-6 |
5.8% |
6-4 |
1.6% |
66% |
True |
False |
15,911 |
10 |
415-2 |
380-2 |
35-0 |
8.9% |
6-4 |
1.6% |
43% |
False |
False |
14,756 |
20 |
425-6 |
380-2 |
45-4 |
11.5% |
6-0 |
1.5% |
33% |
False |
False |
11,675 |
40 |
425-6 |
363-4 |
62-2 |
15.7% |
5-4 |
1.4% |
51% |
False |
False |
9,771 |
60 |
425-6 |
363-4 |
62-2 |
15.7% |
5-2 |
1.3% |
51% |
False |
False |
8,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
440-2 |
2.618 |
425-7 |
1.618 |
417-1 |
1.000 |
411-6 |
0.618 |
408-3 |
HIGH |
403-0 |
0.618 |
399-5 |
0.500 |
398-5 |
0.382 |
397-5 |
LOW |
394-2 |
0.618 |
388-7 |
1.000 |
385-4 |
1.618 |
380-1 |
2.618 |
371-3 |
4.250 |
357-0 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
398-5 |
396-7 |
PP |
397-4 |
396-3 |
S1 |
396-3 |
395-6 |
|