CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
400-6 |
386-0 |
-14-6 |
-3.7% |
380-2 |
High |
403-0 |
392-0 |
-11-0 |
-2.7% |
403-0 |
Low |
394-2 |
386-0 |
-8-2 |
-2.1% |
380-2 |
Close |
395-2 |
390-0 |
-5-2 |
-1.3% |
395-2 |
Range |
8-6 |
6-0 |
-2-6 |
-31.4% |
22-6 |
ATR |
8-1 |
8-2 |
0-1 |
1.0% |
0-0 |
Volume |
15,673 |
11,797 |
-3,876 |
-24.7% |
79,557 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-3 |
404-5 |
393-2 |
|
R3 |
401-3 |
398-5 |
391-5 |
|
R2 |
395-3 |
395-3 |
391-1 |
|
R1 |
392-5 |
392-5 |
390-4 |
394-0 |
PP |
389-3 |
389-3 |
389-3 |
390-0 |
S1 |
386-5 |
386-5 |
389-4 |
388-0 |
S2 |
383-3 |
383-3 |
388-7 |
|
S3 |
377-3 |
380-5 |
388-3 |
|
S4 |
371-3 |
374-5 |
386-6 |
|
|
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 |
386-0 |
17-0 |
4.4% |
6-2 |
1.6% |
24% |
False |
True |
16,486 |
10 |
415-2 |
380-2 |
35-0 |
9.0% |
6-5 |
1.7% |
28% |
False |
False |
14,154 |
20 |
425-6 |
380-2 |
45-4 |
11.7% |
6-1 |
1.6% |
21% |
False |
False |
12,066 |
40 |
425-6 |
363-4 |
62-2 |
16.0% |
5-4 |
1.4% |
43% |
False |
False |
9,961 |
60 |
425-6 |
363-4 |
62-2 |
16.0% |
5-3 |
1.4% |
43% |
False |
False |
8,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
417-4 |
2.618 |
407-6 |
1.618 |
401-6 |
1.000 |
398-0 |
0.618 |
395-6 |
HIGH |
392-0 |
0.618 |
389-6 |
0.500 |
389-0 |
0.382 |
388-2 |
LOW |
386-0 |
0.618 |
382-2 |
1.000 |
380-0 |
1.618 |
376-2 |
2.618 |
370-2 |
4.250 |
360-4 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
389-5 |
394-4 |
PP |
389-3 |
393-0 |
S1 |
389-0 |
391-4 |
|