CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
386-0 |
389-0 |
3-0 |
0.8% |
380-2 |
High |
392-0 |
394-6 |
2-6 |
0.7% |
403-0 |
Low |
386-0 |
389-0 |
3-0 |
0.8% |
380-2 |
Close |
390-0 |
392-6 |
2-6 |
0.7% |
395-2 |
Range |
6-0 |
5-6 |
-0-2 |
-4.2% |
22-6 |
ATR |
8-2 |
8-0 |
-0-1 |
-2.1% |
0-0 |
Volume |
11,797 |
14,411 |
2,614 |
22.2% |
79,557 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
409-3 |
406-7 |
395-7 |
|
R3 |
403-5 |
401-1 |
394-3 |
|
R2 |
397-7 |
397-7 |
393-6 |
|
R1 |
395-3 |
395-3 |
393-2 |
396-5 |
PP |
392-1 |
392-1 |
392-1 |
392-6 |
S1 |
389-5 |
389-5 |
392-2 |
390-7 |
S2 |
386-3 |
386-3 |
391-6 |
|
S3 |
380-5 |
383-7 |
391-1 |
|
S4 |
374-7 |
378-1 |
389-5 |
|
|
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 |
4.3% |
6-2 |
1.6% |
40% |
False |
False |
14,034 |
10 |
411-6 |
380-2 |
31-4 |
8.0% |
6-6 |
1.7% |
40% |
False |
False |
14,909 |
20 |
425-6 |
380-2 |
45-4 |
11.6% |
6-2 |
1.6% |
27% |
False |
False |
12,578 |
40 |
425-6 |
367-0 |
58-6 |
15.0% |
5-4 |
1.4% |
44% |
False |
False |
10,211 |
60 |
425-6 |
363-4 |
62-2 |
15.8% |
5-3 |
1.4% |
47% |
False |
False |
8,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
419-2 |
2.618 |
409-6 |
1.618 |
404-0 |
1.000 |
400-4 |
0.618 |
398-2 |
HIGH |
394-6 |
0.618 |
392-4 |
0.500 |
391-7 |
0.382 |
391-2 |
LOW |
389-0 |
0.618 |
385-4 |
1.000 |
383-2 |
1.618 |
379-6 |
2.618 |
374-0 |
4.250 |
364-4 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
392-4 |
394-4 |
PP |
392-1 |
393-7 |
S1 |
391-7 |
393-3 |
|