CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
389-0 |
397-4 |
8-4 |
2.2% |
380-2 |
High |
394-6 |
410-0 |
15-2 |
3.9% |
403-0 |
Low |
389-0 |
397-4 |
8-4 |
2.2% |
380-2 |
Close |
392-6 |
410-4 |
17-6 |
4.5% |
395-2 |
Range |
5-6 |
12-4 |
6-6 |
117.4% |
22-6 |
ATR |
8-0 |
8-6 |
0-5 |
8.2% |
0-0 |
Volume |
14,411 |
7,299 |
-7,112 |
-49.4% |
79,557 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
443-4 |
439-4 |
417-3 |
|
R3 |
431-0 |
427-0 |
414-0 |
|
R2 |
418-4 |
418-4 |
412-6 |
|
R1 |
414-4 |
414-4 |
411-5 |
416-4 |
PP |
406-0 |
406-0 |
406-0 |
407-0 |
S1 |
402-0 |
402-0 |
409-3 |
404-0 |
S2 |
393-4 |
393-4 |
408-2 |
|
S3 |
381-0 |
389-4 |
407-0 |
|
S4 |
368-4 |
377-0 |
403-5 |
|
|
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 |
410-0 |
386-0 |
24-0 |
5.8% |
7-5 |
1.9% |
102% |
True |
False |
12,541 |
10 |
410-0 |
380-2 |
29-6 |
7.2% |
7-1 |
1.7% |
102% |
True |
False |
13,536 |
20 |
425-6 |
380-2 |
45-4 |
11.1% |
5-7 |
1.4% |
66% |
False |
False |
12,464 |
40 |
425-6 |
376-2 |
49-4 |
12.1% |
5-5 |
1.4% |
69% |
False |
False |
10,175 |
60 |
425-6 |
363-4 |
62-2 |
15.2% |
5-4 |
1.3% |
76% |
False |
False |
8,589 |
80 |
455-0 |
363-4 |
91-4 |
22.3% |
5-5 |
1.4% |
51% |
False |
False |
7,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
463-1 |
2.618 |
442-6 |
1.618 |
430-2 |
1.000 |
422-4 |
0.618 |
417-6 |
HIGH |
410-0 |
0.618 |
405-2 |
0.500 |
403-6 |
0.382 |
402-2 |
LOW |
397-4 |
0.618 |
389-6 |
1.000 |
385-0 |
1.618 |
377-2 |
2.618 |
364-6 |
4.250 |
344-3 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
408-2 |
406-3 |
PP |
406-0 |
402-1 |
S1 |
403-6 |
398-0 |
|