CME Pit-Traded Corn Future September 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
397-4 |
414-2 |
16-6 |
4.2% |
380-2 |
High |
410-0 |
417-0 |
7-0 |
1.7% |
403-0 |
Low |
397-4 |
407-0 |
9-4 |
2.4% |
380-2 |
Close |
410-4 |
412-4 |
2-0 |
0.5% |
395-2 |
Range |
12-4 |
10-0 |
-2-4 |
-20.0% |
22-6 |
ATR |
8-6 |
8-6 |
0-1 |
1.1% |
0-0 |
Volume |
7,299 |
21,653 |
14,354 |
196.7% |
79,557 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
442-1 |
437-3 |
418-0 |
|
R3 |
432-1 |
427-3 |
415-2 |
|
R2 |
422-1 |
422-1 |
414-3 |
|
R1 |
417-3 |
417-3 |
413-3 |
414-6 |
PP |
412-1 |
412-1 |
412-1 |
410-7 |
S1 |
407-3 |
407-3 |
411-5 |
404-6 |
S2 |
402-1 |
402-1 |
410-5 |
|
S3 |
392-1 |
397-3 |
409-6 |
|
S4 |
382-1 |
387-3 |
407-0 |
|
|
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 |
417-0 |
386-0 |
31-0 |
7.5% |
8-5 |
2.1% |
85% |
True |
False |
14,166 |
10 |
417-0 |
380-2 |
36-6 |
8.9% |
7-5 |
1.9% |
88% |
True |
False |
14,400 |
20 |
425-6 |
380-2 |
45-4 |
11.0% |
6-1 |
1.5% |
71% |
False |
False |
13,145 |
40 |
425-6 |
377-0 |
48-6 |
11.8% |
5-6 |
1.4% |
73% |
False |
False |
10,518 |
60 |
425-6 |
363-4 |
62-2 |
15.1% |
5-4 |
1.3% |
79% |
False |
False |
8,894 |
80 |
455-0 |
363-4 |
91-4 |
22.2% |
5-5 |
1.4% |
54% |
False |
False |
7,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
459-4 |
2.618 |
443-1 |
1.618 |
433-1 |
1.000 |
427-0 |
0.618 |
423-1 |
HIGH |
417-0 |
0.618 |
413-1 |
0.500 |
412-0 |
0.382 |
410-7 |
LOW |
407-0 |
0.618 |
400-7 |
1.000 |
397-0 |
1.618 |
390-7 |
2.618 |
380-7 |
4.250 |
364-4 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
412-3 |
409-3 |
PP |
412-1 |
406-1 |
S1 |
412-0 |
403-0 |
|