CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
421-4 |
418-0 |
-3-4 |
-0.8% |
433-0 |
High |
423-4 |
420-4 |
-3-0 |
-0.7% |
434-4 |
Low |
420-0 |
417-2 |
-2-6 |
-0.7% |
416-6 |
Close |
422-6 |
419-2 |
-3-4 |
-0.8% |
419-2 |
Range |
3-4 |
3-2 |
-0-2 |
-7.1% |
17-6 |
ATR |
9-3 |
9-1 |
-0-2 |
-3.0% |
0-0 |
Volume |
26,480 |
18,610 |
-7,870 |
-29.7% |
104,775 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-6 |
427-2 |
421-0 |
|
R3 |
425-4 |
424-0 |
420-1 |
|
R2 |
422-2 |
422-2 |
419-7 |
|
R1 |
420-6 |
420-6 |
419-4 |
421-4 |
PP |
419-0 |
419-0 |
419-0 |
419-3 |
S1 |
417-4 |
417-4 |
419-0 |
418-2 |
S2 |
415-6 |
415-6 |
418-5 |
|
S3 |
412-4 |
414-2 |
418-3 |
|
S4 |
409-2 |
411-0 |
417-4 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
476-6 |
465-6 |
429-0 |
|
R3 |
459-0 |
448-0 |
424-1 |
|
R2 |
441-2 |
441-2 |
422-4 |
|
R1 |
430-2 |
430-2 |
420-7 |
426-7 |
PP |
423-4 |
423-4 |
423-4 |
421-6 |
S1 |
412-4 |
412-4 |
417-5 |
409-1 |
S2 |
405-6 |
405-6 |
416-0 |
|
S3 |
388-0 |
394-6 |
414-3 |
|
S4 |
370-2 |
377-0 |
409-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
434-2 |
2.618 |
429-0 |
1.618 |
425-6 |
1.000 |
423-6 |
0.618 |
422-4 |
HIGH |
420-4 |
0.618 |
419-2 |
0.500 |
418-7 |
0.382 |
418-4 |
LOW |
417-2 |
0.618 |
415-2 |
1.000 |
414-0 |
1.618 |
412-0 |
2.618 |
408-6 |
4.250 |
403-4 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
419-1 |
420-1 |
PP |
419-0 |
419-7 |
S1 |
418-7 |
419-4 |
|