CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
425-0 |
430-0 |
5-0 |
1.2% |
433-0 |
High |
436-6 |
432-0 |
-4-6 |
-1.1% |
434-4 |
Low |
414-0 |
424-0 |
10-0 |
2.4% |
416-6 |
Close |
435-6 |
427-2 |
-8-4 |
-2.0% |
419-2 |
Range |
22-6 |
8-0 |
-14-6 |
-64.8% |
17-6 |
ATR |
10-0 |
10-1 |
0-1 |
1.2% |
0-0 |
Volume |
27,166 |
41,419 |
14,253 |
52.5% |
104,775 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451-6 |
447-4 |
431-5 |
|
R3 |
443-6 |
439-4 |
429-4 |
|
R2 |
435-6 |
435-6 |
428-6 |
|
R1 |
431-4 |
431-4 |
428-0 |
429-5 |
PP |
427-6 |
427-6 |
427-6 |
426-6 |
S1 |
423-4 |
423-4 |
426-4 |
421-5 |
S2 |
419-6 |
419-6 |
425-6 |
|
S3 |
411-6 |
415-4 |
425-0 |
|
S4 |
403-6 |
407-4 |
422-7 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
436-6 |
411-4 |
25-2 |
5.9% |
9-0 |
2.1% |
62% |
False |
False |
25,113 |
10 |
436-6 |
411-4 |
25-2 |
5.9% |
7-3 |
1.7% |
62% |
False |
False |
24,565 |
20 |
436-6 |
386-4 |
50-2 |
11.8% |
7-4 |
1.8% |
81% |
False |
False |
24,404 |
40 |
436-6 |
375-4 |
61-2 |
14.3% |
8-0 |
1.9% |
84% |
False |
False |
20,675 |
60 |
471-4 |
375-4 |
96-0 |
22.5% |
8-6 |
2.0% |
54% |
False |
False |
18,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
466-0 |
2.618 |
453-0 |
1.618 |
445-0 |
1.000 |
440-0 |
0.618 |
437-0 |
HIGH |
432-0 |
0.618 |
429-0 |
0.500 |
428-0 |
0.382 |
427-0 |
LOW |
424-0 |
0.618 |
419-0 |
1.000 |
416-0 |
1.618 |
411-0 |
2.618 |
403-0 |
4.250 |
390-0 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
428-0 |
426-2 |
PP |
427-6 |
425-1 |
S1 |
427-4 |
424-1 |
|