CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
431-0 |
433-0 |
2-0 |
0.5% |
412-0 |
High |
435-4 |
437-0 |
1-4 |
0.3% |
437-4 |
Low |
429-0 |
432-2 |
3-2 |
0.8% |
411-4 |
Close |
435-4 |
436-6 |
1-2 |
0.3% |
435-4 |
Range |
6-4 |
4-6 |
-1-6 |
-26.9% |
26-0 |
ATR |
9-7 |
9-4 |
-0-3 |
-3.7% |
0-0 |
Volume |
25,959 |
21,775 |
-4,184 |
-16.1% |
133,911 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
449-5 |
447-7 |
439-3 |
|
R3 |
444-7 |
443-1 |
438-0 |
|
R2 |
440-1 |
440-1 |
437-5 |
|
R1 |
438-3 |
438-3 |
437-1 |
439-2 |
PP |
435-3 |
435-3 |
435-3 |
435-6 |
S1 |
433-5 |
433-5 |
436-3 |
434-4 |
S2 |
430-5 |
430-5 |
435-7 |
|
S3 |
425-7 |
428-7 |
435-4 |
|
S4 |
421-1 |
424-1 |
434-1 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
506-1 |
496-7 |
449-6 |
|
R3 |
480-1 |
470-7 |
442-5 |
|
R2 |
454-1 |
454-1 |
440-2 |
|
R1 |
444-7 |
444-7 |
437-7 |
449-4 |
PP |
428-1 |
428-1 |
428-1 |
430-4 |
S1 |
418-7 |
418-7 |
433-1 |
423-4 |
S2 |
402-1 |
402-1 |
430-6 |
|
S3 |
376-1 |
392-7 |
428-3 |
|
S4 |
350-1 |
366-7 |
421-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
437-4 |
414-0 |
23-4 |
5.4% |
9-6 |
2.2% |
97% |
False |
False |
28,758 |
10 |
437-4 |
411-4 |
26-0 |
6.0% |
7-1 |
1.6% |
97% |
False |
False |
24,632 |
20 |
437-4 |
395-0 |
42-4 |
9.7% |
7-6 |
1.8% |
98% |
False |
False |
25,635 |
40 |
437-4 |
375-4 |
62-0 |
14.2% |
7-6 |
1.8% |
99% |
False |
False |
20,835 |
60 |
459-4 |
375-4 |
84-0 |
19.2% |
8-5 |
2.0% |
73% |
False |
False |
19,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
457-2 |
2.618 |
449-3 |
1.618 |
444-5 |
1.000 |
441-6 |
0.618 |
439-7 |
HIGH |
437-0 |
0.618 |
435-1 |
0.500 |
434-5 |
0.382 |
434-1 |
LOW |
432-2 |
0.618 |
429-3 |
1.000 |
427-4 |
1.618 |
424-5 |
2.618 |
419-7 |
4.250 |
412-0 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
436-0 |
435-5 |
PP |
435-3 |
434-3 |
S1 |
434-5 |
433-2 |
|