CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
420-0 |
422-4 |
2-4 |
0.6% |
433-0 |
High |
428-2 |
422-4 |
-5-6 |
-1.3% |
437-0 |
Low |
419-4 |
415-2 |
-4-2 |
-1.0% |
421-0 |
Close |
424-6 |
415-2 |
-9-4 |
-2.2% |
421-6 |
Range |
8-6 |
7-2 |
-1-4 |
-17.1% |
16-0 |
ATR |
9-5 |
9-5 |
0-0 |
-0.1% |
0-0 |
Volume |
21,906 |
32,671 |
10,765 |
49.1% |
86,999 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
439-3 |
434-5 |
419-2 |
|
R3 |
432-1 |
427-3 |
417-2 |
|
R2 |
424-7 |
424-7 |
416-5 |
|
R1 |
420-1 |
420-1 |
415-7 |
418-7 |
PP |
417-5 |
417-5 |
417-5 |
417-0 |
S1 |
412-7 |
412-7 |
414-5 |
411-5 |
S2 |
410-3 |
410-3 |
413-7 |
|
S3 |
403-1 |
405-5 |
413-2 |
|
S4 |
395-7 |
398-3 |
411-2 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474-5 |
464-1 |
430-4 |
|
R3 |
458-5 |
448-1 |
426-1 |
|
R2 |
442-5 |
442-5 |
424-5 |
|
R1 |
432-1 |
432-1 |
423-2 |
429-3 |
PP |
426-5 |
426-5 |
426-5 |
425-2 |
S1 |
416-1 |
416-1 |
420-2 |
413-3 |
S2 |
410-5 |
410-5 |
418-7 |
|
S3 |
394-5 |
400-1 |
417-3 |
|
S4 |
378-5 |
384-1 |
413-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
435-4 |
415-0 |
20-4 |
4.9% |
9-2 |
2.2% |
1% |
False |
False |
25,549 |
10 |
437-4 |
415-0 |
22-4 |
5.4% |
8-0 |
1.9% |
1% |
False |
False |
26,263 |
20 |
437-4 |
411-4 |
26-0 |
6.3% |
7-4 |
1.8% |
14% |
False |
False |
24,582 |
40 |
437-4 |
375-4 |
62-0 |
14.9% |
7-6 |
1.9% |
64% |
False |
False |
22,555 |
60 |
447-4 |
375-4 |
72-0 |
17.3% |
8-3 |
2.0% |
55% |
False |
False |
20,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
453-2 |
2.618 |
441-4 |
1.618 |
434-2 |
1.000 |
429-6 |
0.618 |
427-0 |
HIGH |
422-4 |
0.618 |
419-6 |
0.500 |
418-7 |
0.382 |
418-0 |
LOW |
415-2 |
0.618 |
410-6 |
1.000 |
408-0 |
1.618 |
403-4 |
2.618 |
396-2 |
4.250 |
384-4 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
418-7 |
421-5 |
PP |
417-5 |
419-4 |
S1 |
416-4 |
417-3 |
|