CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
422-4 |
416-0 |
-6-4 |
-1.5% |
433-0 |
High |
422-4 |
417-0 |
-5-4 |
-1.3% |
437-0 |
Low |
415-2 |
412-0 |
-3-2 |
-0.8% |
421-0 |
Close |
415-2 |
416-6 |
1-4 |
0.4% |
421-6 |
Range |
7-2 |
5-0 |
-2-2 |
-31.0% |
16-0 |
ATR |
9-5 |
9-3 |
-0-3 |
-3.4% |
0-0 |
Volume |
32,671 |
17,001 |
-15,670 |
-48.0% |
86,999 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
430-2 |
428-4 |
419-4 |
|
R3 |
425-2 |
423-4 |
418-1 |
|
R2 |
420-2 |
420-2 |
417-5 |
|
R1 |
418-4 |
418-4 |
417-2 |
419-3 |
PP |
415-2 |
415-2 |
415-2 |
415-6 |
S1 |
413-4 |
413-4 |
416-2 |
414-3 |
S2 |
410-2 |
410-2 |
415-7 |
|
S3 |
405-2 |
408-4 |
415-3 |
|
S4 |
400-2 |
403-4 |
414-0 |
|
|
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 |
412-0 |
23-4 |
5.6% |
8-2 |
2.0% |
20% |
False |
True |
24,824 |
10 |
437-4 |
412-0 |
25-4 |
6.1% |
7-5 |
1.8% |
19% |
False |
True |
23,821 |
20 |
437-4 |
411-4 |
26-0 |
6.2% |
7-4 |
1.8% |
20% |
False |
False |
24,193 |
40 |
437-4 |
375-4 |
62-0 |
14.9% |
7-6 |
1.9% |
67% |
False |
False |
22,497 |
60 |
445-4 |
375-4 |
70-0 |
16.8% |
8-1 |
1.9% |
59% |
False |
False |
20,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
438-2 |
2.618 |
430-1 |
1.618 |
425-1 |
1.000 |
422-0 |
0.618 |
420-1 |
HIGH |
417-0 |
0.618 |
415-1 |
0.500 |
414-4 |
0.382 |
413-7 |
LOW |
412-0 |
0.618 |
408-7 |
1.000 |
407-0 |
1.618 |
403-7 |
2.618 |
398-7 |
4.250 |
390-6 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
416-0 |
420-1 |
PP |
415-2 |
419-0 |
S1 |
414-4 |
417-7 |
|