CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
417-4 |
396-0 |
-21-4 |
-5.1% |
415-0 |
High |
417-6 |
400-4 |
-17-2 |
-4.1% |
428-2 |
Low |
406-4 |
390-4 |
-16-0 |
-3.9% |
406-4 |
Close |
407-0 |
398-6 |
-8-2 |
-2.0% |
407-0 |
Range |
11-2 |
10-0 |
-1-2 |
-11.1% |
21-6 |
ATR |
9-4 |
10-0 |
0-4 |
5.3% |
0-0 |
Volume |
25,476 |
29,955 |
4,479 |
17.6% |
123,259 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
426-5 |
422-5 |
404-2 |
|
R3 |
416-5 |
412-5 |
401-4 |
|
R2 |
406-5 |
406-5 |
400-5 |
|
R1 |
402-5 |
402-5 |
399-5 |
404-5 |
PP |
396-5 |
396-5 |
396-5 |
397-4 |
S1 |
392-5 |
392-5 |
397-7 |
394-5 |
S2 |
386-5 |
386-5 |
396-7 |
|
S3 |
376-5 |
382-5 |
396-0 |
|
S4 |
366-5 |
372-5 |
393-2 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
479-1 |
464-7 |
419-0 |
|
R3 |
457-3 |
443-1 |
413-0 |
|
R2 |
435-5 |
435-5 |
411-0 |
|
R1 |
421-3 |
421-3 |
409-0 |
417-5 |
PP |
413-7 |
413-7 |
413-7 |
412-0 |
S1 |
399-5 |
399-5 |
405-0 |
395-7 |
S2 |
392-1 |
392-1 |
403-0 |
|
S3 |
370-3 |
377-7 |
401-0 |
|
S4 |
348-5 |
356-1 |
395-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
428-2 |
390-4 |
37-6 |
9.5% |
8-4 |
2.1% |
22% |
False |
True |
25,401 |
10 |
437-0 |
390-4 |
46-4 |
11.7% |
8-4 |
2.1% |
18% |
False |
True |
24,021 |
20 |
437-4 |
390-4 |
47-0 |
11.8% |
8-0 |
2.0% |
18% |
False |
True |
23,944 |
40 |
437-4 |
375-4 |
62-0 |
15.5% |
8-0 |
2.0% |
38% |
False |
False |
22,922 |
60 |
445-4 |
375-4 |
70-0 |
17.6% |
8-1 |
2.0% |
33% |
False |
False |
20,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
443-0 |
2.618 |
426-5 |
1.618 |
416-5 |
1.000 |
410-4 |
0.618 |
406-5 |
HIGH |
400-4 |
0.618 |
396-5 |
0.500 |
395-4 |
0.382 |
394-3 |
LOW |
390-4 |
0.618 |
384-3 |
1.000 |
380-4 |
1.618 |
374-3 |
2.618 |
364-3 |
4.250 |
348-0 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
397-5 |
404-1 |
PP |
396-5 |
402-3 |
S1 |
395-4 |
400-4 |
|