CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
396-0 |
399-4 |
3-4 |
0.9% |
415-0 |
High |
400-4 |
408-0 |
7-4 |
1.9% |
428-2 |
Low |
390-4 |
399-4 |
9-0 |
2.3% |
406-4 |
Close |
398-6 |
403-4 |
4-6 |
1.2% |
407-0 |
Range |
10-0 |
8-4 |
-1-4 |
-15.0% |
21-6 |
ATR |
10-0 |
9-7 |
0-0 |
-0.5% |
0-0 |
Volume |
29,955 |
40,818 |
10,863 |
36.3% |
123,259 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
429-1 |
424-7 |
408-1 |
|
R3 |
420-5 |
416-3 |
405-7 |
|
R2 |
412-1 |
412-1 |
405-0 |
|
R1 |
407-7 |
407-7 |
404-2 |
410-0 |
PP |
403-5 |
403-5 |
403-5 |
404-6 |
S1 |
399-3 |
399-3 |
402-6 |
401-4 |
S2 |
395-1 |
395-1 |
402-0 |
|
S3 |
386-5 |
390-7 |
401-1 |
|
S4 |
378-1 |
382-3 |
398-7 |
|
|
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 |
422-4 |
390-4 |
32-0 |
7.9% |
8-3 |
2.1% |
41% |
False |
False |
29,184 |
10 |
435-4 |
390-4 |
45-0 |
11.2% |
8-7 |
2.2% |
29% |
False |
False |
25,925 |
20 |
437-4 |
390-4 |
47-0 |
11.6% |
8-0 |
2.0% |
28% |
False |
False |
25,278 |
40 |
437-4 |
375-4 |
62-0 |
15.4% |
8-0 |
2.0% |
45% |
False |
False |
23,525 |
60 |
445-4 |
375-4 |
70-0 |
17.3% |
8-0 |
2.0% |
40% |
False |
False |
20,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
444-1 |
2.618 |
430-2 |
1.618 |
421-6 |
1.000 |
416-4 |
0.618 |
413-2 |
HIGH |
408-0 |
0.618 |
404-6 |
0.500 |
403-6 |
0.382 |
402-6 |
LOW |
399-4 |
0.618 |
394-2 |
1.000 |
391-0 |
1.618 |
385-6 |
2.618 |
377-2 |
4.250 |
363-3 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
403-6 |
404-1 |
PP |
403-5 |
403-7 |
S1 |
403-5 |
403-6 |
|