CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
399-4 |
407-0 |
7-4 |
1.9% |
415-0 |
High |
408-0 |
407-0 |
-1-0 |
-0.2% |
428-2 |
Low |
399-4 |
400-0 |
0-4 |
0.1% |
406-4 |
Close |
403-4 |
403-2 |
-0-2 |
-0.1% |
407-0 |
Range |
8-4 |
7-0 |
-1-4 |
-17.6% |
21-6 |
ATR |
9-7 |
9-6 |
-0-2 |
-2.1% |
0-0 |
Volume |
40,818 |
27,280 |
-13,538 |
-33.2% |
123,259 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
424-3 |
420-7 |
407-1 |
|
R3 |
417-3 |
413-7 |
405-1 |
|
R2 |
410-3 |
410-3 |
404-4 |
|
R1 |
406-7 |
406-7 |
403-7 |
405-1 |
PP |
403-3 |
403-3 |
403-3 |
402-4 |
S1 |
399-7 |
399-7 |
402-5 |
398-1 |
S2 |
396-3 |
396-3 |
402-0 |
|
S3 |
389-3 |
392-7 |
401-3 |
|
S4 |
382-3 |
385-7 |
399-3 |
|
|
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 |
417-6 |
390-4 |
27-2 |
6.8% |
8-3 |
2.1% |
47% |
False |
False |
28,106 |
10 |
435-4 |
390-4 |
45-0 |
11.2% |
8-6 |
2.2% |
28% |
False |
False |
26,827 |
20 |
437-4 |
390-4 |
47-0 |
11.7% |
8-1 |
2.0% |
27% |
False |
False |
25,525 |
40 |
437-4 |
375-4 |
62-0 |
15.4% |
8-0 |
2.0% |
45% |
False |
False |
23,828 |
60 |
437-4 |
375-4 |
62-0 |
15.4% |
8-0 |
2.0% |
45% |
False |
False |
21,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
436-6 |
2.618 |
425-3 |
1.618 |
418-3 |
1.000 |
414-0 |
0.618 |
411-3 |
HIGH |
407-0 |
0.618 |
404-3 |
0.500 |
403-4 |
0.382 |
402-5 |
LOW |
400-0 |
0.618 |
395-5 |
1.000 |
393-0 |
1.618 |
388-5 |
2.618 |
381-5 |
4.250 |
370-2 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
403-4 |
401-7 |
PP |
403-3 |
400-5 |
S1 |
403-3 |
399-2 |
|