CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
406-4 |
412-4 |
6-0 |
1.5% |
396-0 |
High |
411-4 |
416-2 |
4-6 |
1.2% |
416-2 |
Low |
406-4 |
404-6 |
-1-6 |
-0.4% |
390-4 |
Close |
411-4 |
406-6 |
-4-6 |
-1.2% |
406-6 |
Range |
5-0 |
11-4 |
6-4 |
130.0% |
25-6 |
ATR |
9-5 |
9-6 |
0-1 |
1.4% |
0-0 |
Volume |
26,371 |
31,322 |
4,951 |
18.8% |
155,746 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
443-6 |
436-6 |
413-1 |
|
R3 |
432-2 |
425-2 |
409-7 |
|
R2 |
420-6 |
420-6 |
408-7 |
|
R1 |
413-6 |
413-6 |
407-6 |
411-4 |
PP |
409-2 |
409-2 |
409-2 |
408-1 |
S1 |
402-2 |
402-2 |
405-6 |
400-0 |
S2 |
397-6 |
397-6 |
404-5 |
|
S3 |
386-2 |
390-6 |
403-5 |
|
S4 |
374-6 |
379-2 |
400-3 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
481-6 |
470-0 |
420-7 |
|
R3 |
456-0 |
444-2 |
413-7 |
|
R2 |
430-2 |
430-2 |
411-4 |
|
R1 |
418-4 |
418-4 |
409-1 |
424-3 |
PP |
404-4 |
404-4 |
404-4 |
407-4 |
S1 |
392-6 |
392-6 |
404-3 |
398-5 |
S2 |
378-6 |
378-6 |
402-0 |
|
S3 |
353-0 |
367-0 |
399-5 |
|
S4 |
327-2 |
341-2 |
392-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
416-2 |
390-4 |
25-6 |
6.3% |
8-3 |
2.1% |
63% |
True |
False |
31,149 |
10 |
428-2 |
390-4 |
37-6 |
9.3% |
8-0 |
2.0% |
43% |
False |
False |
27,900 |
20 |
437-4 |
390-4 |
47-0 |
11.6% |
8-4 |
2.1% |
35% |
False |
False |
25,926 |
40 |
437-4 |
375-4 |
62-0 |
15.2% |
7-6 |
1.9% |
50% |
False |
False |
24,293 |
60 |
437-4 |
375-4 |
62-0 |
15.2% |
8-0 |
2.0% |
50% |
False |
False |
21,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
465-1 |
2.618 |
446-3 |
1.618 |
434-7 |
1.000 |
427-6 |
0.618 |
423-3 |
HIGH |
416-2 |
0.618 |
411-7 |
0.500 |
410-4 |
0.382 |
409-1 |
LOW |
404-6 |
0.618 |
397-5 |
1.000 |
393-2 |
1.618 |
386-1 |
2.618 |
374-5 |
4.250 |
355-7 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
410-4 |
408-1 |
PP |
409-2 |
407-5 |
S1 |
408-0 |
407-2 |
|