CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
412-4 |
396-4 |
-16-0 |
-3.9% |
396-0 |
High |
416-2 |
404-0 |
-12-2 |
-2.9% |
416-2 |
Low |
404-6 |
396-0 |
-8-6 |
-2.2% |
390-4 |
Close |
406-6 |
401-4 |
-5-2 |
-1.3% |
406-6 |
Range |
11-4 |
8-0 |
-3-4 |
-30.4% |
25-6 |
ATR |
9-6 |
9-6 |
0-1 |
0.7% |
0-0 |
Volume |
31,322 |
32,114 |
792 |
2.5% |
155,746 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
424-4 |
421-0 |
405-7 |
|
R3 |
416-4 |
413-0 |
403-6 |
|
R2 |
408-4 |
408-4 |
403-0 |
|
R1 |
405-0 |
405-0 |
402-2 |
406-6 |
PP |
400-4 |
400-4 |
400-4 |
401-3 |
S1 |
397-0 |
397-0 |
400-6 |
398-6 |
S2 |
392-4 |
392-4 |
400-0 |
|
S3 |
384-4 |
389-0 |
399-2 |
|
S4 |
376-4 |
381-0 |
397-1 |
|
|
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 |
396-0 |
20-2 |
5.0% |
8-0 |
2.0% |
27% |
False |
True |
31,581 |
10 |
428-2 |
390-4 |
37-6 |
9.4% |
8-2 |
2.0% |
29% |
False |
False |
28,491 |
20 |
437-4 |
390-4 |
47-0 |
11.7% |
8-6 |
2.2% |
23% |
False |
False |
26,601 |
40 |
437-4 |
375-4 |
62-0 |
15.4% |
7-6 |
1.9% |
42% |
False |
False |
24,707 |
60 |
437-4 |
375-4 |
62-0 |
15.4% |
8-0 |
2.0% |
42% |
False |
False |
21,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
438-0 |
2.618 |
425-0 |
1.618 |
417-0 |
1.000 |
412-0 |
0.618 |
409-0 |
HIGH |
404-0 |
0.618 |
401-0 |
0.500 |
400-0 |
0.382 |
399-0 |
LOW |
396-0 |
0.618 |
391-0 |
1.000 |
388-0 |
1.618 |
383-0 |
2.618 |
375-0 |
4.250 |
362-0 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
401-0 |
406-1 |
PP |
400-4 |
404-5 |
S1 |
400-0 |
403-0 |
|