CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
396-4 |
400-2 |
3-6 |
0.9% |
396-0 |
High |
404-0 |
406-0 |
2-0 |
0.5% |
416-2 |
Low |
396-0 |
400-2 |
4-2 |
1.1% |
390-4 |
Close |
401-4 |
404-2 |
2-6 |
0.7% |
406-6 |
Range |
8-0 |
5-6 |
-2-2 |
-28.1% |
25-6 |
ATR |
9-6 |
9-4 |
-0-2 |
-3.0% |
0-0 |
Volume |
32,114 |
38,704 |
6,590 |
20.5% |
155,746 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
420-6 |
418-2 |
407-3 |
|
R3 |
415-0 |
412-4 |
405-7 |
|
R2 |
409-2 |
409-2 |
405-2 |
|
R1 |
406-6 |
406-6 |
404-6 |
408-0 |
PP |
403-4 |
403-4 |
403-4 |
404-1 |
S1 |
401-0 |
401-0 |
403-6 |
402-2 |
S2 |
397-6 |
397-6 |
403-2 |
|
S3 |
392-0 |
395-2 |
402-5 |
|
S4 |
386-2 |
389-4 |
401-1 |
|
|
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% |
7-4 |
1.8% |
41% |
False |
False |
31,158 |
10 |
422-4 |
390-4 |
32-0 |
7.9% |
7-7 |
2.0% |
43% |
False |
False |
30,171 |
20 |
437-4 |
390-4 |
47-0 |
11.6% |
8-6 |
2.2% |
29% |
False |
False |
27,941 |
40 |
437-4 |
378-2 |
59-2 |
14.7% |
7-6 |
1.9% |
44% |
False |
False |
25,333 |
60 |
437-4 |
375-4 |
62-0 |
15.3% |
8-0 |
2.0% |
46% |
False |
False |
22,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
430-4 |
2.618 |
421-0 |
1.618 |
415-2 |
1.000 |
411-6 |
0.618 |
409-4 |
HIGH |
406-0 |
0.618 |
403-6 |
0.500 |
403-1 |
0.382 |
402-4 |
LOW |
400-2 |
0.618 |
396-6 |
1.000 |
394-4 |
1.618 |
391-0 |
2.618 |
385-2 |
4.250 |
375-6 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
403-7 |
406-1 |
PP |
403-4 |
405-4 |
S1 |
403-1 |
404-7 |
|