CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
400-2 |
404-4 |
4-2 |
1.1% |
396-0 |
High |
406-0 |
422-2 |
16-2 |
4.0% |
416-2 |
Low |
400-2 |
407-6 |
7-4 |
1.9% |
390-4 |
Close |
404-2 |
421-6 |
17-4 |
4.3% |
406-6 |
Range |
5-6 |
14-4 |
8-6 |
152.2% |
25-6 |
ATR |
9-4 |
10-1 |
0-5 |
6.4% |
0-0 |
Volume |
38,704 |
20,889 |
-17,815 |
-46.0% |
155,746 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
460-6 |
455-6 |
429-6 |
|
R3 |
446-2 |
441-2 |
425-6 |
|
R2 |
431-6 |
431-6 |
424-3 |
|
R1 |
426-6 |
426-6 |
423-1 |
429-2 |
PP |
417-2 |
417-2 |
417-2 |
418-4 |
S1 |
412-2 |
412-2 |
420-3 |
414-6 |
S2 |
402-6 |
402-6 |
419-1 |
|
S3 |
388-2 |
397-6 |
417-6 |
|
S4 |
373-6 |
383-2 |
413-6 |
|
|
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 |
422-2 |
396-0 |
26-2 |
6.2% |
9-0 |
2.1% |
98% |
True |
False |
29,880 |
10 |
422-2 |
390-4 |
31-6 |
7.5% |
8-5 |
2.1% |
98% |
True |
False |
28,993 |
20 |
437-4 |
390-4 |
47-0 |
11.1% |
8-2 |
2.0% |
66% |
False |
False |
27,628 |
40 |
437-4 |
386-4 |
51-0 |
12.1% |
7-7 |
1.9% |
69% |
False |
False |
25,369 |
60 |
437-4 |
375-4 |
62-0 |
14.7% |
8-1 |
1.9% |
75% |
False |
False |
22,490 |
80 |
471-4 |
375-4 |
96-0 |
22.8% |
8-5 |
2.1% |
48% |
False |
False |
20,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
483-7 |
2.618 |
460-2 |
1.618 |
445-6 |
1.000 |
436-6 |
0.618 |
431-2 |
HIGH |
422-2 |
0.618 |
416-6 |
0.500 |
415-0 |
0.382 |
413-2 |
LOW |
407-6 |
0.618 |
398-6 |
1.000 |
393-2 |
1.618 |
384-2 |
2.618 |
369-6 |
4.250 |
346-1 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
419-4 |
417-4 |
PP |
417-2 |
413-3 |
S1 |
415-0 |
409-1 |
|