CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
404-4 |
425-4 |
21-0 |
5.2% |
396-0 |
High |
422-2 |
427-6 |
5-4 |
1.3% |
416-2 |
Low |
407-6 |
415-6 |
8-0 |
2.0% |
390-4 |
Close |
421-6 |
423-2 |
1-4 |
0.4% |
406-6 |
Range |
14-4 |
12-0 |
-2-4 |
-17.2% |
25-6 |
ATR |
10-1 |
10-2 |
0-1 |
1.3% |
0-0 |
Volume |
20,889 |
38,547 |
17,658 |
84.5% |
155,746 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458-2 |
452-6 |
429-7 |
|
R3 |
446-2 |
440-6 |
426-4 |
|
R2 |
434-2 |
434-2 |
425-4 |
|
R1 |
428-6 |
428-6 |
424-3 |
425-4 |
PP |
422-2 |
422-2 |
422-2 |
420-5 |
S1 |
416-6 |
416-6 |
422-1 |
413-4 |
S2 |
410-2 |
410-2 |
421-0 |
|
S3 |
398-2 |
404-6 |
420-0 |
|
S4 |
386-2 |
392-6 |
416-5 |
|
|
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 |
427-6 |
396-0 |
31-6 |
7.5% |
10-3 |
2.4% |
86% |
True |
False |
32,315 |
10 |
427-6 |
390-4 |
37-2 |
8.8% |
9-3 |
2.2% |
88% |
True |
False |
31,147 |
20 |
437-4 |
390-4 |
47-0 |
11.1% |
8-4 |
2.0% |
70% |
False |
False |
27,484 |
40 |
437-4 |
386-4 |
51-0 |
12.0% |
8-0 |
1.9% |
72% |
False |
False |
25,944 |
60 |
437-4 |
375-4 |
62-0 |
14.6% |
8-1 |
1.9% |
77% |
False |
False |
22,945 |
80 |
471-4 |
375-4 |
96-0 |
22.7% |
8-6 |
2.1% |
50% |
False |
False |
20,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
478-6 |
2.618 |
459-1 |
1.618 |
447-1 |
1.000 |
439-6 |
0.618 |
435-1 |
HIGH |
427-6 |
0.618 |
423-1 |
0.500 |
421-6 |
0.382 |
420-3 |
LOW |
415-6 |
0.618 |
408-3 |
1.000 |
403-6 |
1.618 |
396-3 |
2.618 |
384-3 |
4.250 |
364-6 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
422-6 |
420-1 |
PP |
422-2 |
417-1 |
S1 |
421-6 |
414-0 |
|