CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
405-0 |
413-0 |
8-0 |
2.0% |
419-0 |
| High |
415-0 |
428-2 |
13-2 |
3.2% |
421-0 |
| Low |
404-0 |
413-0 |
9-0 |
2.2% |
386-0 |
| Close |
411-2 |
427-4 |
16-2 |
4.0% |
412-2 |
| Range |
11-0 |
15-2 |
4-2 |
38.6% |
35-0 |
| ATR |
16-0 |
16-1 |
0-1 |
0.4% |
0-0 |
| Volume |
62,516 |
92,204 |
29,688 |
47.5% |
265,698 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
468-5 |
463-3 |
435-7 |
|
| R3 |
453-3 |
448-1 |
431-6 |
|
| R2 |
438-1 |
438-1 |
430-2 |
|
| R1 |
432-7 |
432-7 |
428-7 |
435-4 |
| PP |
422-7 |
422-7 |
422-7 |
424-2 |
| S1 |
417-5 |
417-5 |
426-1 |
420-2 |
| S2 |
407-5 |
407-5 |
424-6 |
|
| S3 |
392-3 |
402-3 |
423-2 |
|
| S4 |
377-1 |
387-1 |
419-1 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
511-3 |
496-7 |
431-4 |
|
| R3 |
476-3 |
461-7 |
421-7 |
|
| R2 |
441-3 |
441-3 |
418-5 |
|
| R1 |
426-7 |
426-7 |
415-4 |
416-5 |
| PP |
406-3 |
406-3 |
406-3 |
401-2 |
| S1 |
391-7 |
391-7 |
409-0 |
381-5 |
| S2 |
371-3 |
371-3 |
405-7 |
|
| S3 |
336-3 |
356-7 |
402-5 |
|
| S4 |
301-3 |
321-7 |
393-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
428-2 |
386-0 |
42-2 |
9.9% |
14-1 |
3.3% |
98% |
True |
False |
74,465 |
| 10 |
428-2 |
377-6 |
50-4 |
11.8% |
14-1 |
3.3% |
99% |
True |
False |
66,225 |
| 20 |
428-2 |
323-4 |
104-6 |
24.5% |
15-4 |
3.6% |
99% |
True |
False |
91,107 |
| 40 |
428-2 |
306-0 |
122-2 |
28.6% |
13-6 |
3.2% |
99% |
True |
False |
86,122 |
| 60 |
441-0 |
306-0 |
135-0 |
31.6% |
14-1 |
3.3% |
90% |
False |
False |
69,680 |
| 80 |
593-0 |
306-0 |
287-0 |
67.1% |
14-6 |
3.5% |
42% |
False |
False |
60,859 |
| 100 |
643-0 |
306-0 |
337-0 |
78.8% |
14-6 |
3.4% |
36% |
False |
False |
51,849 |
| 120 |
697-0 |
306-0 |
391-0 |
91.5% |
15-5 |
3.7% |
31% |
False |
False |
45,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
493-0 |
|
2.618 |
468-1 |
|
1.618 |
452-7 |
|
1.000 |
443-4 |
|
0.618 |
437-5 |
|
HIGH |
428-2 |
|
0.618 |
422-3 |
|
0.500 |
420-5 |
|
0.382 |
418-7 |
|
LOW |
413-0 |
|
0.618 |
403-5 |
|
1.000 |
397-6 |
|
1.618 |
388-3 |
|
2.618 |
373-1 |
|
4.250 |
348-2 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
425-2 |
423-0 |
| PP |
422-7 |
418-5 |
| S1 |
420-5 |
414-1 |
|