CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
413-0 |
417-0 |
4-0 |
1.0% |
419-0 |
High |
428-2 |
421-0 |
-7-2 |
-1.7% |
421-0 |
Low |
413-0 |
413-2 |
0-2 |
0.1% |
386-0 |
Close |
427-4 |
416-4 |
-11-0 |
-2.6% |
412-2 |
Range |
15-2 |
7-6 |
-7-4 |
-49.2% |
35-0 |
ATR |
16-1 |
16-0 |
-0-1 |
-0.8% |
0-0 |
Volume |
92,204 |
127,908 |
35,704 |
38.7% |
265,698 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
440-1 |
436-1 |
420-6 |
|
R3 |
432-3 |
428-3 |
418-5 |
|
R2 |
424-5 |
424-5 |
417-7 |
|
R1 |
420-5 |
420-5 |
417-2 |
418-6 |
PP |
416-7 |
416-7 |
416-7 |
416-0 |
S1 |
412-7 |
412-7 |
415-6 |
411-0 |
S2 |
409-1 |
409-1 |
415-1 |
|
S3 |
401-3 |
405-1 |
414-3 |
|
S4 |
393-5 |
397-3 |
412-2 |
|
|
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 |
390-0 |
38-2 |
9.2% |
13-3 |
3.2% |
69% |
False |
False |
83,359 |
10 |
428-2 |
380-4 |
47-6 |
11.5% |
14-3 |
3.5% |
75% |
False |
False |
71,246 |
20 |
428-2 |
325-2 |
103-0 |
24.7% |
15-3 |
3.7% |
89% |
False |
False |
88,601 |
40 |
428-2 |
306-0 |
122-2 |
29.4% |
13-5 |
3.3% |
90% |
False |
False |
87,592 |
60 |
441-0 |
306-0 |
135-0 |
32.4% |
14-2 |
3.4% |
82% |
False |
False |
71,262 |
80 |
593-0 |
306-0 |
287-0 |
68.9% |
14-6 |
3.5% |
39% |
False |
False |
62,260 |
100 |
643-0 |
306-0 |
337-0 |
80.9% |
14-4 |
3.5% |
33% |
False |
False |
52,966 |
120 |
673-0 |
306-0 |
367-0 |
88.1% |
15-3 |
3.7% |
30% |
False |
False |
46,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
454-0 |
2.618 |
441-2 |
1.618 |
433-4 |
1.000 |
428-6 |
0.618 |
425-6 |
HIGH |
421-0 |
0.618 |
418-0 |
0.500 |
417-1 |
0.382 |
416-2 |
LOW |
413-2 |
0.618 |
408-4 |
1.000 |
405-4 |
1.618 |
400-6 |
2.618 |
393-0 |
4.250 |
380-2 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
417-1 |
416-3 |
PP |
416-7 |
416-2 |
S1 |
416-6 |
416-1 |
|