CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
417-0 |
407-0 |
-10-0 |
-2.4% |
419-0 |
High |
421-0 |
418-4 |
-2-4 |
-0.6% |
421-0 |
Low |
413-2 |
405-6 |
-7-4 |
-1.8% |
386-0 |
Close |
416-4 |
406-6 |
-9-6 |
-2.3% |
412-2 |
Range |
7-6 |
12-6 |
5-0 |
64.5% |
35-0 |
ATR |
16-0 |
15-6 |
-0-2 |
-1.4% |
0-0 |
Volume |
127,908 |
108,227 |
-19,681 |
-15.4% |
265,698 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
448-5 |
440-3 |
413-6 |
|
R3 |
435-7 |
427-5 |
410-2 |
|
R2 |
423-1 |
423-1 |
409-1 |
|
R1 |
414-7 |
414-7 |
407-7 |
412-5 |
PP |
410-3 |
410-3 |
410-3 |
409-2 |
S1 |
402-1 |
402-1 |
405-5 |
399-7 |
S2 |
397-5 |
397-5 |
404-3 |
|
S3 |
384-7 |
389-3 |
403-2 |
|
S4 |
372-1 |
376-5 |
399-6 |
|
|
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 |
400-0 |
28-2 |
6.9% |
12-3 |
3.0% |
24% |
False |
False |
92,693 |
10 |
428-2 |
386-0 |
42-2 |
10.4% |
14-2 |
3.5% |
49% |
False |
False |
75,267 |
20 |
428-2 |
333-0 |
95-2 |
23.4% |
15-4 |
3.8% |
77% |
False |
False |
88,650 |
40 |
428-2 |
306-0 |
122-2 |
30.1% |
13-5 |
3.4% |
82% |
False |
False |
89,088 |
60 |
441-0 |
306-0 |
135-0 |
33.2% |
14-2 |
3.5% |
75% |
False |
False |
72,862 |
80 |
590-4 |
306-0 |
284-4 |
69.9% |
14-4 |
3.6% |
35% |
False |
False |
63,315 |
100 |
643-0 |
306-0 |
337-0 |
82.9% |
14-4 |
3.6% |
30% |
False |
False |
53,888 |
120 |
643-0 |
306-0 |
337-0 |
82.9% |
15-3 |
3.8% |
30% |
False |
False |
47,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
472-6 |
2.618 |
451-7 |
1.618 |
439-1 |
1.000 |
431-2 |
0.618 |
426-3 |
HIGH |
418-4 |
0.618 |
413-5 |
0.500 |
412-1 |
0.382 |
410-5 |
LOW |
405-6 |
0.618 |
397-7 |
1.000 |
393-0 |
1.618 |
385-1 |
2.618 |
372-3 |
4.250 |
351-4 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
412-1 |
417-0 |
PP |
410-3 |
413-5 |
S1 |
408-4 |
410-1 |
|