CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
407-0 |
411-0 |
4-0 |
1.0% |
405-0 |
High |
418-4 |
418-0 |
-0-4 |
-0.1% |
428-2 |
Low |
405-6 |
407-6 |
2-0 |
0.5% |
404-0 |
Close |
406-6 |
410-6 |
4-0 |
1.0% |
410-6 |
Range |
12-6 |
10-2 |
-2-4 |
-19.6% |
24-2 |
ATR |
15-6 |
15-3 |
-0-3 |
-2.0% |
0-0 |
Volume |
108,227 |
103,424 |
-4,803 |
-4.4% |
494,279 |
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
442-7 |
437-1 |
416-3 |
|
R3 |
432-5 |
426-7 |
413-5 |
|
R2 |
422-3 |
422-3 |
412-5 |
|
R1 |
416-5 |
416-5 |
411-6 |
414-3 |
PP |
412-1 |
412-1 |
412-1 |
411-0 |
S1 |
406-3 |
406-3 |
409-6 |
404-1 |
S2 |
401-7 |
401-7 |
408-7 |
|
S3 |
391-5 |
396-1 |
407-7 |
|
S4 |
381-3 |
385-7 |
405-1 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
487-1 |
473-1 |
424-1 |
|
R3 |
462-7 |
448-7 |
417-3 |
|
R2 |
438-5 |
438-5 |
415-2 |
|
R1 |
424-5 |
424-5 |
413-0 |
431-5 |
PP |
414-3 |
414-3 |
414-3 |
417-6 |
S1 |
400-3 |
400-3 |
408-4 |
407-3 |
S2 |
390-1 |
390-1 |
406-2 |
|
S3 |
365-7 |
376-1 |
404-1 |
|
S4 |
341-5 |
351-7 |
397-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
428-2 |
404-0 |
24-2 |
5.9% |
11-3 |
2.8% |
28% |
False |
False |
98,855 |
10 |
428-2 |
386-0 |
42-2 |
10.3% |
14-6 |
3.6% |
59% |
False |
False |
78,990 |
20 |
428-2 |
339-0 |
89-2 |
21.7% |
15-4 |
3.8% |
80% |
False |
False |
89,756 |
40 |
428-2 |
306-0 |
122-2 |
29.8% |
13-4 |
3.3% |
86% |
False |
False |
90,292 |
60 |
438-4 |
306-0 |
132-4 |
32.3% |
14-1 |
3.5% |
79% |
False |
False |
74,133 |
80 |
590-4 |
306-0 |
284-4 |
69.3% |
14-3 |
3.5% |
37% |
False |
False |
64,130 |
100 |
643-0 |
306-0 |
337-0 |
82.0% |
14-3 |
3.5% |
31% |
False |
False |
54,855 |
120 |
643-0 |
306-0 |
337-0 |
82.0% |
15-2 |
3.7% |
31% |
False |
False |
48,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
461-4 |
2.618 |
444-7 |
1.618 |
434-5 |
1.000 |
428-2 |
0.618 |
424-3 |
HIGH |
418-0 |
0.618 |
414-1 |
0.500 |
412-7 |
0.382 |
411-5 |
LOW |
407-6 |
0.618 |
401-3 |
1.000 |
397-4 |
1.618 |
391-1 |
2.618 |
380-7 |
4.250 |
364-2 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
412-7 |
413-3 |
PP |
412-1 |
412-4 |
S1 |
411-4 |
411-5 |
|