CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
385-0 |
371-6 |
-13-2 |
-3.4% |
405-0 |
High |
389-4 |
379-2 |
-10-2 |
-2.6% |
428-2 |
Low |
380-6 |
362-0 |
-18-6 |
-4.9% |
404-0 |
Close |
380-6 |
362-4 |
-18-2 |
-4.8% |
410-6 |
Range |
8-6 |
17-2 |
8-4 |
97.1% |
24-2 |
ATR |
16-4 |
16-5 |
0-1 |
1.0% |
0-0 |
Volume |
126,302 |
77,022 |
-49,280 |
-39.0% |
494,279 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
419-5 |
408-3 |
372-0 |
|
R3 |
402-3 |
391-1 |
367-2 |
|
R2 |
385-1 |
385-1 |
365-5 |
|
R1 |
373-7 |
373-7 |
364-1 |
370-7 |
PP |
367-7 |
367-7 |
367-7 |
366-4 |
S1 |
356-5 |
356-5 |
360-7 |
353-5 |
S2 |
350-5 |
350-5 |
359-3 |
|
S3 |
333-3 |
339-3 |
357-6 |
|
S4 |
316-1 |
322-1 |
353-0 |
|
|
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 |
421-0 |
362-0 |
59-0 |
16.3% |
11-3 |
3.1% |
1% |
False |
True |
108,576 |
10 |
428-2 |
362-0 |
66-2 |
18.3% |
12-6 |
3.5% |
1% |
False |
True |
91,521 |
20 |
428-2 |
362-0 |
66-2 |
18.3% |
13-7 |
3.8% |
1% |
False |
True |
89,938 |
40 |
428-2 |
306-0 |
122-2 |
33.7% |
13-2 |
3.7% |
46% |
False |
False |
91,186 |
60 |
438-4 |
306-0 |
132-4 |
36.6% |
14-0 |
3.8% |
43% |
False |
False |
76,628 |
80 |
590-4 |
306-0 |
284-4 |
78.5% |
13-7 |
3.8% |
20% |
False |
False |
65,374 |
100 |
643-0 |
306-0 |
337-0 |
93.0% |
14-2 |
3.9% |
17% |
False |
False |
56,745 |
120 |
643-0 |
306-0 |
337-0 |
93.0% |
15-0 |
4.1% |
17% |
False |
False |
49,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
452-4 |
2.618 |
424-3 |
1.618 |
407-1 |
1.000 |
396-4 |
0.618 |
389-7 |
HIGH |
379-2 |
0.618 |
372-5 |
0.500 |
370-5 |
0.382 |
368-5 |
LOW |
362-0 |
0.618 |
351-3 |
1.000 |
344-6 |
1.618 |
334-1 |
2.618 |
316-7 |
4.250 |
288-6 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
370-5 |
390-0 |
PP |
367-7 |
380-7 |
S1 |
365-2 |
371-5 |
|