CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
371-6 |
363-0 |
-8-6 |
-2.4% |
405-0 |
High |
379-2 |
369-2 |
-10-0 |
-2.6% |
428-2 |
Low |
362-0 |
358-6 |
-3-2 |
-0.9% |
404-0 |
Close |
362-4 |
366-4 |
4-0 |
1.1% |
410-6 |
Range |
17-2 |
10-4 |
-6-6 |
-39.1% |
24-2 |
ATR |
16-5 |
16-2 |
-0-4 |
-2.6% |
0-0 |
Volume |
77,022 |
148,744 |
71,722 |
93.1% |
494,279 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-3 |
391-7 |
372-2 |
|
R3 |
385-7 |
381-3 |
369-3 |
|
R2 |
375-3 |
375-3 |
368-3 |
|
R1 |
370-7 |
370-7 |
367-4 |
373-1 |
PP |
364-7 |
364-7 |
364-7 |
366-0 |
S1 |
360-3 |
360-3 |
365-4 |
362-5 |
S2 |
354-3 |
354-3 |
364-5 |
|
S3 |
343-7 |
349-7 |
363-5 |
|
S4 |
333-3 |
339-3 |
360-6 |
|
|
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 |
418-4 |
358-6 |
59-6 |
16.3% |
11-7 |
3.2% |
13% |
False |
True |
112,743 |
10 |
428-2 |
358-6 |
69-4 |
19.0% |
12-5 |
3.5% |
11% |
False |
True |
98,051 |
20 |
428-2 |
358-6 |
69-4 |
19.0% |
13-4 |
3.7% |
11% |
False |
True |
89,591 |
40 |
428-2 |
306-0 |
122-2 |
33.4% |
13-2 |
3.6% |
49% |
False |
False |
93,276 |
60 |
438-4 |
306-0 |
132-4 |
36.2% |
13-6 |
3.8% |
46% |
False |
False |
78,373 |
80 |
590-4 |
306-0 |
284-4 |
77.6% |
13-7 |
3.8% |
21% |
False |
False |
66,337 |
100 |
642-0 |
306-0 |
336-0 |
91.7% |
14-2 |
3.9% |
18% |
False |
False |
58,170 |
120 |
643-0 |
306-0 |
337-0 |
92.0% |
14-7 |
4.1% |
18% |
False |
False |
50,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
413-7 |
2.618 |
396-6 |
1.618 |
386-2 |
1.000 |
379-6 |
0.618 |
375-6 |
HIGH |
369-2 |
0.618 |
365-2 |
0.500 |
364-0 |
0.382 |
362-6 |
LOW |
358-6 |
0.618 |
352-2 |
1.000 |
348-2 |
1.618 |
341-6 |
2.618 |
331-2 |
4.250 |
314-1 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
365-5 |
374-1 |
PP |
364-7 |
371-5 |
S1 |
364-0 |
369-0 |
|