CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 15-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
363-0 |
364-0 |
1-0 |
0.3% |
405-0 |
High |
369-2 |
368-4 |
-0-6 |
-0.2% |
428-2 |
Low |
358-6 |
360-0 |
1-2 |
0.3% |
404-0 |
Close |
366-4 |
365-2 |
-1-2 |
-0.3% |
410-6 |
Range |
10-4 |
8-4 |
-2-0 |
-19.0% |
24-2 |
ATR |
16-2 |
15-5 |
-0-4 |
-3.4% |
0-0 |
Volume |
148,744 |
96,607 |
-52,137 |
-35.1% |
494,279 |
|
Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390-1 |
386-1 |
369-7 |
|
R3 |
381-5 |
377-5 |
367-5 |
|
R2 |
373-1 |
373-1 |
366-6 |
|
R1 |
369-1 |
369-1 |
366-0 |
371-1 |
PP |
364-5 |
364-5 |
364-5 |
365-4 |
S1 |
360-5 |
360-5 |
364-4 |
362-5 |
S2 |
356-1 |
356-1 |
363-6 |
|
S3 |
347-5 |
352-1 |
362-7 |
|
S4 |
339-1 |
343-5 |
360-5 |
|
|
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 |
418-0 |
358-6 |
59-2 |
16.2% |
11-0 |
3.0% |
11% |
False |
False |
110,419 |
10 |
428-2 |
358-6 |
69-4 |
19.0% |
11-6 |
3.2% |
9% |
False |
False |
101,556 |
20 |
428-2 |
358-6 |
69-4 |
19.0% |
12-6 |
3.5% |
9% |
False |
False |
89,213 |
40 |
428-2 |
306-0 |
122-2 |
33.5% |
13-2 |
3.6% |
48% |
False |
False |
94,397 |
60 |
438-4 |
306-0 |
132-4 |
36.3% |
13-6 |
3.8% |
45% |
False |
False |
79,542 |
80 |
590-4 |
306-0 |
284-4 |
77.9% |
13-7 |
3.8% |
21% |
False |
False |
67,197 |
100 |
642-0 |
306-0 |
336-0 |
92.0% |
14-2 |
3.9% |
18% |
False |
False |
58,949 |
120 |
643-0 |
306-0 |
337-0 |
92.3% |
14-7 |
4.1% |
18% |
False |
False |
51,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
404-5 |
2.618 |
390-6 |
1.618 |
382-2 |
1.000 |
377-0 |
0.618 |
373-6 |
HIGH |
368-4 |
0.618 |
365-2 |
0.500 |
364-2 |
0.382 |
363-2 |
LOW |
360-0 |
0.618 |
354-6 |
1.000 |
351-4 |
1.618 |
346-2 |
2.618 |
337-6 |
4.250 |
323-7 |
|
|
Fisher Pivots for day following 15-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
364-7 |
369-0 |
PP |
364-5 |
367-6 |
S1 |
364-2 |
366-4 |
|