CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
364-0 |
373-0 |
9-0 |
2.5% |
385-0 |
High |
368-4 |
392-4 |
24-0 |
6.5% |
392-4 |
Low |
360-0 |
373-0 |
13-0 |
3.6% |
358-6 |
Close |
365-2 |
391-0 |
25-6 |
7.0% |
391-0 |
Range |
8-4 |
19-4 |
11-0 |
129.4% |
33-6 |
ATR |
15-5 |
16-4 |
0-7 |
5.3% |
0-0 |
Volume |
96,607 |
91,411 |
-5,196 |
-5.4% |
540,086 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
444-0 |
437-0 |
401-6 |
|
R3 |
424-4 |
417-4 |
396-3 |
|
R2 |
405-0 |
405-0 |
394-5 |
|
R1 |
398-0 |
398-0 |
392-6 |
401-4 |
PP |
385-4 |
385-4 |
385-4 |
387-2 |
S1 |
378-4 |
378-4 |
389-2 |
382-0 |
S2 |
366-0 |
366-0 |
387-3 |
|
S3 |
346-4 |
359-0 |
385-5 |
|
S4 |
327-0 |
339-4 |
380-2 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
482-0 |
470-2 |
409-4 |
|
R3 |
448-2 |
436-4 |
400-2 |
|
R2 |
414-4 |
414-4 |
397-2 |
|
R1 |
402-6 |
402-6 |
394-1 |
408-5 |
PP |
380-6 |
380-6 |
380-6 |
383-6 |
S1 |
369-0 |
369-0 |
387-7 |
374-7 |
S2 |
347-0 |
347-0 |
384-6 |
|
S3 |
313-2 |
335-2 |
381-6 |
|
S4 |
279-4 |
301-4 |
372-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
392-4 |
358-6 |
33-6 |
8.6% |
12-7 |
3.3% |
96% |
True |
False |
108,017 |
10 |
428-2 |
358-6 |
69-4 |
17.8% |
12-1 |
3.1% |
46% |
False |
False |
103,436 |
20 |
428-2 |
358-6 |
69-4 |
17.8% |
12-6 |
3.3% |
46% |
False |
False |
87,404 |
40 |
428-2 |
306-0 |
122-2 |
31.3% |
13-5 |
3.5% |
70% |
False |
False |
95,137 |
60 |
438-4 |
306-0 |
132-4 |
33.9% |
13-7 |
3.5% |
64% |
False |
False |
80,784 |
80 |
590-4 |
306-0 |
284-4 |
72.8% |
14-0 |
3.6% |
30% |
False |
False |
67,920 |
100 |
621-4 |
306-0 |
315-4 |
80.7% |
14-1 |
3.6% |
27% |
False |
False |
59,770 |
120 |
643-0 |
306-0 |
337-0 |
86.2% |
15-0 |
3.8% |
25% |
False |
False |
52,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
475-3 |
2.618 |
443-4 |
1.618 |
424-0 |
1.000 |
412-0 |
0.618 |
404-4 |
HIGH |
392-4 |
0.618 |
385-0 |
0.500 |
382-6 |
0.382 |
380-4 |
LOW |
373-0 |
0.618 |
361-0 |
1.000 |
353-4 |
1.618 |
341-4 |
2.618 |
322-0 |
4.250 |
290-1 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
388-2 |
385-7 |
PP |
385-4 |
380-6 |
S1 |
382-6 |
375-5 |
|