CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 20-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
373-0 |
398-0 |
25-0 |
6.7% |
385-0 |
High |
392-4 |
402-0 |
9-4 |
2.4% |
392-4 |
Low |
373-0 |
376-4 |
3-4 |
0.9% |
358-6 |
Close |
391-0 |
383-4 |
-7-4 |
-1.9% |
391-0 |
Range |
19-4 |
25-4 |
6-0 |
30.8% |
33-6 |
ATR |
16-4 |
17-1 |
0-5 |
3.9% |
0-0 |
Volume |
91,411 |
105,581 |
14,170 |
15.5% |
540,086 |
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463-7 |
449-1 |
397-4 |
|
R3 |
438-3 |
423-5 |
390-4 |
|
R2 |
412-7 |
412-7 |
388-1 |
|
R1 |
398-1 |
398-1 |
385-7 |
392-6 |
PP |
387-3 |
387-3 |
387-3 |
384-5 |
S1 |
372-5 |
372-5 |
381-1 |
367-2 |
S2 |
361-7 |
361-7 |
378-7 |
|
S3 |
336-3 |
347-1 |
376-4 |
|
S4 |
310-7 |
321-5 |
369-4 |
|
|
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 |
402-0 |
358-6 |
43-2 |
11.3% |
16-2 |
4.2% |
57% |
True |
False |
103,873 |
10 |
428-2 |
358-6 |
69-4 |
18.1% |
13-5 |
3.5% |
36% |
False |
False |
107,743 |
20 |
428-2 |
358-6 |
69-4 |
18.1% |
13-4 |
3.5% |
36% |
False |
False |
86,033 |
40 |
428-2 |
306-0 |
122-2 |
31.9% |
14-0 |
3.7% |
63% |
False |
False |
96,325 |
60 |
438-4 |
306-0 |
132-4 |
34.6% |
14-1 |
3.7% |
58% |
False |
False |
81,520 |
80 |
582-4 |
306-0 |
276-4 |
72.1% |
14-1 |
3.7% |
28% |
False |
False |
68,880 |
100 |
621-4 |
306-0 |
315-4 |
82.3% |
14-3 |
3.7% |
25% |
False |
False |
60,715 |
120 |
643-0 |
306-0 |
337-0 |
87.9% |
15-0 |
3.9% |
23% |
False |
False |
53,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
510-3 |
2.618 |
468-6 |
1.618 |
443-2 |
1.000 |
427-4 |
0.618 |
417-6 |
HIGH |
402-0 |
0.618 |
392-2 |
0.500 |
389-2 |
0.382 |
386-2 |
LOW |
376-4 |
0.618 |
360-6 |
1.000 |
351-0 |
1.618 |
335-2 |
2.618 |
309-6 |
4.250 |
268-1 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
389-2 |
382-5 |
PP |
387-3 |
381-7 |
S1 |
385-3 |
381-0 |
|