CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 21-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
398-0 |
382-0 |
-16-0 |
-4.0% |
385-0 |
High |
402-0 |
391-2 |
-10-6 |
-2.7% |
392-4 |
Low |
376-4 |
378-0 |
1-4 |
0.4% |
358-6 |
Close |
383-4 |
390-2 |
6-6 |
1.8% |
391-0 |
Range |
25-4 |
13-2 |
-12-2 |
-48.0% |
33-6 |
ATR |
17-1 |
16-7 |
-0-2 |
-1.6% |
0-0 |
Volume |
105,581 |
148,423 |
42,842 |
40.6% |
540,086 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
426-2 |
421-4 |
397-4 |
|
R3 |
413-0 |
408-2 |
393-7 |
|
R2 |
399-6 |
399-6 |
392-5 |
|
R1 |
395-0 |
395-0 |
391-4 |
397-3 |
PP |
386-4 |
386-4 |
386-4 |
387-6 |
S1 |
381-6 |
381-6 |
389-0 |
384-1 |
S2 |
373-2 |
373-2 |
387-7 |
|
S3 |
360-0 |
368-4 |
386-5 |
|
S4 |
346-6 |
355-2 |
383-0 |
|
|
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 |
11.1% |
15-4 |
4.0% |
73% |
False |
False |
118,153 |
10 |
421-0 |
358-6 |
62-2 |
16.0% |
13-3 |
3.4% |
51% |
False |
False |
113,364 |
20 |
428-2 |
358-6 |
69-4 |
17.8% |
13-6 |
3.5% |
45% |
False |
False |
89,795 |
40 |
428-2 |
306-0 |
122-2 |
31.3% |
14-1 |
3.6% |
69% |
False |
False |
98,241 |
60 |
438-4 |
306-0 |
132-4 |
34.0% |
14-1 |
3.6% |
64% |
False |
False |
83,139 |
80 |
570-4 |
306-0 |
264-4 |
67.8% |
14-1 |
3.6% |
32% |
False |
False |
70,530 |
100 |
618-0 |
306-0 |
312-0 |
79.9% |
14-2 |
3.7% |
27% |
False |
False |
62,100 |
120 |
643-0 |
306-0 |
337-0 |
86.4% |
15-0 |
3.8% |
25% |
False |
False |
54,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
447-4 |
2.618 |
426-0 |
1.618 |
412-6 |
1.000 |
404-4 |
0.618 |
399-4 |
HIGH |
391-2 |
0.618 |
386-2 |
0.500 |
384-5 |
0.382 |
383-0 |
LOW |
378-0 |
0.618 |
369-6 |
1.000 |
364-6 |
1.618 |
356-4 |
2.618 |
343-2 |
4.250 |
321-6 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
388-3 |
389-3 |
PP |
386-4 |
388-3 |
S1 |
384-5 |
387-4 |
|