CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
382-0 |
387-2 |
5-2 |
1.4% |
385-0 |
High |
391-2 |
389-0 |
-2-2 |
-0.6% |
392-4 |
Low |
378-0 |
378-6 |
0-6 |
0.2% |
358-6 |
Close |
390-2 |
387-4 |
-2-6 |
-0.7% |
391-0 |
Range |
13-2 |
10-2 |
-3-0 |
-22.6% |
33-6 |
ATR |
16-7 |
16-4 |
-0-3 |
-2.3% |
0-0 |
Volume |
148,423 |
116,622 |
-31,801 |
-21.4% |
540,086 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
415-7 |
411-7 |
393-1 |
|
R3 |
405-5 |
401-5 |
390-3 |
|
R2 |
395-3 |
395-3 |
389-3 |
|
R1 |
391-3 |
391-3 |
388-4 |
393-3 |
PP |
385-1 |
385-1 |
385-1 |
386-0 |
S1 |
381-1 |
381-1 |
386-4 |
383-1 |
S2 |
374-7 |
374-7 |
385-5 |
|
S3 |
364-5 |
370-7 |
384-5 |
|
S4 |
354-3 |
360-5 |
381-7 |
|
|
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 |
360-0 |
42-0 |
10.8% |
15-3 |
4.0% |
65% |
False |
False |
111,728 |
10 |
418-4 |
358-6 |
59-6 |
15.4% |
13-5 |
3.5% |
48% |
False |
False |
112,236 |
20 |
428-2 |
358-6 |
69-4 |
17.9% |
14-0 |
3.6% |
41% |
False |
False |
91,741 |
40 |
428-2 |
306-0 |
122-2 |
31.5% |
13-6 |
3.6% |
67% |
False |
False |
99,524 |
60 |
438-4 |
306-0 |
132-4 |
34.2% |
14-0 |
3.6% |
62% |
False |
False |
84,404 |
80 |
542-0 |
306-0 |
236-0 |
60.9% |
14-1 |
3.6% |
35% |
False |
False |
71,751 |
100 |
618-0 |
306-0 |
312-0 |
80.5% |
14-2 |
3.7% |
26% |
False |
False |
63,065 |
120 |
643-0 |
306-0 |
337-0 |
87.0% |
14-7 |
3.9% |
24% |
False |
False |
55,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432-4 |
2.618 |
415-7 |
1.618 |
405-5 |
1.000 |
399-2 |
0.618 |
395-3 |
HIGH |
389-0 |
0.618 |
385-1 |
0.500 |
383-7 |
0.382 |
382-5 |
LOW |
378-6 |
0.618 |
372-3 |
1.000 |
368-4 |
1.618 |
362-1 |
2.618 |
351-7 |
4.250 |
335-2 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
386-2 |
389-2 |
PP |
385-1 |
388-5 |
S1 |
383-7 |
388-1 |
|