CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 23-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
387-2 |
384-0 |
-3-2 |
-0.8% |
398-0 |
High |
389-0 |
400-4 |
11-4 |
3.0% |
402-0 |
Low |
378-6 |
384-0 |
5-2 |
1.4% |
376-4 |
Close |
387-4 |
390-4 |
3-0 |
0.8% |
390-4 |
Range |
10-2 |
16-4 |
6-2 |
61.0% |
25-4 |
ATR |
16-4 |
16-4 |
0-0 |
0.0% |
0-0 |
Volume |
116,622 |
88,256 |
-28,366 |
-24.3% |
458,882 |
|
Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
441-1 |
432-3 |
399-5 |
|
R3 |
424-5 |
415-7 |
395-0 |
|
R2 |
408-1 |
408-1 |
393-4 |
|
R1 |
399-3 |
399-3 |
392-0 |
403-6 |
PP |
391-5 |
391-5 |
391-5 |
393-7 |
S1 |
382-7 |
382-7 |
389-0 |
387-2 |
S2 |
375-1 |
375-1 |
387-4 |
|
S3 |
358-5 |
366-3 |
386-0 |
|
S4 |
342-1 |
349-7 |
381-3 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
466-1 |
453-7 |
404-4 |
|
R3 |
440-5 |
428-3 |
397-4 |
|
R2 |
415-1 |
415-1 |
395-1 |
|
R1 |
402-7 |
402-7 |
392-7 |
396-2 |
PP |
389-5 |
389-5 |
389-5 |
386-3 |
S1 |
377-3 |
377-3 |
388-1 |
370-6 |
S2 |
364-1 |
364-1 |
385-7 |
|
S3 |
338-5 |
351-7 |
383-4 |
|
S4 |
313-1 |
326-3 |
376-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
402-0 |
373-0 |
29-0 |
7.4% |
17-0 |
4.4% |
60% |
False |
False |
110,058 |
10 |
418-0 |
358-6 |
59-2 |
15.2% |
14-0 |
3.6% |
54% |
False |
False |
110,239 |
20 |
428-2 |
358-6 |
69-4 |
17.8% |
14-1 |
3.6% |
46% |
False |
False |
92,753 |
40 |
428-2 |
306-0 |
122-2 |
31.3% |
13-6 |
3.5% |
69% |
False |
False |
99,026 |
60 |
438-4 |
306-0 |
132-4 |
33.9% |
13-7 |
3.6% |
64% |
False |
False |
85,251 |
80 |
530-4 |
306-0 |
224-4 |
57.5% |
14-2 |
3.6% |
38% |
False |
False |
72,659 |
100 |
593-0 |
306-0 |
287-0 |
73.5% |
14-2 |
3.7% |
29% |
False |
False |
63,791 |
120 |
643-0 |
306-0 |
337-0 |
86.3% |
14-7 |
3.8% |
25% |
False |
False |
55,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
470-5 |
2.618 |
443-6 |
1.618 |
427-2 |
1.000 |
417-0 |
0.618 |
410-6 |
HIGH |
400-4 |
0.618 |
394-2 |
0.500 |
392-2 |
0.382 |
390-2 |
LOW |
384-0 |
0.618 |
373-6 |
1.000 |
367-4 |
1.618 |
357-2 |
2.618 |
340-6 |
4.250 |
313-7 |
|
|
Fisher Pivots for day following 23-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
392-2 |
390-1 |
PP |
391-5 |
389-5 |
S1 |
391-1 |
389-2 |
|