CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 27-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
400-0 |
384-2 |
-15-6 |
-3.9% |
398-0 |
High |
402-0 |
387-6 |
-14-2 |
-3.5% |
402-0 |
Low |
392-0 |
377-0 |
-15-0 |
-3.8% |
376-4 |
Close |
393-6 |
377-4 |
-16-2 |
-4.1% |
390-4 |
Range |
10-0 |
10-6 |
0-6 |
7.5% |
25-4 |
ATR |
16-1 |
16-1 |
0-0 |
0.3% |
0-0 |
Volume |
94,688 |
87,724 |
-6,964 |
-7.4% |
458,882 |
|
Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-0 |
406-0 |
383-3 |
|
R3 |
402-2 |
395-2 |
380-4 |
|
R2 |
391-4 |
391-4 |
379-4 |
|
R1 |
384-4 |
384-4 |
378-4 |
382-5 |
PP |
380-6 |
380-6 |
380-6 |
379-6 |
S1 |
373-6 |
373-6 |
376-4 |
371-7 |
S2 |
370-0 |
370-0 |
375-4 |
|
S3 |
359-2 |
363-0 |
374-4 |
|
S4 |
348-4 |
352-2 |
371-5 |
|
|
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 |
377-0 |
25-0 |
6.6% |
12-1 |
3.2% |
2% |
False |
True |
107,142 |
10 |
402-0 |
358-6 |
43-2 |
11.5% |
14-2 |
3.8% |
43% |
False |
False |
105,507 |
20 |
428-2 |
358-6 |
69-4 |
18.4% |
14-1 |
3.7% |
27% |
False |
False |
97,067 |
40 |
428-2 |
306-0 |
122-2 |
32.4% |
14-0 |
3.7% |
58% |
False |
False |
98,177 |
60 |
438-4 |
306-0 |
132-4 |
35.1% |
13-5 |
3.6% |
54% |
False |
False |
87,040 |
80 |
497-0 |
306-0 |
191-0 |
50.6% |
14-0 |
3.7% |
37% |
False |
False |
74,087 |
100 |
593-0 |
306-0 |
287-0 |
76.0% |
14-2 |
3.8% |
25% |
False |
False |
65,210 |
120 |
643-0 |
306-0 |
337-0 |
89.3% |
14-5 |
3.9% |
21% |
False |
False |
56,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
433-4 |
2.618 |
415-7 |
1.618 |
405-1 |
1.000 |
398-4 |
0.618 |
394-3 |
HIGH |
387-6 |
0.618 |
383-5 |
0.500 |
382-3 |
0.382 |
381-1 |
LOW |
377-0 |
0.618 |
370-3 |
1.000 |
366-2 |
1.618 |
359-5 |
2.618 |
348-7 |
4.250 |
331-2 |
|
|
Fisher Pivots for day following 27-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
382-3 |
389-4 |
PP |
380-6 |
385-4 |
S1 |
379-1 |
381-4 |
|