CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
384-2 |
373-0 |
-11-2 |
-2.9% |
398-0 |
| High |
387-6 |
386-0 |
-1-6 |
-0.5% |
402-0 |
| Low |
377-0 |
373-0 |
-4-0 |
-1.1% |
376-4 |
| Close |
377-4 |
384-4 |
7-0 |
1.9% |
390-4 |
| Range |
10-6 |
13-0 |
2-2 |
20.9% |
25-4 |
| ATR |
16-1 |
15-7 |
-0-2 |
-1.4% |
0-0 |
| Volume |
87,724 |
107,667 |
19,943 |
22.7% |
458,882 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
420-1 |
415-3 |
391-5 |
|
| R3 |
407-1 |
402-3 |
388-1 |
|
| R2 |
394-1 |
394-1 |
386-7 |
|
| R1 |
389-3 |
389-3 |
385-6 |
391-6 |
| PP |
381-1 |
381-1 |
381-1 |
382-3 |
| S1 |
376-3 |
376-3 |
383-2 |
378-6 |
| S2 |
368-1 |
368-1 |
382-1 |
|
| S3 |
355-1 |
363-3 |
380-7 |
|
| S4 |
342-1 |
350-3 |
377-3 |
|
|
| 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 |
7.5% |
12-1 |
3.1% |
40% |
False |
True |
98,991 |
| 10 |
402-0 |
358-6 |
43-2 |
11.2% |
13-6 |
3.6% |
60% |
False |
False |
108,572 |
| 20 |
428-2 |
358-6 |
69-4 |
18.1% |
13-2 |
3.4% |
37% |
False |
False |
100,046 |
| 40 |
428-2 |
306-0 |
122-2 |
31.8% |
14-1 |
3.7% |
64% |
False |
False |
97,931 |
| 60 |
438-4 |
306-0 |
132-4 |
34.5% |
13-4 |
3.5% |
59% |
False |
False |
88,298 |
| 80 |
487-0 |
306-0 |
181-0 |
47.1% |
13-7 |
3.6% |
43% |
False |
False |
75,083 |
| 100 |
593-0 |
306-0 |
287-0 |
74.6% |
14-2 |
3.7% |
27% |
False |
False |
66,091 |
| 120 |
643-0 |
306-0 |
337-0 |
87.6% |
14-4 |
3.8% |
23% |
False |
False |
57,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
441-2 |
|
2.618 |
420-0 |
|
1.618 |
407-0 |
|
1.000 |
399-0 |
|
0.618 |
394-0 |
|
HIGH |
386-0 |
|
0.618 |
381-0 |
|
0.500 |
379-4 |
|
0.382 |
378-0 |
|
LOW |
373-0 |
|
0.618 |
365-0 |
|
1.000 |
360-0 |
|
1.618 |
352-0 |
|
2.618 |
339-0 |
|
4.250 |
317-6 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
382-7 |
387-4 |
| PP |
381-1 |
386-4 |
| S1 |
379-4 |
385-4 |
|