CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
373-0 |
379-0 |
6-0 |
1.6% |
398-0 |
| High |
386-0 |
383-0 |
-3-0 |
-0.8% |
402-0 |
| Low |
373-0 |
378-4 |
5-4 |
1.5% |
376-4 |
| Close |
384-4 |
381-6 |
-2-6 |
-0.7% |
390-4 |
| Range |
13-0 |
4-4 |
-8-4 |
-65.4% |
25-4 |
| ATR |
15-7 |
15-2 |
-0-6 |
-4.5% |
0-0 |
| Volume |
107,667 |
88,637 |
-19,030 |
-17.7% |
458,882 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
394-5 |
392-5 |
384-2 |
|
| R3 |
390-1 |
388-1 |
383-0 |
|
| R2 |
385-5 |
385-5 |
382-5 |
|
| R1 |
383-5 |
383-5 |
382-1 |
384-5 |
| PP |
381-1 |
381-1 |
381-1 |
381-4 |
| S1 |
379-1 |
379-1 |
381-3 |
380-1 |
| S2 |
376-5 |
376-5 |
380-7 |
|
| S3 |
372-1 |
374-5 |
380-4 |
|
| S4 |
367-5 |
370-1 |
379-2 |
|
|
| 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 |
7.6% |
11-0 |
2.9% |
30% |
False |
False |
93,394 |
| 10 |
402-0 |
360-0 |
42-0 |
11.0% |
13-1 |
3.5% |
52% |
False |
False |
102,561 |
| 20 |
428-2 |
358-6 |
69-4 |
18.2% |
12-7 |
3.4% |
33% |
False |
False |
100,306 |
| 40 |
428-2 |
306-0 |
122-2 |
32.0% |
14-0 |
3.7% |
62% |
False |
False |
98,722 |
| 60 |
438-4 |
306-0 |
132-4 |
34.7% |
13-4 |
3.5% |
57% |
False |
False |
88,948 |
| 80 |
459-0 |
306-0 |
153-0 |
40.1% |
13-6 |
3.6% |
50% |
False |
False |
75,841 |
| 100 |
593-0 |
306-0 |
287-0 |
75.2% |
14-2 |
3.7% |
26% |
False |
False |
66,814 |
| 120 |
643-0 |
306-0 |
337-0 |
88.3% |
14-4 |
3.8% |
22% |
False |
False |
58,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
402-1 |
|
2.618 |
394-6 |
|
1.618 |
390-2 |
|
1.000 |
387-4 |
|
0.618 |
385-6 |
|
HIGH |
383-0 |
|
0.618 |
381-2 |
|
0.500 |
380-6 |
|
0.382 |
380-2 |
|
LOW |
378-4 |
|
0.618 |
375-6 |
|
1.000 |
374-0 |
|
1.618 |
371-2 |
|
2.618 |
366-6 |
|
4.250 |
359-3 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
381-3 |
381-2 |
| PP |
381-1 |
380-7 |
| S1 |
380-6 |
380-3 |
|