CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 30-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
379-0 |
379-4 |
0-4 |
0.1% |
400-0 |
High |
383-0 |
385-2 |
2-2 |
0.6% |
402-0 |
Low |
378-4 |
378-4 |
0-0 |
0.0% |
373-0 |
Close |
381-6 |
379-0 |
-2-6 |
-0.7% |
379-0 |
Range |
4-4 |
6-6 |
2-2 |
50.0% |
29-0 |
ATR |
15-2 |
14-5 |
-0-5 |
-4.0% |
0-0 |
Volume |
88,637 |
84,486 |
-4,151 |
-4.7% |
463,202 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-1 |
396-7 |
382-6 |
|
R3 |
394-3 |
390-1 |
380-7 |
|
R2 |
387-5 |
387-5 |
380-2 |
|
R1 |
383-3 |
383-3 |
379-5 |
382-1 |
PP |
380-7 |
380-7 |
380-7 |
380-2 |
S1 |
376-5 |
376-5 |
378-3 |
375-3 |
S2 |
374-1 |
374-1 |
377-6 |
|
S3 |
367-3 |
369-7 |
377-1 |
|
S4 |
360-5 |
363-1 |
375-2 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
471-5 |
454-3 |
395-0 |
|
R3 |
442-5 |
425-3 |
387-0 |
|
R2 |
413-5 |
413-5 |
384-3 |
|
R1 |
396-3 |
396-3 |
381-5 |
390-4 |
PP |
384-5 |
384-5 |
384-5 |
381-6 |
S1 |
367-3 |
367-3 |
376-3 |
361-4 |
S2 |
355-5 |
355-5 |
373-5 |
|
S3 |
326-5 |
338-3 |
371-0 |
|
S4 |
297-5 |
309-3 |
363-0 |
|
|
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 |
7.7% |
9-0 |
2.4% |
21% |
False |
False |
92,640 |
10 |
402-0 |
373-0 |
29-0 |
7.7% |
13-0 |
3.4% |
21% |
False |
False |
101,349 |
20 |
428-2 |
358-6 |
69-4 |
18.3% |
12-3 |
3.3% |
29% |
False |
False |
101,453 |
40 |
428-2 |
306-0 |
122-2 |
32.3% |
13-7 |
3.7% |
60% |
False |
False |
98,302 |
60 |
438-4 |
306-0 |
132-4 |
35.0% |
13-2 |
3.5% |
55% |
False |
False |
89,245 |
80 |
459-0 |
306-0 |
153-0 |
40.4% |
13-6 |
3.6% |
48% |
False |
False |
76,644 |
100 |
593-0 |
306-0 |
287-0 |
75.7% |
14-2 |
3.7% |
25% |
False |
False |
67,469 |
120 |
643-0 |
306-0 |
337-0 |
88.9% |
14-4 |
3.8% |
22% |
False |
False |
58,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
414-0 |
2.618 |
402-7 |
1.618 |
396-1 |
1.000 |
392-0 |
0.618 |
389-3 |
HIGH |
385-2 |
0.618 |
382-5 |
0.500 |
381-7 |
0.382 |
381-1 |
LOW |
378-4 |
0.618 |
374-3 |
1.000 |
371-6 |
1.618 |
367-5 |
2.618 |
360-7 |
4.250 |
349-6 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
381-7 |
379-4 |
PP |
380-7 |
379-3 |
S1 |
380-0 |
379-1 |
|