CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
379-4 |
373-0 |
-6-4 |
-1.7% |
400-0 |
| High |
385-2 |
373-0 |
-12-2 |
-3.2% |
402-0 |
| Low |
378-4 |
363-4 |
-15-0 |
-4.0% |
373-0 |
| Close |
379-0 |
370-4 |
-8-4 |
-2.2% |
379-0 |
| Range |
6-6 |
9-4 |
2-6 |
40.7% |
29-0 |
| ATR |
14-5 |
14-5 |
0-1 |
0.4% |
0-0 |
| Volume |
84,486 |
93,639 |
9,153 |
10.8% |
463,202 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
397-4 |
393-4 |
375-6 |
|
| R3 |
388-0 |
384-0 |
373-1 |
|
| R2 |
378-4 |
378-4 |
372-2 |
|
| R1 |
374-4 |
374-4 |
371-3 |
371-6 |
| PP |
369-0 |
369-0 |
369-0 |
367-5 |
| S1 |
365-0 |
365-0 |
369-5 |
362-2 |
| S2 |
359-4 |
359-4 |
368-6 |
|
| S3 |
350-0 |
355-4 |
367-7 |
|
| S4 |
340-4 |
346-0 |
365-2 |
|
|
| 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 |
387-6 |
363-4 |
24-2 |
6.5% |
8-7 |
2.4% |
29% |
False |
True |
92,430 |
| 10 |
402-0 |
363-4 |
38-4 |
10.4% |
12-0 |
3.2% |
18% |
False |
True |
101,572 |
| 20 |
428-2 |
358-6 |
69-4 |
18.8% |
12-1 |
3.3% |
17% |
False |
False |
102,504 |
| 40 |
428-2 |
306-0 |
122-2 |
33.0% |
13-7 |
3.8% |
53% |
False |
False |
97,861 |
| 60 |
432-4 |
306-0 |
126-4 |
34.1% |
13-2 |
3.6% |
51% |
False |
False |
90,261 |
| 80 |
459-0 |
306-0 |
153-0 |
41.3% |
13-5 |
3.7% |
42% |
False |
False |
77,087 |
| 100 |
593-0 |
306-0 |
287-0 |
77.5% |
14-1 |
3.8% |
22% |
False |
False |
68,309 |
| 120 |
643-0 |
306-0 |
337-0 |
91.0% |
14-4 |
3.9% |
19% |
False |
False |
59,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
413-3 |
|
2.618 |
397-7 |
|
1.618 |
388-3 |
|
1.000 |
382-4 |
|
0.618 |
378-7 |
|
HIGH |
373-0 |
|
0.618 |
369-3 |
|
0.500 |
368-2 |
|
0.382 |
367-1 |
|
LOW |
363-4 |
|
0.618 |
357-5 |
|
1.000 |
354-0 |
|
1.618 |
348-1 |
|
2.618 |
338-5 |
|
4.250 |
323-1 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
369-6 |
374-3 |
| PP |
369-0 |
373-1 |
| S1 |
368-2 |
371-6 |
|