CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 03-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
373-0 |
365-4 |
-7-4 |
-2.0% |
400-0 |
High |
373-0 |
366-0 |
-7-0 |
-1.9% |
402-0 |
Low |
363-4 |
356-0 |
-7-4 |
-2.1% |
373-0 |
Close |
370-4 |
361-6 |
-8-6 |
-2.4% |
379-0 |
Range |
9-4 |
10-0 |
0-4 |
5.3% |
29-0 |
ATR |
14-5 |
14-5 |
0-0 |
-0.1% |
0-0 |
Volume |
93,639 |
119,323 |
25,684 |
27.4% |
463,202 |
|
Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-2 |
386-4 |
367-2 |
|
R3 |
381-2 |
376-4 |
364-4 |
|
R2 |
371-2 |
371-2 |
363-5 |
|
R1 |
366-4 |
366-4 |
362-5 |
363-7 |
PP |
361-2 |
361-2 |
361-2 |
360-0 |
S1 |
356-4 |
356-4 |
360-7 |
353-7 |
S2 |
351-2 |
351-2 |
359-7 |
|
S3 |
341-2 |
346-4 |
359-0 |
|
S4 |
331-2 |
336-4 |
356-2 |
|
|
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 |
386-0 |
356-0 |
30-0 |
8.3% |
8-6 |
2.4% |
19% |
False |
True |
98,750 |
10 |
402-0 |
356-0 |
46-0 |
12.7% |
10-4 |
2.9% |
13% |
False |
True |
102,946 |
20 |
428-2 |
356-0 |
72-2 |
20.0% |
12-0 |
3.3% |
8% |
False |
True |
105,344 |
40 |
428-2 |
306-0 |
122-2 |
33.8% |
13-7 |
3.8% |
46% |
False |
False |
98,555 |
60 |
428-2 |
306-0 |
122-2 |
33.8% |
13-0 |
3.6% |
46% |
False |
False |
91,681 |
80 |
459-0 |
306-0 |
153-0 |
42.3% |
13-4 |
3.7% |
36% |
False |
False |
77,856 |
100 |
593-0 |
306-0 |
287-0 |
79.3% |
14-1 |
3.9% |
19% |
False |
False |
69,046 |
120 |
643-0 |
306-0 |
337-0 |
93.2% |
14-3 |
4.0% |
17% |
False |
False |
60,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-4 |
2.618 |
392-1 |
1.618 |
382-1 |
1.000 |
376-0 |
0.618 |
372-1 |
HIGH |
366-0 |
0.618 |
362-1 |
0.500 |
361-0 |
0.382 |
359-7 |
LOW |
356-0 |
0.618 |
349-7 |
1.000 |
346-0 |
1.618 |
339-7 |
2.618 |
329-7 |
4.250 |
313-4 |
|
|
Fisher Pivots for day following 03-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
361-4 |
370-5 |
PP |
361-2 |
367-5 |
S1 |
361-0 |
364-6 |
|