CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 04-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
365-4 |
365-0 |
-0-4 |
-0.1% |
400-0 |
High |
366-0 |
369-0 |
3-0 |
0.8% |
402-0 |
Low |
356-0 |
356-0 |
0-0 |
0.0% |
373-0 |
Close |
361-6 |
358-2 |
-3-4 |
-1.0% |
379-0 |
Range |
10-0 |
13-0 |
3-0 |
30.0% |
29-0 |
ATR |
14-5 |
14-4 |
-0-1 |
-0.8% |
0-0 |
Volume |
119,323 |
115,473 |
-3,850 |
-3.2% |
463,202 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-1 |
392-1 |
365-3 |
|
R3 |
387-1 |
379-1 |
361-7 |
|
R2 |
374-1 |
374-1 |
360-5 |
|
R1 |
366-1 |
366-1 |
359-4 |
363-5 |
PP |
361-1 |
361-1 |
361-1 |
359-6 |
S1 |
353-1 |
353-1 |
357-0 |
350-5 |
S2 |
348-1 |
348-1 |
355-7 |
|
S3 |
335-1 |
340-1 |
354-5 |
|
S4 |
322-1 |
327-1 |
351-1 |
|
|
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 |
385-2 |
356-0 |
29-2 |
8.2% |
8-6 |
2.4% |
8% |
False |
True |
100,311 |
10 |
402-0 |
356-0 |
46-0 |
12.8% |
10-3 |
2.9% |
5% |
False |
True |
99,651 |
20 |
421-0 |
356-0 |
65-0 |
18.1% |
11-7 |
3.3% |
3% |
False |
True |
106,508 |
40 |
428-2 |
323-4 |
104-6 |
29.2% |
13-6 |
3.8% |
33% |
False |
False |
98,807 |
60 |
428-2 |
306-0 |
122-2 |
34.1% |
13-1 |
3.7% |
43% |
False |
False |
92,917 |
80 |
441-0 |
306-0 |
135-0 |
37.7% |
13-4 |
3.8% |
39% |
False |
False |
78,887 |
100 |
593-0 |
306-0 |
287-0 |
80.1% |
14-2 |
4.0% |
18% |
False |
False |
69,989 |
120 |
643-0 |
306-0 |
337-0 |
94.1% |
14-2 |
4.0% |
16% |
False |
False |
60,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
424-2 |
2.618 |
403-0 |
1.618 |
390-0 |
1.000 |
382-0 |
0.618 |
377-0 |
HIGH |
369-0 |
0.618 |
364-0 |
0.500 |
362-4 |
0.382 |
361-0 |
LOW |
356-0 |
0.618 |
348-0 |
1.000 |
343-0 |
1.618 |
335-0 |
2.618 |
322-0 |
4.250 |
300-6 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
362-4 |
364-4 |
PP |
361-1 |
362-3 |
S1 |
359-5 |
360-3 |
|