CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
365-0 |
361-0 |
-4-0 |
-1.1% |
400-0 |
| High |
369-0 |
372-0 |
3-0 |
0.8% |
402-0 |
| Low |
356-0 |
358-4 |
2-4 |
0.7% |
373-0 |
| Close |
358-2 |
371-2 |
13-0 |
3.6% |
379-0 |
| Range |
13-0 |
13-4 |
0-4 |
3.8% |
29-0 |
| ATR |
14-4 |
14-4 |
0-0 |
-0.4% |
0-0 |
| Volume |
115,473 |
129,510 |
14,037 |
12.2% |
463,202 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
407-6 |
403-0 |
378-5 |
|
| R3 |
394-2 |
389-4 |
375-0 |
|
| R2 |
380-6 |
380-6 |
373-6 |
|
| R1 |
376-0 |
376-0 |
372-4 |
378-3 |
| PP |
367-2 |
367-2 |
367-2 |
368-4 |
| S1 |
362-4 |
362-4 |
370-0 |
364-7 |
| S2 |
353-6 |
353-6 |
368-6 |
|
| S3 |
340-2 |
349-0 |
367-4 |
|
| S4 |
326-6 |
335-4 |
363-7 |
|
|
| 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 |
7.9% |
10-4 |
2.8% |
52% |
False |
False |
108,486 |
| 10 |
402-0 |
356-0 |
46-0 |
12.4% |
10-6 |
2.9% |
33% |
False |
False |
100,940 |
| 20 |
418-4 |
356-0 |
62-4 |
16.8% |
12-2 |
3.3% |
24% |
False |
False |
106,588 |
| 40 |
428-2 |
325-2 |
103-0 |
27.7% |
13-6 |
3.7% |
45% |
False |
False |
97,595 |
| 60 |
428-2 |
306-0 |
122-2 |
32.9% |
13-1 |
3.5% |
53% |
False |
False |
93,924 |
| 80 |
441-0 |
306-0 |
135-0 |
36.4% |
13-6 |
3.7% |
48% |
False |
False |
80,093 |
| 100 |
593-0 |
306-0 |
287-0 |
77.3% |
14-2 |
3.8% |
23% |
False |
False |
71,126 |
| 120 |
643-0 |
306-0 |
337-0 |
90.8% |
14-1 |
3.8% |
19% |
False |
False |
61,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
429-3 |
|
2.618 |
407-3 |
|
1.618 |
393-7 |
|
1.000 |
385-4 |
|
0.618 |
380-3 |
|
HIGH |
372-0 |
|
0.618 |
366-7 |
|
0.500 |
365-2 |
|
0.382 |
363-5 |
|
LOW |
358-4 |
|
0.618 |
350-1 |
|
1.000 |
345-0 |
|
1.618 |
336-5 |
|
2.618 |
323-1 |
|
4.250 |
301-1 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
369-2 |
368-7 |
| PP |
367-2 |
366-3 |
| S1 |
365-2 |
364-0 |
|