CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 06-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
361-0 |
375-4 |
14-4 |
4.0% |
373-0 |
High |
372-0 |
380-4 |
8-4 |
2.3% |
380-4 |
Low |
358-4 |
371-4 |
13-0 |
3.6% |
356-0 |
Close |
371-2 |
377-2 |
6-0 |
1.6% |
377-2 |
Range |
13-4 |
9-0 |
-4-4 |
-33.3% |
24-4 |
ATR |
14-4 |
14-1 |
-0-3 |
-2.6% |
0-0 |
Volume |
129,510 |
119,518 |
-9,992 |
-7.7% |
577,463 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403-3 |
399-3 |
382-2 |
|
R3 |
394-3 |
390-3 |
379-6 |
|
R2 |
385-3 |
385-3 |
378-7 |
|
R1 |
381-3 |
381-3 |
378-1 |
383-3 |
PP |
376-3 |
376-3 |
376-3 |
377-4 |
S1 |
372-3 |
372-3 |
376-3 |
374-3 |
S2 |
367-3 |
367-3 |
375-5 |
|
S3 |
358-3 |
363-3 |
374-6 |
|
S4 |
349-3 |
354-3 |
372-2 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
444-6 |
435-4 |
390-6 |
|
R3 |
420-2 |
411-0 |
384-0 |
|
R2 |
395-6 |
395-6 |
381-6 |
|
R1 |
386-4 |
386-4 |
379-4 |
391-1 |
PP |
371-2 |
371-2 |
371-2 |
373-4 |
S1 |
362-0 |
362-0 |
375-0 |
366-5 |
S2 |
346-6 |
346-6 |
372-6 |
|
S3 |
322-2 |
337-4 |
370-4 |
|
S4 |
297-6 |
313-0 |
363-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
380-4 |
356-0 |
24-4 |
6.5% |
11-0 |
2.9% |
87% |
True |
False |
115,492 |
10 |
402-0 |
356-0 |
46-0 |
12.2% |
10-0 |
2.7% |
46% |
False |
False |
104,066 |
20 |
418-0 |
356-0 |
62-0 |
16.4% |
12-0 |
3.2% |
34% |
False |
False |
107,152 |
40 |
428-2 |
333-0 |
95-2 |
25.2% |
13-6 |
3.6% |
46% |
False |
False |
97,901 |
60 |
428-2 |
306-0 |
122-2 |
32.4% |
13-1 |
3.5% |
58% |
False |
False |
95,110 |
80 |
441-0 |
306-0 |
135-0 |
35.8% |
13-5 |
3.6% |
53% |
False |
False |
81,434 |
100 |
590-4 |
306-0 |
284-4 |
75.4% |
14-0 |
3.7% |
25% |
False |
False |
72,083 |
120 |
643-0 |
306-0 |
337-0 |
89.3% |
14-1 |
3.7% |
21% |
False |
False |
62,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
418-6 |
2.618 |
404-0 |
1.618 |
395-0 |
1.000 |
389-4 |
0.618 |
386-0 |
HIGH |
380-4 |
0.618 |
377-0 |
0.500 |
376-0 |
0.382 |
375-0 |
LOW |
371-4 |
0.618 |
366-0 |
1.000 |
362-4 |
1.618 |
357-0 |
2.618 |
348-0 |
4.250 |
333-2 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
376-7 |
374-2 |
PP |
376-3 |
371-2 |
S1 |
376-0 |
368-2 |
|