CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 12-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
373-0 |
370-0 |
-3-0 |
-0.8% |
373-0 |
High |
376-0 |
377-2 |
1-2 |
0.3% |
380-4 |
Low |
368-0 |
366-0 |
-2-0 |
-0.5% |
356-0 |
Close |
368-4 |
366-2 |
-2-2 |
-0.6% |
377-2 |
Range |
8-0 |
11-2 |
3-2 |
40.6% |
24-4 |
ATR |
13-0 |
12-7 |
-0-1 |
-1.0% |
0-0 |
Volume |
143,000 |
104,800 |
-38,200 |
-26.7% |
577,463 |
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403-5 |
396-1 |
372-4 |
|
R3 |
392-3 |
384-7 |
369-3 |
|
R2 |
381-1 |
381-1 |
368-2 |
|
R1 |
373-5 |
373-5 |
367-2 |
371-6 |
PP |
369-7 |
369-7 |
369-7 |
368-7 |
S1 |
362-3 |
362-3 |
365-2 |
360-4 |
S2 |
358-5 |
358-5 |
364-2 |
|
S3 |
347-3 |
351-1 |
363-1 |
|
S4 |
336-1 |
339-7 |
360-0 |
|
|
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 |
383-0 |
366-0 |
17-0 |
4.6% |
9-1 |
2.5% |
1% |
False |
True |
117,114 |
10 |
385-2 |
356-0 |
29-2 |
8.0% |
9-7 |
2.7% |
35% |
False |
False |
112,800 |
20 |
402-0 |
356-0 |
46-0 |
12.6% |
11-4 |
3.1% |
22% |
False |
False |
107,680 |
40 |
428-2 |
356-0 |
72-2 |
19.7% |
12-4 |
3.4% |
14% |
False |
False |
98,635 |
60 |
428-2 |
306-0 |
122-2 |
33.4% |
12-6 |
3.5% |
49% |
False |
False |
98,078 |
80 |
438-4 |
306-0 |
132-4 |
36.2% |
13-2 |
3.6% |
45% |
False |
False |
85,700 |
100 |
590-4 |
306-0 |
284-4 |
77.7% |
13-3 |
3.7% |
21% |
False |
False |
74,606 |
120 |
642-0 |
306-0 |
336-0 |
91.7% |
13-6 |
3.8% |
18% |
False |
False |
66,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
425-0 |
2.618 |
406-6 |
1.618 |
395-4 |
1.000 |
388-4 |
0.618 |
384-2 |
HIGH |
377-2 |
0.618 |
373-0 |
0.500 |
371-5 |
0.382 |
370-2 |
LOW |
366-0 |
0.618 |
359-0 |
1.000 |
354-6 |
1.618 |
347-6 |
2.618 |
336-4 |
4.250 |
318-2 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
371-5 |
372-6 |
PP |
369-7 |
370-5 |
S1 |
368-0 |
368-3 |
|