CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
370-0 |
366-2 |
-3-6 |
-1.0% |
377-4 |
High |
377-2 |
369-0 |
-8-2 |
-2.2% |
383-0 |
Low |
366-0 |
363-0 |
-3-0 |
-0.8% |
363-0 |
Close |
366-2 |
363-2 |
-3-0 |
-0.8% |
363-2 |
Range |
11-2 |
6-0 |
-5-2 |
-46.7% |
20-0 |
ATR |
12-7 |
12-3 |
-0-4 |
-3.8% |
0-0 |
Volume |
104,800 |
153,366 |
48,566 |
46.3% |
619,419 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
383-1 |
379-1 |
366-4 |
|
R3 |
377-1 |
373-1 |
364-7 |
|
R2 |
371-1 |
371-1 |
364-3 |
|
R1 |
367-1 |
367-1 |
363-6 |
366-1 |
PP |
365-1 |
365-1 |
365-1 |
364-4 |
S1 |
361-1 |
361-1 |
362-6 |
360-1 |
S2 |
359-1 |
359-1 |
362-1 |
|
S3 |
353-1 |
355-1 |
361-5 |
|
S4 |
347-1 |
349-1 |
360-0 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
429-6 |
416-4 |
374-2 |
|
R3 |
409-6 |
396-4 |
368-6 |
|
R2 |
389-6 |
389-6 |
366-7 |
|
R1 |
376-4 |
376-4 |
365-1 |
373-1 |
PP |
369-6 |
369-6 |
369-6 |
368-0 |
S1 |
356-4 |
356-4 |
361-3 |
353-1 |
S2 |
349-6 |
349-6 |
359-5 |
|
S3 |
329-6 |
336-4 |
357-6 |
|
S4 |
309-6 |
316-4 |
352-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
383-0 |
363-0 |
20-0 |
5.5% |
8-4 |
2.4% |
1% |
False |
True |
123,883 |
10 |
383-0 |
356-0 |
27-0 |
7.4% |
9-6 |
2.7% |
27% |
False |
False |
119,688 |
20 |
402-0 |
356-0 |
46-0 |
12.7% |
11-3 |
3.1% |
16% |
False |
False |
110,518 |
40 |
428-2 |
356-0 |
72-2 |
19.9% |
12-1 |
3.3% |
10% |
False |
False |
99,866 |
60 |
428-2 |
306-0 |
122-2 |
33.7% |
12-5 |
3.5% |
47% |
False |
False |
99,771 |
80 |
438-4 |
306-0 |
132-4 |
36.5% |
13-1 |
3.6% |
43% |
False |
False |
87,286 |
100 |
590-4 |
306-0 |
284-4 |
78.3% |
13-3 |
3.7% |
20% |
False |
False |
75,861 |
120 |
642-0 |
306-0 |
336-0 |
92.5% |
13-6 |
3.8% |
17% |
False |
False |
67,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-4 |
2.618 |
384-6 |
1.618 |
378-6 |
1.000 |
375-0 |
0.618 |
372-6 |
HIGH |
369-0 |
0.618 |
366-6 |
0.500 |
366-0 |
0.382 |
365-2 |
LOW |
363-0 |
0.618 |
359-2 |
1.000 |
357-0 |
1.618 |
353-2 |
2.618 |
347-2 |
4.250 |
337-4 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
366-0 |
370-1 |
PP |
365-1 |
367-7 |
S1 |
364-1 |
365-4 |
|