CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
366-2 |
358-0 |
-8-2 |
-2.3% |
377-4 |
High |
369-0 |
358-0 |
-11-0 |
-3.0% |
383-0 |
Low |
363-0 |
346-4 |
-16-4 |
-4.5% |
363-0 |
Close |
363-2 |
349-2 |
-14-0 |
-3.9% |
363-2 |
Range |
6-0 |
11-4 |
5-4 |
91.7% |
20-0 |
ATR |
12-3 |
12-6 |
0-2 |
2.5% |
0-0 |
Volume |
153,366 |
81,286 |
-72,080 |
-47.0% |
619,419 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-6 |
379-0 |
355-5 |
|
R3 |
374-2 |
367-4 |
352-3 |
|
R2 |
362-6 |
362-6 |
351-3 |
|
R1 |
356-0 |
356-0 |
350-2 |
353-5 |
PP |
351-2 |
351-2 |
351-2 |
350-0 |
S1 |
344-4 |
344-4 |
348-2 |
342-1 |
S2 |
339-6 |
339-6 |
347-1 |
|
S3 |
328-2 |
333-0 |
346-1 |
|
S4 |
316-6 |
321-4 |
342-7 |
|
|
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 |
379-4 |
346-4 |
33-0 |
9.4% |
9-4 |
2.7% |
8% |
False |
True |
117,684 |
10 |
383-0 |
346-4 |
36-4 |
10.5% |
10-0 |
2.9% |
8% |
False |
True |
118,452 |
20 |
402-0 |
346-4 |
55-4 |
15.9% |
11-0 |
3.1% |
5% |
False |
True |
110,012 |
40 |
428-2 |
346-4 |
81-6 |
23.4% |
11-7 |
3.4% |
3% |
False |
True |
98,708 |
60 |
428-2 |
306-0 |
122-2 |
35.0% |
12-6 |
3.6% |
35% |
False |
False |
100,095 |
80 |
438-4 |
306-0 |
132-4 |
37.9% |
13-1 |
3.8% |
33% |
False |
False |
88,091 |
100 |
590-4 |
306-0 |
284-4 |
81.5% |
13-3 |
3.8% |
15% |
False |
False |
76,338 |
120 |
621-4 |
306-0 |
315-4 |
90.3% |
13-5 |
3.9% |
14% |
False |
False |
68,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
406-7 |
2.618 |
388-1 |
1.618 |
376-5 |
1.000 |
369-4 |
0.618 |
365-1 |
HIGH |
358-0 |
0.618 |
353-5 |
0.500 |
352-2 |
0.382 |
350-7 |
LOW |
346-4 |
0.618 |
339-3 |
1.000 |
335-0 |
1.618 |
327-7 |
2.618 |
316-3 |
4.250 |
297-5 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
352-2 |
361-7 |
PP |
351-2 |
357-5 |
S1 |
350-2 |
353-4 |
|