CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
358-0 |
348-0 |
-10-0 |
-2.8% |
377-4 |
High |
358-0 |
352-0 |
-6-0 |
-1.7% |
383-0 |
Low |
346-4 |
346-4 |
0-0 |
0.0% |
363-0 |
Close |
349-2 |
349-2 |
0-0 |
0.0% |
363-2 |
Range |
11-4 |
5-4 |
-6-0 |
-52.2% |
20-0 |
ATR |
12-6 |
12-2 |
-0-4 |
-4.1% |
0-0 |
Volume |
81,286 |
112,378 |
31,092 |
38.3% |
619,419 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
365-6 |
363-0 |
352-2 |
|
R3 |
360-2 |
357-4 |
350-6 |
|
R2 |
354-6 |
354-6 |
350-2 |
|
R1 |
352-0 |
352-0 |
349-6 |
353-3 |
PP |
349-2 |
349-2 |
349-2 |
350-0 |
S1 |
346-4 |
346-4 |
348-6 |
347-7 |
S2 |
343-6 |
343-6 |
348-2 |
|
S3 |
338-2 |
341-0 |
347-6 |
|
S4 |
332-6 |
335-4 |
346-2 |
|
|
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 |
377-2 |
346-4 |
30-6 |
8.8% |
8-4 |
2.4% |
9% |
False |
True |
118,966 |
10 |
383-0 |
346-4 |
36-4 |
10.5% |
9-4 |
2.7% |
8% |
False |
True |
117,758 |
20 |
402-0 |
346-4 |
55-4 |
15.9% |
10-0 |
2.9% |
5% |
False |
True |
110,352 |
40 |
428-2 |
346-4 |
81-6 |
23.4% |
11-6 |
3.4% |
3% |
False |
True |
98,192 |
60 |
428-2 |
306-0 |
122-2 |
35.0% |
12-5 |
3.6% |
35% |
False |
False |
101,001 |
80 |
438-4 |
306-0 |
132-4 |
37.9% |
13-1 |
3.8% |
33% |
False |
False |
88,728 |
100 |
582-4 |
306-0 |
276-4 |
79.2% |
13-2 |
3.8% |
16% |
False |
False |
77,174 |
120 |
621-4 |
306-0 |
315-4 |
90.3% |
13-5 |
3.9% |
14% |
False |
False |
68,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
375-3 |
2.618 |
366-3 |
1.618 |
360-7 |
1.000 |
357-4 |
0.618 |
355-3 |
HIGH |
352-0 |
0.618 |
349-7 |
0.500 |
349-2 |
0.382 |
348-5 |
LOW |
346-4 |
0.618 |
343-1 |
1.000 |
341-0 |
1.618 |
337-5 |
2.618 |
332-1 |
4.250 |
323-1 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
349-2 |
357-6 |
PP |
349-2 |
354-7 |
S1 |
349-2 |
352-1 |
|