CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 19-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
348-0 |
354-4 |
6-4 |
1.9% |
377-4 |
High |
352-0 |
356-0 |
4-0 |
1.1% |
383-0 |
Low |
346-4 |
352-0 |
5-4 |
1.6% |
363-0 |
Close |
349-2 |
353-2 |
4-0 |
1.1% |
363-2 |
Range |
5-4 |
4-0 |
-1-4 |
-27.3% |
20-0 |
ATR |
12-2 |
11-7 |
-0-3 |
-3.2% |
0-0 |
Volume |
112,378 |
129,406 |
17,028 |
15.2% |
619,419 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
365-6 |
363-4 |
355-4 |
|
R3 |
361-6 |
359-4 |
354-3 |
|
R2 |
357-6 |
357-6 |
354-0 |
|
R1 |
355-4 |
355-4 |
353-5 |
354-5 |
PP |
353-6 |
353-6 |
353-6 |
353-2 |
S1 |
351-4 |
351-4 |
352-7 |
350-5 |
S2 |
349-6 |
349-6 |
352-4 |
|
S3 |
345-6 |
347-4 |
352-1 |
|
S4 |
341-6 |
343-4 |
351-0 |
|
|
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 |
377-2 |
346-4 |
30-6 |
8.7% |
7-5 |
2.2% |
22% |
False |
False |
116,247 |
10 |
383-0 |
346-4 |
36-4 |
10.3% |
8-5 |
2.4% |
18% |
False |
False |
119,151 |
20 |
402-0 |
346-4 |
55-4 |
15.7% |
9-4 |
2.7% |
12% |
False |
False |
109,401 |
40 |
428-2 |
346-4 |
81-6 |
23.1% |
11-5 |
3.3% |
8% |
False |
False |
99,598 |
60 |
428-2 |
306-0 |
122-2 |
34.6% |
12-5 |
3.6% |
39% |
False |
False |
101,961 |
80 |
438-4 |
306-0 |
132-4 |
37.5% |
13-0 |
3.7% |
36% |
False |
False |
89,705 |
100 |
570-4 |
306-0 |
264-4 |
74.9% |
13-2 |
3.7% |
18% |
False |
False |
78,304 |
120 |
618-0 |
306-0 |
312-0 |
88.3% |
13-4 |
3.8% |
15% |
False |
False |
69,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
373-0 |
2.618 |
366-4 |
1.618 |
362-4 |
1.000 |
360-0 |
0.618 |
358-4 |
HIGH |
356-0 |
0.618 |
354-4 |
0.500 |
354-0 |
0.382 |
353-4 |
LOW |
352-0 |
0.618 |
349-4 |
1.000 |
348-0 |
1.618 |
345-4 |
2.618 |
341-4 |
4.250 |
335-0 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
354-0 |
352-7 |
PP |
353-6 |
352-5 |
S1 |
353-4 |
352-2 |
|