CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
354-4 |
350-0 |
-4-4 |
-1.3% |
358-0 |
| High |
356-0 |
351-4 |
-4-4 |
-1.3% |
358-0 |
| Low |
352-0 |
342-0 |
-10-0 |
-2.8% |
342-0 |
| Close |
353-2 |
350-2 |
-3-0 |
-0.8% |
350-2 |
| Range |
4-0 |
9-4 |
5-4 |
137.5% |
16-0 |
| ATR |
11-7 |
11-6 |
0-0 |
-0.4% |
0-0 |
| Volume |
129,406 |
121,888 |
-7,518 |
-5.8% |
444,958 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
376-3 |
372-7 |
355-4 |
|
| R3 |
366-7 |
363-3 |
352-7 |
|
| R2 |
357-3 |
357-3 |
352-0 |
|
| R1 |
353-7 |
353-7 |
351-1 |
355-5 |
| PP |
347-7 |
347-7 |
347-7 |
348-6 |
| S1 |
344-3 |
344-3 |
349-3 |
346-1 |
| S2 |
338-3 |
338-3 |
348-4 |
|
| S3 |
328-7 |
334-7 |
347-5 |
|
| S4 |
319-3 |
325-3 |
345-0 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
398-1 |
390-1 |
359-0 |
|
| R3 |
382-1 |
374-1 |
354-5 |
|
| R2 |
366-1 |
366-1 |
353-1 |
|
| R1 |
358-1 |
358-1 |
351-6 |
354-1 |
| PP |
350-1 |
350-1 |
350-1 |
348-0 |
| S1 |
342-1 |
342-1 |
348-6 |
338-1 |
| S2 |
334-1 |
334-1 |
347-3 |
|
| S3 |
318-1 |
326-1 |
345-7 |
|
| S4 |
302-1 |
310-1 |
341-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
369-0 |
342-0 |
27-0 |
7.7% |
7-2 |
2.1% |
31% |
False |
True |
119,664 |
| 10 |
383-0 |
342-0 |
41-0 |
11.7% |
8-2 |
2.3% |
20% |
False |
True |
118,389 |
| 20 |
402-0 |
342-0 |
60-0 |
17.1% |
9-4 |
2.7% |
14% |
False |
True |
109,664 |
| 40 |
428-2 |
342-0 |
86-2 |
24.6% |
11-6 |
3.4% |
10% |
False |
True |
100,703 |
| 60 |
428-2 |
306-0 |
122-2 |
34.9% |
12-3 |
3.5% |
36% |
False |
False |
102,904 |
| 80 |
438-4 |
306-0 |
132-4 |
37.8% |
12-7 |
3.7% |
33% |
False |
False |
90,719 |
| 100 |
542-0 |
306-0 |
236-0 |
67.4% |
13-2 |
3.8% |
19% |
False |
False |
79,334 |
| 120 |
618-0 |
306-0 |
312-0 |
89.1% |
13-4 |
3.9% |
14% |
False |
False |
70,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
391-7 |
|
2.618 |
376-3 |
|
1.618 |
366-7 |
|
1.000 |
361-0 |
|
0.618 |
357-3 |
|
HIGH |
351-4 |
|
0.618 |
347-7 |
|
0.500 |
346-6 |
|
0.382 |
345-5 |
|
LOW |
342-0 |
|
0.618 |
336-1 |
|
1.000 |
332-4 |
|
1.618 |
326-5 |
|
2.618 |
317-1 |
|
4.250 |
301-5 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
349-1 |
349-7 |
| PP |
347-7 |
349-3 |
| S1 |
346-6 |
349-0 |
|