CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
355-4 |
366-0 |
10-4 |
3.0% |
358-0 |
| High |
368-4 |
371-4 |
3-0 |
0.8% |
358-0 |
| Low |
351-2 |
357-6 |
6-4 |
1.9% |
342-0 |
| Close |
363-6 |
362-0 |
-1-6 |
-0.5% |
350-2 |
| Range |
17-2 |
13-6 |
-3-4 |
-20.3% |
16-0 |
| ATR |
11-6 |
11-7 |
0-1 |
1.2% |
0-0 |
| Volume |
95,818 |
104,121 |
8,303 |
8.7% |
444,958 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
405-0 |
397-2 |
369-4 |
|
| R3 |
391-2 |
383-4 |
365-6 |
|
| R2 |
377-4 |
377-4 |
364-4 |
|
| R1 |
369-6 |
369-6 |
363-2 |
366-6 |
| PP |
363-6 |
363-6 |
363-6 |
362-2 |
| S1 |
356-0 |
356-0 |
360-6 |
353-0 |
| S2 |
350-0 |
350-0 |
359-4 |
|
| S3 |
336-2 |
342-2 |
358-2 |
|
| S4 |
322-4 |
328-4 |
354-4 |
|
|
| 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 |
371-4 |
342-0 |
29-4 |
8.1% |
11-3 |
3.1% |
68% |
True |
False |
109,505 |
| 10 |
377-2 |
342-0 |
35-2 |
9.7% |
9-4 |
2.6% |
57% |
False |
False |
112,876 |
| 20 |
385-2 |
342-0 |
43-2 |
11.9% |
9-3 |
2.6% |
46% |
False |
False |
112,030 |
| 40 |
428-2 |
342-0 |
86-2 |
23.8% |
11-2 |
3.1% |
23% |
False |
False |
106,038 |
| 60 |
428-2 |
306-0 |
122-2 |
33.8% |
12-4 |
3.5% |
46% |
False |
False |
102,630 |
| 80 |
438-4 |
306-0 |
132-4 |
36.6% |
12-4 |
3.5% |
42% |
False |
False |
94,231 |
| 100 |
487-0 |
306-0 |
181-0 |
50.0% |
13-0 |
3.6% |
31% |
False |
False |
82,472 |
| 120 |
593-0 |
306-0 |
287-0 |
79.3% |
13-4 |
3.7% |
20% |
False |
False |
73,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
430-0 |
|
2.618 |
407-4 |
|
1.618 |
393-6 |
|
1.000 |
385-2 |
|
0.618 |
380-0 |
|
HIGH |
371-4 |
|
0.618 |
366-2 |
|
0.500 |
364-5 |
|
0.382 |
363-0 |
|
LOW |
357-6 |
|
0.618 |
349-2 |
|
1.000 |
344-0 |
|
1.618 |
335-4 |
|
2.618 |
321-6 |
|
4.250 |
299-2 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
364-5 |
360-7 |
| PP |
363-6 |
359-6 |
| S1 |
362-7 |
358-5 |
|