CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 27-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
366-0 |
356-0 |
-10-0 |
-2.7% |
356-0 |
High |
371-4 |
358-4 |
-13-0 |
-3.5% |
371-4 |
Low |
357-6 |
349-0 |
-8-6 |
-2.4% |
345-6 |
Close |
362-0 |
350-6 |
-11-2 |
-3.1% |
350-6 |
Range |
13-6 |
9-4 |
-4-2 |
-30.9% |
25-6 |
ATR |
11-7 |
12-0 |
0-1 |
0.7% |
0-0 |
Volume |
104,121 |
83,466 |
-20,655 |
-19.8% |
509,107 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
381-2 |
375-4 |
356-0 |
|
R3 |
371-6 |
366-0 |
353-3 |
|
R2 |
362-2 |
362-2 |
352-4 |
|
R1 |
356-4 |
356-4 |
351-5 |
354-5 |
PP |
352-6 |
352-6 |
352-6 |
351-6 |
S1 |
347-0 |
347-0 |
349-7 |
345-1 |
S2 |
343-2 |
343-2 |
349-0 |
|
S3 |
333-6 |
337-4 |
348-1 |
|
S4 |
324-2 |
328-0 |
345-4 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
433-2 |
417-6 |
364-7 |
|
R3 |
407-4 |
392-0 |
357-7 |
|
R2 |
381-6 |
381-6 |
355-4 |
|
R1 |
366-2 |
366-2 |
353-1 |
361-1 |
PP |
356-0 |
356-0 |
356-0 |
353-4 |
S1 |
340-4 |
340-4 |
348-3 |
335-3 |
S2 |
330-2 |
330-2 |
346-0 |
|
S3 |
304-4 |
314-6 |
343-5 |
|
S4 |
278-6 |
289-0 |
336-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
371-4 |
345-6 |
25-6 |
7.3% |
11-3 |
3.3% |
19% |
False |
False |
101,821 |
10 |
371-4 |
342-0 |
29-4 |
8.4% |
9-3 |
2.7% |
30% |
False |
False |
110,743 |
20 |
385-2 |
342-0 |
43-2 |
12.3% |
9-5 |
2.7% |
20% |
False |
False |
111,771 |
40 |
428-2 |
342-0 |
86-2 |
24.6% |
11-2 |
3.2% |
10% |
False |
False |
106,039 |
60 |
428-2 |
306-0 |
122-2 |
34.9% |
12-4 |
3.6% |
37% |
False |
False |
103,072 |
80 |
438-4 |
306-0 |
132-4 |
37.8% |
12-4 |
3.6% |
34% |
False |
False |
94,654 |
100 |
459-0 |
306-0 |
153-0 |
43.6% |
12-7 |
3.7% |
29% |
False |
False |
83,027 |
120 |
593-0 |
306-0 |
287-0 |
81.8% |
13-4 |
3.8% |
16% |
False |
False |
74,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
398-7 |
2.618 |
383-3 |
1.618 |
373-7 |
1.000 |
368-0 |
0.618 |
364-3 |
HIGH |
358-4 |
0.618 |
354-7 |
0.500 |
353-6 |
0.382 |
352-5 |
LOW |
349-0 |
0.618 |
343-1 |
1.000 |
339-4 |
1.618 |
333-5 |
2.618 |
324-1 |
4.250 |
308-5 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
353-6 |
360-2 |
PP |
352-6 |
357-1 |
S1 |
351-6 |
353-7 |
|