CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
356-0 |
345-0 |
-11-0 |
-3.1% |
356-0 |
High |
358-4 |
345-2 |
-13-2 |
-3.7% |
371-4 |
Low |
349-0 |
338-0 |
-11-0 |
-3.2% |
345-6 |
Close |
350-6 |
343-4 |
-7-2 |
-2.1% |
350-6 |
Range |
9-4 |
7-2 |
-2-2 |
-23.7% |
25-6 |
ATR |
12-0 |
12-0 |
0-0 |
0.5% |
0-0 |
Volume |
83,466 |
49,652 |
-33,814 |
-40.5% |
509,107 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
364-0 |
361-0 |
347-4 |
|
R3 |
356-6 |
353-6 |
345-4 |
|
R2 |
349-4 |
349-4 |
344-7 |
|
R1 |
346-4 |
346-4 |
344-1 |
344-3 |
PP |
342-2 |
342-2 |
342-2 |
341-2 |
S1 |
339-2 |
339-2 |
342-7 |
337-1 |
S2 |
335-0 |
335-0 |
342-1 |
|
S3 |
327-6 |
332-0 |
341-4 |
|
S4 |
320-4 |
324-6 |
339-4 |
|
|
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 |
338-0 |
33-4 |
9.8% |
11-3 |
3.3% |
16% |
False |
True |
86,911 |
10 |
371-4 |
338-0 |
33-4 |
9.8% |
9-4 |
2.8% |
16% |
False |
True |
100,371 |
20 |
383-0 |
338-0 |
45-0 |
13.1% |
9-5 |
2.8% |
12% |
False |
True |
110,029 |
40 |
428-2 |
338-0 |
90-2 |
26.3% |
11-0 |
3.2% |
6% |
False |
True |
105,741 |
60 |
428-2 |
306-0 |
122-2 |
35.6% |
12-4 |
3.6% |
31% |
False |
False |
102,211 |
80 |
438-4 |
306-0 |
132-4 |
38.6% |
12-3 |
3.6% |
28% |
False |
False |
94,441 |
100 |
459-0 |
306-0 |
153-0 |
44.5% |
12-7 |
3.8% |
25% |
False |
False |
83,321 |
120 |
593-0 |
306-0 |
287-0 |
83.6% |
13-3 |
3.9% |
13% |
False |
False |
74,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
376-0 |
2.618 |
364-2 |
1.618 |
357-0 |
1.000 |
352-4 |
0.618 |
349-6 |
HIGH |
345-2 |
0.618 |
342-4 |
0.500 |
341-5 |
0.382 |
340-6 |
LOW |
338-0 |
0.618 |
333-4 |
1.000 |
330-6 |
1.618 |
326-2 |
2.618 |
319-0 |
4.250 |
307-2 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
342-7 |
354-6 |
PP |
342-2 |
351-0 |
S1 |
341-5 |
347-2 |
|