CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
345-4 |
350-0 |
4-4 |
1.3% |
356-0 |
| High |
346-6 |
357-0 |
10-2 |
3.0% |
371-4 |
| Low |
341-0 |
350-0 |
9-0 |
2.6% |
345-6 |
| Close |
343-4 |
355-2 |
11-6 |
3.4% |
350-6 |
| Range |
5-6 |
7-0 |
1-2 |
21.7% |
25-6 |
| ATR |
11-5 |
11-6 |
0-1 |
1.2% |
0-0 |
| Volume |
30,207 |
20,612 |
-9,595 |
-31.8% |
509,107 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
375-1 |
372-1 |
359-1 |
|
| R3 |
368-1 |
365-1 |
357-1 |
|
| R2 |
361-1 |
361-1 |
356-4 |
|
| R1 |
358-1 |
358-1 |
355-7 |
359-5 |
| PP |
354-1 |
354-1 |
354-1 |
354-6 |
| S1 |
351-1 |
351-1 |
354-5 |
352-5 |
| S2 |
347-1 |
347-1 |
354-0 |
|
| S3 |
340-1 |
344-1 |
353-3 |
|
| S4 |
333-1 |
337-1 |
351-3 |
|
|
| 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 |
9.4% |
8-5 |
2.4% |
51% |
False |
False |
57,611 |
| 10 |
371-4 |
338-0 |
33-4 |
9.4% |
9-0 |
2.5% |
51% |
False |
False |
86,087 |
| 20 |
383-0 |
338-0 |
45-0 |
12.7% |
9-2 |
2.6% |
38% |
False |
False |
101,922 |
| 40 |
428-2 |
338-0 |
90-2 |
25.4% |
10-5 |
3.0% |
19% |
False |
False |
103,633 |
| 60 |
428-2 |
306-0 |
122-2 |
34.4% |
12-3 |
3.5% |
40% |
False |
False |
99,677 |
| 80 |
428-2 |
306-0 |
122-2 |
34.4% |
12-1 |
3.4% |
40% |
False |
False |
94,242 |
| 100 |
459-0 |
306-0 |
153-0 |
43.1% |
12-5 |
3.6% |
32% |
False |
False |
82,670 |
| 120 |
593-0 |
306-0 |
287-0 |
80.8% |
13-3 |
3.7% |
17% |
False |
False |
74,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
386-6 |
|
2.618 |
375-3 |
|
1.618 |
368-3 |
|
1.000 |
364-0 |
|
0.618 |
361-3 |
|
HIGH |
357-0 |
|
0.618 |
354-3 |
|
0.500 |
353-4 |
|
0.382 |
352-5 |
|
LOW |
350-0 |
|
0.618 |
345-5 |
|
1.000 |
343-0 |
|
1.618 |
338-5 |
|
2.618 |
331-5 |
|
4.250 |
320-2 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
354-5 |
352-5 |
| PP |
354-1 |
350-1 |
| S1 |
353-4 |
347-4 |
|