CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
350-0 |
351-0 |
1-0 |
0.3% |
356-0 |
| High |
357-0 |
351-6 |
-5-2 |
-1.5% |
371-4 |
| Low |
350-0 |
347-0 |
-3-0 |
-0.9% |
345-6 |
| Close |
355-2 |
349-2 |
-6-0 |
-1.7% |
350-6 |
| Range |
7-0 |
4-6 |
-2-2 |
-32.1% |
25-6 |
| ATR |
11-6 |
11-4 |
-0-2 |
-2.1% |
0-0 |
| Volume |
20,612 |
15,130 |
-5,482 |
-26.6% |
509,107 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
363-5 |
361-1 |
351-7 |
|
| R3 |
358-7 |
356-3 |
350-4 |
|
| R2 |
354-1 |
354-1 |
350-1 |
|
| R1 |
351-5 |
351-5 |
349-5 |
350-4 |
| PP |
349-3 |
349-3 |
349-3 |
348-6 |
| S1 |
346-7 |
346-7 |
348-7 |
345-6 |
| S2 |
344-5 |
344-5 |
348-3 |
|
| S3 |
339-7 |
342-1 |
348-0 |
|
| S4 |
335-1 |
337-3 |
346-5 |
|
|
| 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 |
358-4 |
338-0 |
20-4 |
5.9% |
6-7 |
2.0% |
55% |
False |
False |
39,813 |
| 10 |
371-4 |
338-0 |
33-4 |
9.6% |
9-1 |
2.6% |
34% |
False |
False |
74,659 |
| 20 |
383-0 |
338-0 |
45-0 |
12.9% |
8-7 |
2.5% |
25% |
False |
False |
96,905 |
| 40 |
421-0 |
338-0 |
83-0 |
23.8% |
10-3 |
3.0% |
14% |
False |
False |
101,706 |
| 60 |
428-2 |
323-4 |
104-6 |
30.0% |
12-1 |
3.5% |
25% |
False |
False |
98,173 |
| 80 |
428-2 |
306-0 |
122-2 |
35.0% |
12-0 |
3.5% |
35% |
False |
False |
93,914 |
| 100 |
441-0 |
306-0 |
135-0 |
38.7% |
12-5 |
3.6% |
32% |
False |
False |
82,490 |
| 120 |
593-0 |
306-0 |
287-0 |
82.2% |
13-3 |
3.8% |
15% |
False |
False |
74,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
372-0 |
|
2.618 |
364-1 |
|
1.618 |
359-3 |
|
1.000 |
356-4 |
|
0.618 |
354-5 |
|
HIGH |
351-6 |
|
0.618 |
349-7 |
|
0.500 |
349-3 |
|
0.382 |
348-7 |
|
LOW |
347-0 |
|
0.618 |
344-1 |
|
1.000 |
342-2 |
|
1.618 |
339-3 |
|
2.618 |
334-5 |
|
4.250 |
326-6 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
349-3 |
349-1 |
| PP |
349-3 |
349-1 |
| S1 |
349-2 |
349-0 |
|