CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 06-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
351-0 |
353-0 |
2-0 |
0.6% |
345-0 |
High |
351-6 |
355-0 |
3-2 |
0.9% |
357-0 |
Low |
347-0 |
351-4 |
4-4 |
1.3% |
338-0 |
Close |
349-2 |
352-6 |
3-4 |
1.0% |
352-6 |
Range |
4-6 |
3-4 |
-1-2 |
-26.3% |
19-0 |
ATR |
11-4 |
11-0 |
-0-3 |
-3.6% |
0-0 |
Volume |
15,130 |
13,239 |
-1,891 |
-12.5% |
128,840 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
363-5 |
361-5 |
354-5 |
|
R3 |
360-1 |
358-1 |
353-6 |
|
R2 |
356-5 |
356-5 |
353-3 |
|
R1 |
354-5 |
354-5 |
353-1 |
353-7 |
PP |
353-1 |
353-1 |
353-1 |
352-6 |
S1 |
351-1 |
351-1 |
352-3 |
350-3 |
S2 |
349-5 |
349-5 |
352-1 |
|
S3 |
346-1 |
347-5 |
351-6 |
|
S4 |
342-5 |
344-1 |
350-7 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
406-2 |
398-4 |
363-2 |
|
R3 |
387-2 |
379-4 |
358-0 |
|
R2 |
368-2 |
368-2 |
356-2 |
|
R1 |
360-4 |
360-4 |
354-4 |
364-3 |
PP |
349-2 |
349-2 |
349-2 |
351-2 |
S1 |
341-4 |
341-4 |
351-0 |
345-3 |
S2 |
330-2 |
330-2 |
349-2 |
|
S3 |
311-2 |
322-4 |
347-4 |
|
S4 |
292-2 |
303-4 |
342-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
357-0 |
338-0 |
19-0 |
5.4% |
5-5 |
1.6% |
78% |
False |
False |
25,768 |
10 |
371-4 |
338-0 |
33-4 |
9.5% |
8-4 |
2.4% |
44% |
False |
False |
63,794 |
20 |
383-0 |
338-0 |
45-0 |
12.8% |
8-3 |
2.4% |
33% |
False |
False |
91,092 |
40 |
418-4 |
338-0 |
80-4 |
22.8% |
10-2 |
2.9% |
18% |
False |
False |
98,840 |
60 |
428-2 |
325-2 |
103-0 |
29.2% |
12-0 |
3.4% |
27% |
False |
False |
95,427 |
80 |
428-2 |
306-0 |
122-2 |
34.7% |
12-0 |
3.4% |
38% |
False |
False |
93,216 |
100 |
441-0 |
306-0 |
135-0 |
38.3% |
12-5 |
3.6% |
35% |
False |
False |
82,293 |
120 |
593-0 |
306-0 |
287-0 |
81.4% |
13-2 |
3.7% |
16% |
False |
False |
74,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
369-7 |
2.618 |
364-1 |
1.618 |
360-5 |
1.000 |
358-4 |
0.618 |
357-1 |
HIGH |
355-0 |
0.618 |
353-5 |
0.500 |
353-2 |
0.382 |
352-7 |
LOW |
351-4 |
0.618 |
349-3 |
1.000 |
348-0 |
1.618 |
345-7 |
2.618 |
342-3 |
4.250 |
336-5 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
353-2 |
352-4 |
PP |
353-1 |
352-2 |
S1 |
352-7 |
352-0 |
|