CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
353-0 |
359-0 |
6-0 |
1.7% |
345-0 |
High |
355-0 |
361-0 |
6-0 |
1.7% |
357-0 |
Low |
351-4 |
357-0 |
5-4 |
1.6% |
338-0 |
Close |
352-6 |
357-2 |
4-4 |
1.3% |
352-6 |
Range |
3-4 |
4-0 |
0-4 |
14.3% |
19-0 |
ATR |
11-0 |
10-7 |
-0-2 |
-1.8% |
0-0 |
Volume |
13,239 |
9,840 |
-3,399 |
-25.7% |
128,840 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
370-3 |
367-7 |
359-4 |
|
R3 |
366-3 |
363-7 |
358-3 |
|
R2 |
362-3 |
362-3 |
358-0 |
|
R1 |
359-7 |
359-7 |
357-5 |
359-1 |
PP |
358-3 |
358-3 |
358-3 |
358-0 |
S1 |
355-7 |
355-7 |
356-7 |
355-1 |
S2 |
354-3 |
354-3 |
356-4 |
|
S3 |
350-3 |
351-7 |
356-1 |
|
S4 |
346-3 |
347-7 |
355-0 |
|
|
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 |
361-0 |
341-0 |
20-0 |
5.6% |
5-0 |
1.4% |
81% |
True |
False |
17,805 |
10 |
371-4 |
338-0 |
33-4 |
9.4% |
8-2 |
2.3% |
57% |
False |
False |
52,358 |
20 |
383-0 |
338-0 |
45-0 |
12.6% |
8-1 |
2.3% |
43% |
False |
False |
85,608 |
40 |
418-0 |
338-0 |
80-0 |
22.4% |
10-1 |
2.8% |
24% |
False |
False |
96,380 |
60 |
428-2 |
333-0 |
95-2 |
26.7% |
11-7 |
3.3% |
25% |
False |
False |
93,804 |
80 |
428-2 |
306-0 |
122-2 |
34.2% |
11-7 |
3.3% |
42% |
False |
False |
92,734 |
100 |
441-0 |
306-0 |
135-0 |
37.8% |
12-4 |
3.5% |
38% |
False |
False |
82,269 |
120 |
590-4 |
306-0 |
284-4 |
79.6% |
13-0 |
3.7% |
18% |
False |
False |
74,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
378-0 |
2.618 |
371-4 |
1.618 |
367-4 |
1.000 |
365-0 |
0.618 |
363-4 |
HIGH |
361-0 |
0.618 |
359-4 |
0.500 |
359-0 |
0.382 |
358-4 |
LOW |
357-0 |
0.618 |
354-4 |
1.000 |
353-0 |
1.618 |
350-4 |
2.618 |
346-4 |
4.250 |
340-0 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
359-0 |
356-1 |
PP |
358-3 |
355-1 |
S1 |
357-7 |
354-0 |
|