CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
359-0 |
365-4 |
6-4 |
1.8% |
345-0 |
High |
361-0 |
371-0 |
10-0 |
2.8% |
357-0 |
Low |
357-0 |
365-4 |
8-4 |
2.4% |
338-0 |
Close |
357-2 |
366-6 |
9-4 |
2.7% |
352-6 |
Range |
4-0 |
5-4 |
1-4 |
37.5% |
19-0 |
ATR |
10-7 |
11-0 |
0-2 |
1.9% |
0-0 |
Volume |
9,840 |
9,345 |
-495 |
-5.0% |
128,840 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
384-2 |
381-0 |
369-6 |
|
R3 |
378-6 |
375-4 |
368-2 |
|
R2 |
373-2 |
373-2 |
367-6 |
|
R1 |
370-0 |
370-0 |
367-2 |
371-5 |
PP |
367-6 |
367-6 |
367-6 |
368-4 |
S1 |
364-4 |
364-4 |
366-2 |
366-1 |
S2 |
362-2 |
362-2 |
365-6 |
|
S3 |
356-6 |
359-0 |
365-2 |
|
S4 |
351-2 |
353-4 |
363-6 |
|
|
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 |
371-0 |
347-0 |
24-0 |
6.5% |
5-0 |
1.3% |
82% |
True |
False |
13,633 |
10 |
371-4 |
338-0 |
33-4 |
9.1% |
7-7 |
2.1% |
86% |
False |
False |
43,143 |
20 |
379-4 |
338-0 |
41-4 |
11.3% |
8-1 |
2.2% |
69% |
False |
False |
80,461 |
40 |
402-0 |
338-0 |
64-0 |
17.5% |
10-0 |
2.7% |
45% |
False |
False |
94,028 |
60 |
428-2 |
338-0 |
90-2 |
24.6% |
11-6 |
3.2% |
32% |
False |
False |
92,604 |
80 |
428-2 |
306-0 |
122-2 |
33.3% |
11-6 |
3.2% |
50% |
False |
False |
92,160 |
100 |
438-4 |
306-0 |
132-4 |
36.1% |
12-4 |
3.4% |
46% |
False |
False |
82,091 |
120 |
590-4 |
306-0 |
284-4 |
77.6% |
12-7 |
3.5% |
21% |
False |
False |
74,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-3 |
2.618 |
385-3 |
1.618 |
379-7 |
1.000 |
376-4 |
0.618 |
374-3 |
HIGH |
371-0 |
0.618 |
368-7 |
0.500 |
368-2 |
0.382 |
367-5 |
LOW |
365-4 |
0.618 |
362-1 |
1.000 |
360-0 |
1.618 |
356-5 |
2.618 |
351-1 |
4.250 |
342-1 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
368-2 |
364-7 |
PP |
367-6 |
363-1 |
S1 |
367-2 |
361-2 |
|