CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
365-4 |
368-0 |
2-4 |
0.7% |
345-0 |
High |
371-0 |
371-0 |
0-0 |
0.0% |
357-0 |
Low |
365-4 |
354-0 |
-11-4 |
-3.1% |
338-0 |
Close |
366-6 |
356-0 |
-10-6 |
-2.9% |
352-6 |
Range |
5-4 |
17-0 |
11-4 |
209.1% |
19-0 |
ATR |
11-0 |
11-4 |
0-3 |
3.8% |
0-0 |
Volume |
9,345 |
7,757 |
-1,588 |
-17.0% |
128,840 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-3 |
400-5 |
365-3 |
|
R3 |
394-3 |
383-5 |
360-5 |
|
R2 |
377-3 |
377-3 |
359-1 |
|
R1 |
366-5 |
366-5 |
357-4 |
363-4 |
PP |
360-3 |
360-3 |
360-3 |
358-6 |
S1 |
349-5 |
349-5 |
354-4 |
346-4 |
S2 |
343-3 |
343-3 |
352-7 |
|
S3 |
326-3 |
332-5 |
351-3 |
|
S4 |
309-3 |
315-5 |
346-5 |
|
|
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 |
6.7% |
7-0 |
2.0% |
38% |
True |
False |
11,062 |
10 |
371-4 |
338-0 |
33-4 |
9.4% |
7-6 |
2.2% |
54% |
False |
False |
34,336 |
20 |
377-2 |
338-0 |
39-2 |
11.0% |
8-3 |
2.4% |
46% |
False |
False |
75,550 |
40 |
402-0 |
338-0 |
64-0 |
18.0% |
10-1 |
2.9% |
28% |
False |
False |
91,064 |
60 |
428-2 |
338-0 |
90-2 |
25.4% |
11-6 |
3.3% |
20% |
False |
False |
91,086 |
80 |
428-2 |
306-0 |
122-2 |
34.3% |
11-5 |
3.3% |
41% |
False |
False |
91,229 |
100 |
438-4 |
306-0 |
132-4 |
37.2% |
12-4 |
3.5% |
38% |
False |
False |
81,951 |
120 |
590-4 |
306-0 |
284-4 |
79.9% |
12-6 |
3.6% |
18% |
False |
False |
73,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
443-2 |
2.618 |
415-4 |
1.618 |
398-4 |
1.000 |
388-0 |
0.618 |
381-4 |
HIGH |
371-0 |
0.618 |
364-4 |
0.500 |
362-4 |
0.382 |
360-4 |
LOW |
354-0 |
0.618 |
343-4 |
1.000 |
337-0 |
1.618 |
326-4 |
2.618 |
309-4 |
4.250 |
281-6 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
362-4 |
362-4 |
PP |
360-3 |
360-3 |
S1 |
358-1 |
358-1 |
|