CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
368-0 |
360-4 |
-7-4 |
-2.0% |
345-0 |
High |
371-0 |
378-0 |
7-0 |
1.9% |
357-0 |
Low |
354-0 |
360-0 |
6-0 |
1.7% |
338-0 |
Close |
356-0 |
376-6 |
20-6 |
5.8% |
352-6 |
Range |
17-0 |
18-0 |
1-0 |
5.9% |
19-0 |
ATR |
11-4 |
12-2 |
0-6 |
6.5% |
0-0 |
Volume |
7,757 |
4,757 |
-3,000 |
-38.7% |
128,840 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425-5 |
419-1 |
386-5 |
|
R3 |
407-5 |
401-1 |
381-6 |
|
R2 |
389-5 |
389-5 |
380-0 |
|
R1 |
383-1 |
383-1 |
378-3 |
386-3 |
PP |
371-5 |
371-5 |
371-5 |
373-2 |
S1 |
365-1 |
365-1 |
375-1 |
368-3 |
S2 |
353-5 |
353-5 |
373-4 |
|
S3 |
335-5 |
347-1 |
371-6 |
|
S4 |
317-5 |
329-1 |
366-7 |
|
|
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 |
378-0 |
351-4 |
26-4 |
7.0% |
9-5 |
2.5% |
95% |
True |
False |
8,987 |
10 |
378-0 |
338-0 |
40-0 |
10.6% |
8-2 |
2.2% |
97% |
True |
False |
24,400 |
20 |
378-0 |
338-0 |
40-0 |
10.6% |
8-7 |
2.4% |
97% |
True |
False |
68,638 |
40 |
402-0 |
338-0 |
64-0 |
17.0% |
10-1 |
2.7% |
61% |
False |
False |
89,258 |
60 |
428-2 |
338-0 |
90-2 |
24.0% |
11-3 |
3.0% |
43% |
False |
False |
89,485 |
80 |
428-2 |
306-0 |
122-2 |
32.4% |
11-6 |
3.1% |
58% |
False |
False |
90,222 |
100 |
438-4 |
306-0 |
132-4 |
35.2% |
12-3 |
3.3% |
53% |
False |
False |
81,680 |
120 |
590-4 |
306-0 |
284-4 |
75.5% |
12-5 |
3.4% |
25% |
False |
False |
73,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
454-4 |
2.618 |
425-1 |
1.618 |
407-1 |
1.000 |
396-0 |
0.618 |
389-1 |
HIGH |
378-0 |
0.618 |
371-1 |
0.500 |
369-0 |
0.382 |
366-7 |
LOW |
360-0 |
0.618 |
348-7 |
1.000 |
342-0 |
1.618 |
330-7 |
2.618 |
312-7 |
4.250 |
283-4 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
374-1 |
373-1 |
PP |
371-5 |
369-5 |
S1 |
369-0 |
366-0 |
|