CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
360-4 |
379-0 |
18-4 |
5.1% |
359-0 |
High |
378-0 |
380-0 |
2-0 |
0.5% |
380-0 |
Low |
360-0 |
375-0 |
15-0 |
4.2% |
354-0 |
Close |
376-6 |
375-0 |
-1-6 |
-0.5% |
375-0 |
Range |
18-0 |
5-0 |
-13-0 |
-72.2% |
26-0 |
ATR |
12-2 |
11-6 |
-0-4 |
-4.2% |
0-0 |
Volume |
4,757 |
2,298 |
-2,459 |
-51.7% |
33,997 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-5 |
388-3 |
377-6 |
|
R3 |
386-5 |
383-3 |
376-3 |
|
R2 |
381-5 |
381-5 |
375-7 |
|
R1 |
378-3 |
378-3 |
375-4 |
377-4 |
PP |
376-5 |
376-5 |
376-5 |
376-2 |
S1 |
373-3 |
373-3 |
374-4 |
372-4 |
S2 |
371-5 |
371-5 |
374-1 |
|
S3 |
366-5 |
368-3 |
373-5 |
|
S4 |
361-5 |
363-3 |
372-2 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-5 |
437-3 |
389-2 |
|
R3 |
421-5 |
411-3 |
382-1 |
|
R2 |
395-5 |
395-5 |
379-6 |
|
R1 |
385-3 |
385-3 |
377-3 |
390-4 |
PP |
369-5 |
369-5 |
369-5 |
372-2 |
S1 |
359-3 |
359-3 |
372-5 |
364-4 |
S2 |
343-5 |
343-5 |
370-2 |
|
S3 |
317-5 |
333-3 |
367-7 |
|
S4 |
291-5 |
307-3 |
360-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
380-0 |
354-0 |
26-0 |
6.9% |
9-7 |
2.6% |
81% |
True |
False |
6,799 |
10 |
380-0 |
338-0 |
42-0 |
11.2% |
7-6 |
2.1% |
88% |
True |
False |
16,283 |
20 |
380-0 |
338-0 |
42-0 |
11.2% |
8-4 |
2.3% |
88% |
True |
False |
63,513 |
40 |
402-0 |
338-0 |
64-0 |
17.1% |
10-0 |
2.7% |
58% |
False |
False |
85,597 |
60 |
428-2 |
338-0 |
90-2 |
24.1% |
11-2 |
3.0% |
41% |
False |
False |
86,928 |
80 |
428-2 |
306-0 |
122-2 |
32.6% |
11-5 |
3.1% |
56% |
False |
False |
89,436 |
100 |
438-4 |
306-0 |
132-4 |
35.3% |
12-2 |
3.3% |
52% |
False |
False |
81,263 |
120 |
590-4 |
306-0 |
284-4 |
75.9% |
12-5 |
3.4% |
24% |
False |
False |
72,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
401-2 |
2.618 |
393-1 |
1.618 |
388-1 |
1.000 |
385-0 |
0.618 |
383-1 |
HIGH |
380-0 |
0.618 |
378-1 |
0.500 |
377-4 |
0.382 |
376-7 |
LOW |
375-0 |
0.618 |
371-7 |
1.000 |
370-0 |
1.618 |
366-7 |
2.618 |
361-7 |
4.250 |
353-6 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
377-4 |
372-3 |
PP |
376-5 |
369-5 |
S1 |
375-7 |
367-0 |
|