CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
413-4 |
415-0 |
1-4 |
0.4% |
428-4 |
| High |
425-0 |
424-4 |
-0-4 |
-0.1% |
431-0 |
| Low |
412-0 |
414-0 |
2-0 |
0.5% |
399-0 |
| Close |
422-6 |
421-4 |
-1-2 |
-0.3% |
422-6 |
| Range |
13-0 |
10-4 |
-2-4 |
-19.2% |
32-0 |
| ATR |
15-1 |
14-6 |
-0-3 |
-2.2% |
0-0 |
| Volume |
10,811 |
4,475 |
-6,336 |
-58.6% |
38,185 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
451-4 |
447-0 |
427-2 |
|
| R3 |
441-0 |
436-4 |
424-3 |
|
| R2 |
430-4 |
430-4 |
423-3 |
|
| R1 |
426-0 |
426-0 |
422-4 |
428-2 |
| PP |
420-0 |
420-0 |
420-0 |
421-1 |
| S1 |
415-4 |
415-4 |
420-4 |
417-6 |
| S2 |
409-4 |
409-4 |
419-5 |
|
| S3 |
399-0 |
405-0 |
418-5 |
|
| S4 |
388-4 |
394-4 |
415-6 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
513-5 |
500-1 |
440-3 |
|
| R3 |
481-5 |
468-1 |
431-4 |
|
| R2 |
449-5 |
449-5 |
428-5 |
|
| R1 |
436-1 |
436-1 |
425-5 |
426-7 |
| PP |
417-5 |
417-5 |
417-5 |
413-0 |
| S1 |
404-1 |
404-1 |
419-7 |
394-7 |
| S2 |
385-5 |
385-5 |
416-7 |
|
| S3 |
353-5 |
372-1 |
414-0 |
|
| S4 |
321-5 |
340-1 |
405-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
431-0 |
399-0 |
32-0 |
7.6% |
15-3 |
3.7% |
70% |
False |
False |
8,532 |
| 10 |
431-0 |
386-0 |
45-0 |
10.7% |
12-0 |
2.9% |
79% |
False |
False |
11,469 |
| 20 |
431-0 |
316-0 |
115-0 |
27.3% |
14-2 |
3.4% |
92% |
False |
False |
17,188 |
| 40 |
431-0 |
316-0 |
115-0 |
27.3% |
11-4 |
2.7% |
92% |
False |
False |
14,936 |
| 60 |
470-4 |
316-0 |
154-4 |
36.7% |
11-7 |
2.8% |
68% |
False |
False |
12,079 |
| 80 |
603-0 |
316-0 |
287-0 |
68.1% |
12-2 |
2.9% |
37% |
False |
False |
10,745 |
| 100 |
654-0 |
316-0 |
338-0 |
80.2% |
12-1 |
2.9% |
31% |
False |
False |
9,240 |
| 120 |
708-0 |
316-0 |
392-0 |
93.0% |
12-6 |
3.0% |
27% |
False |
False |
8,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
469-1 |
|
2.618 |
452-0 |
|
1.618 |
441-4 |
|
1.000 |
435-0 |
|
0.618 |
431-0 |
|
HIGH |
424-4 |
|
0.618 |
420-4 |
|
0.500 |
419-2 |
|
0.382 |
418-0 |
|
LOW |
414-0 |
|
0.618 |
407-4 |
|
1.000 |
403-4 |
|
1.618 |
397-0 |
|
2.618 |
386-4 |
|
4.250 |
369-3 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
420-6 |
418-5 |
| PP |
420-0 |
415-7 |
| S1 |
419-2 |
413-0 |
|