CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
415-0 |
424-0 |
9-0 |
2.2% |
428-4 |
| High |
424-4 |
438-0 |
13-4 |
3.2% |
431-0 |
| Low |
414-0 |
424-0 |
10-0 |
2.4% |
399-0 |
| Close |
421-4 |
438-0 |
16-4 |
3.9% |
422-6 |
| Range |
10-4 |
14-0 |
3-4 |
33.3% |
32-0 |
| ATR |
14-6 |
14-7 |
0-1 |
0.9% |
0-0 |
| Volume |
4,475 |
17,588 |
13,113 |
293.0% |
38,185 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
475-3 |
470-5 |
445-6 |
|
| R3 |
461-3 |
456-5 |
441-7 |
|
| R2 |
447-3 |
447-3 |
440-5 |
|
| R1 |
442-5 |
442-5 |
439-2 |
445-0 |
| PP |
433-3 |
433-3 |
433-3 |
434-4 |
| S1 |
428-5 |
428-5 |
436-6 |
431-0 |
| S2 |
419-3 |
419-3 |
435-3 |
|
| S3 |
405-3 |
414-5 |
434-1 |
|
| S4 |
391-3 |
400-5 |
430-2 |
|
|
| 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 |
438-0 |
399-0 |
39-0 |
8.9% |
12-3 |
2.8% |
100% |
True |
False |
10,407 |
| 10 |
438-0 |
388-4 |
49-4 |
11.3% |
12-5 |
2.9% |
100% |
True |
False |
12,099 |
| 20 |
438-0 |
336-0 |
102-0 |
23.3% |
14-0 |
3.2% |
100% |
True |
False |
17,478 |
| 40 |
438-0 |
316-0 |
122-0 |
27.9% |
11-6 |
2.7% |
100% |
True |
False |
15,035 |
| 60 |
450-4 |
316-0 |
134-4 |
30.7% |
11-7 |
2.7% |
91% |
False |
False |
12,279 |
| 80 |
603-0 |
316-0 |
287-0 |
65.5% |
12-2 |
2.8% |
43% |
False |
False |
10,924 |
| 100 |
654-0 |
316-0 |
338-0 |
77.2% |
12-0 |
2.7% |
36% |
False |
False |
9,288 |
| 120 |
708-0 |
316-0 |
392-0 |
89.5% |
12-6 |
2.9% |
31% |
False |
False |
8,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
497-4 |
|
2.618 |
474-5 |
|
1.618 |
460-5 |
|
1.000 |
452-0 |
|
0.618 |
446-5 |
|
HIGH |
438-0 |
|
0.618 |
432-5 |
|
0.500 |
431-0 |
|
0.382 |
429-3 |
|
LOW |
424-0 |
|
0.618 |
415-3 |
|
1.000 |
410-0 |
|
1.618 |
401-3 |
|
2.618 |
387-3 |
|
4.250 |
364-4 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
435-5 |
433-5 |
| PP |
433-3 |
429-3 |
| S1 |
431-0 |
425-0 |
|