CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
428-4 |
418-4 |
-10-0 |
-2.3% |
428-4 |
High |
431-0 |
426-4 |
-4-4 |
-1.0% |
431-0 |
Low |
424-0 |
417-0 |
-7-0 |
-1.7% |
399-0 |
Close |
427-2 |
417-2 |
-10-0 |
-2.3% |
422-6 |
Range |
7-0 |
9-4 |
2-4 |
35.7% |
32-0 |
ATR |
14-6 |
14-4 |
-0-3 |
-2.2% |
0-0 |
Volume |
14,930 |
16,457 |
1,527 |
10.2% |
38,185 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
448-6 |
442-4 |
422-4 |
|
R3 |
439-2 |
433-0 |
419-7 |
|
R2 |
429-6 |
429-6 |
419-0 |
|
R1 |
423-4 |
423-4 |
418-1 |
421-7 |
PP |
420-2 |
420-2 |
420-2 |
419-4 |
S1 |
414-0 |
414-0 |
416-3 |
412-3 |
S2 |
410-6 |
410-6 |
415-4 |
|
S3 |
401-2 |
404-4 |
414-5 |
|
S4 |
391-6 |
395-0 |
412-0 |
|
|
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 |
412-0 |
26-0 |
6.2% |
10-6 |
2.6% |
20% |
False |
False |
12,852 |
10 |
438-0 |
399-0 |
39-0 |
9.3% |
12-4 |
3.0% |
47% |
False |
False |
10,546 |
20 |
438-0 |
344-2 |
93-6 |
22.5% |
14-0 |
3.4% |
78% |
False |
False |
14,495 |
40 |
438-0 |
316-0 |
122-0 |
29.2% |
11-5 |
2.8% |
83% |
False |
False |
15,146 |
60 |
450-4 |
316-0 |
134-4 |
32.2% |
12-0 |
2.9% |
75% |
False |
False |
12,629 |
80 |
600-0 |
316-0 |
284-0 |
68.1% |
12-0 |
2.9% |
36% |
False |
False |
11,155 |
100 |
654-0 |
316-0 |
338-0 |
81.0% |
11-7 |
2.8% |
30% |
False |
False |
9,540 |
120 |
654-0 |
316-0 |
338-0 |
81.0% |
12-4 |
3.0% |
30% |
False |
False |
8,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
466-7 |
2.618 |
451-3 |
1.618 |
441-7 |
1.000 |
436-0 |
0.618 |
432-3 |
HIGH |
426-4 |
0.618 |
422-7 |
0.500 |
421-6 |
0.382 |
420-5 |
LOW |
417-0 |
0.618 |
411-1 |
1.000 |
407-4 |
1.618 |
401-5 |
2.618 |
392-1 |
4.250 |
376-5 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
421-6 |
427-4 |
PP |
420-2 |
424-1 |
S1 |
418-6 |
420-5 |
|