CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
421-4 |
394-0 |
-27-4 |
-6.5% |
415-0 |
| High |
428-0 |
396-0 |
-32-0 |
-7.5% |
438-0 |
| Low |
419-0 |
391-2 |
-27-6 |
-6.6% |
414-0 |
| Close |
421-2 |
391-2 |
-30-0 |
-7.1% |
421-2 |
| Range |
9-0 |
4-6 |
-4-2 |
-47.2% |
24-0 |
| ATR |
14-2 |
15-3 |
1-1 |
7.9% |
0-0 |
| Volume |
13,180 |
31,102 |
17,922 |
136.0% |
66,630 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
407-1 |
403-7 |
393-7 |
|
| R3 |
402-3 |
399-1 |
392-4 |
|
| R2 |
397-5 |
397-5 |
392-1 |
|
| R1 |
394-3 |
394-3 |
391-5 |
393-5 |
| PP |
392-7 |
392-7 |
392-7 |
392-4 |
| S1 |
389-5 |
389-5 |
390-7 |
388-7 |
| S2 |
388-1 |
388-1 |
390-3 |
|
| S3 |
383-3 |
384-7 |
390-0 |
|
| S4 |
378-5 |
380-1 |
388-5 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
496-3 |
482-7 |
434-4 |
|
| R3 |
472-3 |
458-7 |
427-7 |
|
| R2 |
448-3 |
448-3 |
425-5 |
|
| R1 |
434-7 |
434-7 |
423-4 |
441-5 |
| PP |
424-3 |
424-3 |
424-3 |
427-6 |
| S1 |
410-7 |
410-7 |
419-0 |
417-5 |
| S2 |
400-3 |
400-3 |
416-7 |
|
| S3 |
376-3 |
386-7 |
414-5 |
|
| S4 |
352-3 |
362-7 |
408-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
438-0 |
391-2 |
46-6 |
11.9% |
8-7 |
2.3% |
0% |
False |
True |
18,651 |
| 10 |
438-0 |
391-2 |
46-6 |
11.9% |
12-1 |
3.1% |
0% |
False |
True |
13,591 |
| 20 |
438-0 |
352-0 |
86-0 |
22.0% |
13-3 |
3.4% |
46% |
False |
False |
15,400 |
| 40 |
438-0 |
316-0 |
122-0 |
31.2% |
11-2 |
2.9% |
62% |
False |
False |
15,639 |
| 60 |
450-0 |
316-0 |
134-0 |
34.2% |
11-6 |
3.0% |
56% |
False |
False |
13,185 |
| 80 |
600-0 |
316-0 |
284-0 |
72.6% |
11-6 |
3.0% |
26% |
False |
False |
11,514 |
| 100 |
654-0 |
316-0 |
338-0 |
86.4% |
11-5 |
3.0% |
22% |
False |
False |
9,942 |
| 120 |
654-0 |
316-0 |
338-0 |
86.4% |
12-4 |
3.2% |
22% |
False |
False |
8,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
416-2 |
|
2.618 |
408-3 |
|
1.618 |
403-5 |
|
1.000 |
400-6 |
|
0.618 |
398-7 |
|
HIGH |
396-0 |
|
0.618 |
394-1 |
|
0.500 |
393-5 |
|
0.382 |
393-1 |
|
LOW |
391-2 |
|
0.618 |
388-3 |
|
1.000 |
386-4 |
|
1.618 |
383-5 |
|
2.618 |
378-7 |
|
4.250 |
371-0 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
393-5 |
409-5 |
| PP |
392-7 |
403-4 |
| S1 |
392-0 |
397-3 |
|