CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
394-0 |
383-0 |
-11-0 |
-2.8% |
415-0 |
High |
396-0 |
389-0 |
-7-0 |
-1.8% |
438-0 |
Low |
391-2 |
373-0 |
-18-2 |
-4.7% |
414-0 |
Close |
391-2 |
373-2 |
-18-0 |
-4.6% |
421-2 |
Range |
4-6 |
16-0 |
11-2 |
236.8% |
24-0 |
ATR |
15-3 |
15-4 |
0-2 |
1.4% |
0-0 |
Volume |
31,102 |
17,530 |
-13,572 |
-43.6% |
66,630 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
426-3 |
415-7 |
382-0 |
|
R3 |
410-3 |
399-7 |
377-5 |
|
R2 |
394-3 |
394-3 |
376-1 |
|
R1 |
383-7 |
383-7 |
374-6 |
381-1 |
PP |
378-3 |
378-3 |
378-3 |
377-0 |
S1 |
367-7 |
367-7 |
371-6 |
365-1 |
S2 |
362-3 |
362-3 |
370-3 |
|
S3 |
346-3 |
351-7 |
368-7 |
|
S4 |
330-3 |
335-7 |
364-4 |
|
|
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 |
431-0 |
373-0 |
58-0 |
15.5% |
9-2 |
2.5% |
0% |
False |
True |
18,639 |
10 |
438-0 |
373-0 |
65-0 |
17.4% |
10-7 |
2.9% |
0% |
False |
True |
14,523 |
20 |
438-0 |
373-0 |
65-0 |
17.4% |
12-3 |
3.3% |
0% |
False |
True |
15,613 |
40 |
438-0 |
316-0 |
122-0 |
32.7% |
11-4 |
3.1% |
47% |
False |
False |
15,795 |
60 |
450-0 |
316-0 |
134-0 |
35.9% |
11-5 |
3.1% |
43% |
False |
False |
13,399 |
80 |
600-0 |
316-0 |
284-0 |
76.1% |
11-4 |
3.1% |
20% |
False |
False |
11,597 |
100 |
654-0 |
316-0 |
338-0 |
90.6% |
11-6 |
3.2% |
17% |
False |
False |
10,091 |
120 |
654-0 |
316-0 |
338-0 |
90.6% |
12-2 |
3.3% |
17% |
False |
False |
9,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
457-0 |
2.618 |
430-7 |
1.618 |
414-7 |
1.000 |
405-0 |
0.618 |
398-7 |
HIGH |
389-0 |
0.618 |
382-7 |
0.500 |
381-0 |
0.382 |
379-1 |
LOW |
373-0 |
0.618 |
363-1 |
1.000 |
357-0 |
1.618 |
347-1 |
2.618 |
331-1 |
4.250 |
305-0 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
381-0 |
400-4 |
PP |
378-3 |
391-3 |
S1 |
375-7 |
382-3 |
|