CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
383-0 |
374-0 |
-9-0 |
-2.3% |
415-0 |
| High |
389-0 |
380-0 |
-9-0 |
-2.3% |
438-0 |
| Low |
373-0 |
369-6 |
-3-2 |
-0.9% |
414-0 |
| Close |
373-2 |
377-4 |
4-2 |
1.1% |
421-2 |
| Range |
16-0 |
10-2 |
-5-6 |
-35.9% |
24-0 |
| ATR |
15-4 |
15-1 |
-0-3 |
-2.4% |
0-0 |
| Volume |
17,530 |
14,942 |
-2,588 |
-14.8% |
66,630 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
406-4 |
402-2 |
383-1 |
|
| R3 |
396-2 |
392-0 |
380-3 |
|
| R2 |
386-0 |
386-0 |
379-3 |
|
| R1 |
381-6 |
381-6 |
378-4 |
383-7 |
| PP |
375-6 |
375-6 |
375-6 |
376-6 |
| S1 |
371-4 |
371-4 |
376-4 |
373-5 |
| S2 |
365-4 |
365-4 |
375-5 |
|
| S3 |
355-2 |
361-2 |
374-5 |
|
| S4 |
345-0 |
351-0 |
371-7 |
|
|
| 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 |
428-0 |
369-6 |
58-2 |
15.4% |
9-7 |
2.6% |
13% |
False |
True |
18,642 |
| 10 |
438-0 |
369-6 |
68-2 |
18.1% |
11-1 |
3.0% |
11% |
False |
True |
14,782 |
| 20 |
438-0 |
369-6 |
68-2 |
18.1% |
12-0 |
3.2% |
11% |
False |
True |
14,605 |
| 40 |
438-0 |
316-0 |
122-0 |
32.3% |
11-5 |
3.1% |
50% |
False |
False |
15,810 |
| 60 |
450-0 |
316-0 |
134-0 |
35.5% |
11-4 |
3.1% |
46% |
False |
False |
13,493 |
| 80 |
600-0 |
316-0 |
284-0 |
75.2% |
11-5 |
3.1% |
22% |
False |
False |
11,591 |
| 100 |
654-0 |
316-0 |
338-0 |
89.5% |
11-6 |
3.1% |
18% |
False |
False |
10,216 |
| 120 |
654-0 |
316-0 |
338-0 |
89.5% |
12-2 |
3.2% |
18% |
False |
False |
9,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
423-4 |
|
2.618 |
406-7 |
|
1.618 |
396-5 |
|
1.000 |
390-2 |
|
0.618 |
386-3 |
|
HIGH |
380-0 |
|
0.618 |
376-1 |
|
0.500 |
374-7 |
|
0.382 |
373-5 |
|
LOW |
369-6 |
|
0.618 |
363-3 |
|
1.000 |
359-4 |
|
1.618 |
353-1 |
|
2.618 |
342-7 |
|
4.250 |
326-2 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
376-5 |
382-7 |
| PP |
375-6 |
381-1 |
| S1 |
374-7 |
379-2 |
|