CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 15-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
374-0 |
376-0 |
2-0 |
0.5% |
415-0 |
High |
380-0 |
379-0 |
-1-0 |
-0.3% |
438-0 |
Low |
369-6 |
371-2 |
1-4 |
0.4% |
414-0 |
Close |
377-4 |
376-2 |
-1-2 |
-0.3% |
421-2 |
Range |
10-2 |
7-6 |
-2-4 |
-24.4% |
24-0 |
ATR |
15-1 |
14-5 |
-0-4 |
-3.5% |
0-0 |
Volume |
14,942 |
14,533 |
-409 |
-2.7% |
66,630 |
|
Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-6 |
395-2 |
380-4 |
|
R3 |
391-0 |
387-4 |
378-3 |
|
R2 |
383-2 |
383-2 |
377-5 |
|
R1 |
379-6 |
379-6 |
377-0 |
381-4 |
PP |
375-4 |
375-4 |
375-4 |
376-3 |
S1 |
372-0 |
372-0 |
375-4 |
373-6 |
S2 |
367-6 |
367-6 |
374-7 |
|
S3 |
360-0 |
364-2 |
374-1 |
|
S4 |
352-2 |
356-4 |
372-0 |
|
|
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 |
15.5% |
9-4 |
2.5% |
11% |
False |
False |
18,257 |
10 |
438-0 |
369-6 |
68-2 |
18.1% |
10-1 |
2.7% |
10% |
False |
False |
15,554 |
20 |
438-0 |
369-6 |
68-2 |
18.1% |
11-3 |
3.0% |
10% |
False |
False |
14,745 |
40 |
438-0 |
316-0 |
122-0 |
32.4% |
11-5 |
3.1% |
49% |
False |
False |
15,871 |
60 |
450-0 |
316-0 |
134-0 |
35.6% |
11-4 |
3.0% |
45% |
False |
False |
13,620 |
80 |
600-0 |
316-0 |
284-0 |
75.5% |
11-5 |
3.1% |
21% |
False |
False |
11,728 |
100 |
654-0 |
316-0 |
338-0 |
89.8% |
11-6 |
3.1% |
18% |
False |
False |
10,342 |
120 |
654-0 |
316-0 |
338-0 |
89.8% |
12-2 |
3.2% |
18% |
False |
False |
9,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
412-0 |
2.618 |
399-2 |
1.618 |
391-4 |
1.000 |
386-6 |
0.618 |
383-6 |
HIGH |
379-0 |
0.618 |
376-0 |
0.500 |
375-1 |
0.382 |
374-2 |
LOW |
371-2 |
0.618 |
366-4 |
1.000 |
363-4 |
1.618 |
358-6 |
2.618 |
351-0 |
4.250 |
338-2 |
|
|
Fisher Pivots for day following 15-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
375-7 |
379-3 |
PP |
375-4 |
378-3 |
S1 |
375-1 |
377-2 |
|