CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
376-0 |
383-0 |
7-0 |
1.9% |
394-0 |
| High |
379-0 |
403-0 |
24-0 |
6.3% |
403-0 |
| Low |
371-2 |
383-0 |
11-6 |
3.2% |
369-6 |
| Close |
376-2 |
401-6 |
25-4 |
6.8% |
401-6 |
| Range |
7-6 |
20-0 |
12-2 |
158.1% |
33-2 |
| ATR |
14-5 |
15-4 |
0-7 |
5.9% |
0-0 |
| Volume |
14,533 |
9,919 |
-4,614 |
-31.7% |
88,026 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
455-7 |
448-7 |
412-6 |
|
| R3 |
435-7 |
428-7 |
407-2 |
|
| R2 |
415-7 |
415-7 |
405-3 |
|
| R1 |
408-7 |
408-7 |
403-5 |
412-3 |
| PP |
395-7 |
395-7 |
395-7 |
397-6 |
| S1 |
388-7 |
388-7 |
399-7 |
392-3 |
| S2 |
375-7 |
375-7 |
398-1 |
|
| S3 |
355-7 |
368-7 |
396-2 |
|
| S4 |
335-7 |
348-7 |
390-6 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
491-2 |
479-6 |
420-0 |
|
| R3 |
458-0 |
446-4 |
410-7 |
|
| R2 |
424-6 |
424-6 |
407-7 |
|
| R1 |
413-2 |
413-2 |
404-6 |
419-0 |
| PP |
391-4 |
391-4 |
391-4 |
394-3 |
| S1 |
380-0 |
380-0 |
398-6 |
385-6 |
| S2 |
358-2 |
358-2 |
395-5 |
|
| S3 |
325-0 |
346-6 |
392-5 |
|
| S4 |
291-6 |
313-4 |
383-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
403-0 |
369-6 |
33-2 |
8.3% |
11-6 |
2.9% |
96% |
True |
False |
17,605 |
| 10 |
438-0 |
369-6 |
68-2 |
17.0% |
10-7 |
2.7% |
47% |
False |
False |
15,465 |
| 20 |
438-0 |
369-6 |
68-2 |
17.0% |
11-3 |
2.8% |
47% |
False |
False |
14,468 |
| 40 |
438-0 |
316-0 |
122-0 |
30.4% |
12-0 |
3.0% |
70% |
False |
False |
15,911 |
| 60 |
450-0 |
316-0 |
134-0 |
33.4% |
11-6 |
2.9% |
64% |
False |
False |
13,724 |
| 80 |
600-0 |
316-0 |
284-0 |
70.7% |
11-6 |
2.9% |
30% |
False |
False |
11,778 |
| 100 |
633-0 |
316-0 |
317-0 |
78.9% |
11-6 |
2.9% |
27% |
False |
False |
10,431 |
| 120 |
654-0 |
316-0 |
338-0 |
84.1% |
12-3 |
3.1% |
25% |
False |
False |
9,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
488-0 |
|
2.618 |
455-3 |
|
1.618 |
435-3 |
|
1.000 |
423-0 |
|
0.618 |
415-3 |
|
HIGH |
403-0 |
|
0.618 |
395-3 |
|
0.500 |
393-0 |
|
0.382 |
390-5 |
|
LOW |
383-0 |
|
0.618 |
370-5 |
|
1.000 |
363-0 |
|
1.618 |
350-5 |
|
2.618 |
330-5 |
|
4.250 |
298-0 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
398-7 |
396-5 |
| PP |
395-7 |
391-4 |
| S1 |
393-0 |
386-3 |
|