CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
406-4 |
393-0 |
-13-4 |
-3.3% |
394-0 |
| High |
412-4 |
401-0 |
-11-4 |
-2.8% |
403-0 |
| Low |
388-0 |
389-4 |
1-4 |
0.4% |
369-6 |
| Close |
394-6 |
401-0 |
6-2 |
1.6% |
401-6 |
| Range |
24-4 |
11-4 |
-13-0 |
-53.1% |
33-2 |
| ATR |
16-1 |
15-7 |
-0-3 |
-2.1% |
0-0 |
| Volume |
13,592 |
31,305 |
17,713 |
130.3% |
88,026 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
431-5 |
427-7 |
407-3 |
|
| R3 |
420-1 |
416-3 |
404-1 |
|
| R2 |
408-5 |
408-5 |
403-1 |
|
| R1 |
404-7 |
404-7 |
402-0 |
406-6 |
| PP |
397-1 |
397-1 |
397-1 |
398-1 |
| S1 |
393-3 |
393-3 |
400-0 |
395-2 |
| S2 |
385-5 |
385-5 |
398-7 |
|
| S3 |
374-1 |
381-7 |
397-7 |
|
| S4 |
362-5 |
370-3 |
394-5 |
|
|
| 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 |
412-4 |
369-6 |
42-6 |
10.7% |
14-6 |
3.7% |
73% |
False |
False |
16,858 |
| 10 |
431-0 |
369-6 |
61-2 |
15.3% |
12-0 |
3.0% |
51% |
False |
False |
17,749 |
| 20 |
438-0 |
369-6 |
68-2 |
17.0% |
12-3 |
3.1% |
46% |
False |
False |
14,924 |
| 40 |
438-0 |
316-0 |
122-0 |
30.4% |
12-4 |
3.1% |
70% |
False |
False |
16,382 |
| 60 |
450-0 |
316-0 |
134-0 |
33.4% |
12-0 |
3.0% |
63% |
False |
False |
14,154 |
| 80 |
581-6 |
316-0 |
265-6 |
66.3% |
12-0 |
3.0% |
32% |
False |
False |
12,263 |
| 100 |
629-0 |
316-0 |
313-0 |
78.1% |
12-0 |
3.0% |
27% |
False |
False |
10,834 |
| 120 |
654-0 |
316-0 |
338-0 |
84.3% |
12-3 |
3.1% |
25% |
False |
False |
9,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
449-7 |
|
2.618 |
431-1 |
|
1.618 |
419-5 |
|
1.000 |
412-4 |
|
0.618 |
408-1 |
|
HIGH |
401-0 |
|
0.618 |
396-5 |
|
0.500 |
395-2 |
|
0.382 |
393-7 |
|
LOW |
389-4 |
|
0.618 |
382-3 |
|
1.000 |
378-0 |
|
1.618 |
370-7 |
|
2.618 |
359-3 |
|
4.250 |
340-5 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
399-1 |
399-7 |
| PP |
397-1 |
398-7 |
| S1 |
395-2 |
397-6 |
|