CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
393-0 |
399-0 |
6-0 |
1.5% |
394-0 |
High |
401-0 |
399-0 |
-2-0 |
-0.5% |
403-0 |
Low |
389-4 |
390-0 |
0-4 |
0.1% |
369-6 |
Close |
401-0 |
398-4 |
-2-4 |
-0.6% |
401-6 |
Range |
11-4 |
9-0 |
-2-4 |
-21.7% |
33-2 |
ATR |
15-7 |
15-4 |
-0-3 |
-2.2% |
0-0 |
Volume |
31,305 |
34,274 |
2,969 |
9.5% |
88,026 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-7 |
419-5 |
403-4 |
|
R3 |
413-7 |
410-5 |
401-0 |
|
R2 |
404-7 |
404-7 |
400-1 |
|
R1 |
401-5 |
401-5 |
399-3 |
398-6 |
PP |
395-7 |
395-7 |
395-7 |
394-3 |
S1 |
392-5 |
392-5 |
397-5 |
389-6 |
S2 |
386-7 |
386-7 |
396-7 |
|
S3 |
377-7 |
383-5 |
396-0 |
|
S4 |
368-7 |
374-5 |
393-4 |
|
|
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 |
371-2 |
41-2 |
10.4% |
14-4 |
3.7% |
66% |
False |
False |
20,724 |
10 |
428-0 |
369-6 |
58-2 |
14.6% |
12-2 |
3.1% |
49% |
False |
False |
19,683 |
20 |
438-0 |
369-6 |
68-2 |
17.1% |
12-5 |
3.2% |
42% |
False |
False |
15,467 |
40 |
438-0 |
316-0 |
122-0 |
30.6% |
12-2 |
3.1% |
68% |
False |
False |
16,915 |
60 |
450-0 |
316-0 |
134-0 |
33.6% |
11-6 |
3.0% |
62% |
False |
False |
14,617 |
80 |
550-4 |
316-0 |
234-4 |
58.8% |
12-0 |
3.0% |
35% |
False |
False |
12,655 |
100 |
629-0 |
316-0 |
313-0 |
78.5% |
12-0 |
3.0% |
26% |
False |
False |
11,156 |
120 |
654-0 |
316-0 |
338-0 |
84.8% |
12-3 |
3.1% |
24% |
False |
False |
9,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
437-2 |
2.618 |
422-4 |
1.618 |
413-4 |
1.000 |
408-0 |
0.618 |
404-4 |
HIGH |
399-0 |
0.618 |
395-4 |
0.500 |
394-4 |
0.382 |
393-4 |
LOW |
390-0 |
0.618 |
384-4 |
1.000 |
381-0 |
1.618 |
375-4 |
2.618 |
366-4 |
4.250 |
351-6 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
397-1 |
400-2 |
PP |
395-7 |
399-5 |
S1 |
394-4 |
399-1 |
|