CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 23-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
399-0 |
394-0 |
-5-0 |
-1.3% |
406-4 |
High |
399-0 |
410-4 |
11-4 |
2.9% |
412-4 |
Low |
390-0 |
394-0 |
4-0 |
1.0% |
388-0 |
Close |
398-4 |
401-4 |
3-0 |
0.8% |
401-4 |
Range |
9-0 |
16-4 |
7-4 |
83.3% |
24-4 |
ATR |
15-4 |
15-4 |
0-1 |
0.5% |
0-0 |
Volume |
34,274 |
18,002 |
-16,272 |
-47.5% |
97,173 |
|
Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451-4 |
443-0 |
410-5 |
|
R3 |
435-0 |
426-4 |
406-0 |
|
R2 |
418-4 |
418-4 |
404-4 |
|
R1 |
410-0 |
410-0 |
403-0 |
414-2 |
PP |
402-0 |
402-0 |
402-0 |
404-1 |
S1 |
393-4 |
393-4 |
400-0 |
397-6 |
S2 |
385-4 |
385-4 |
398-4 |
|
S3 |
369-0 |
377-0 |
397-0 |
|
S4 |
352-4 |
360-4 |
392-3 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474-1 |
462-3 |
415-0 |
|
R3 |
449-5 |
437-7 |
408-2 |
|
R2 |
425-1 |
425-1 |
406-0 |
|
R1 |
413-3 |
413-3 |
403-6 |
407-0 |
PP |
400-5 |
400-5 |
400-5 |
397-4 |
S1 |
388-7 |
388-7 |
399-2 |
382-4 |
S2 |
376-1 |
376-1 |
397-0 |
|
S3 |
351-5 |
364-3 |
394-6 |
|
S4 |
327-1 |
339-7 |
388-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
412-4 |
383-0 |
29-4 |
7.3% |
16-2 |
4.1% |
63% |
False |
False |
21,418 |
10 |
428-0 |
369-6 |
58-2 |
14.5% |
12-7 |
3.2% |
55% |
False |
False |
19,837 |
20 |
438-0 |
369-6 |
68-2 |
17.0% |
12-6 |
3.2% |
47% |
False |
False |
15,192 |
40 |
438-0 |
316-0 |
122-0 |
30.4% |
12-3 |
3.1% |
70% |
False |
False |
17,080 |
60 |
450-0 |
316-0 |
134-0 |
33.4% |
11-7 |
2.9% |
64% |
False |
False |
14,804 |
80 |
541-4 |
316-0 |
225-4 |
56.2% |
12-0 |
3.0% |
38% |
False |
False |
12,821 |
100 |
603-0 |
316-0 |
287-0 |
71.5% |
12-0 |
3.0% |
30% |
False |
False |
11,313 |
120 |
654-0 |
316-0 |
338-0 |
84.2% |
12-3 |
3.1% |
25% |
False |
False |
10,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
480-5 |
2.618 |
453-6 |
1.618 |
437-2 |
1.000 |
427-0 |
0.618 |
420-6 |
HIGH |
410-4 |
0.618 |
404-2 |
0.500 |
402-2 |
0.382 |
400-2 |
LOW |
394-0 |
0.618 |
383-6 |
1.000 |
377-4 |
1.618 |
367-2 |
2.618 |
350-6 |
4.250 |
323-7 |
|
|
Fisher Pivots for day following 23-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
402-2 |
401-0 |
PP |
402-0 |
400-4 |
S1 |
401-6 |
400-0 |
|