CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
409-0 |
395-4 |
-13-4 |
-3.3% |
406-4 |
| High |
413-0 |
398-4 |
-14-4 |
-3.5% |
412-4 |
| Low |
403-0 |
388-4 |
-14-4 |
-3.6% |
388-0 |
| Close |
404-6 |
388-4 |
-16-2 |
-4.0% |
401-4 |
| Range |
10-0 |
10-0 |
0-0 |
0.0% |
24-4 |
| ATR |
15-2 |
15-3 |
0-1 |
0.5% |
0-0 |
| Volume |
11,818 |
15,577 |
3,759 |
31.8% |
97,173 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
421-7 |
415-1 |
394-0 |
|
| R3 |
411-7 |
405-1 |
391-2 |
|
| R2 |
401-7 |
401-7 |
390-3 |
|
| R1 |
395-1 |
395-1 |
389-3 |
393-4 |
| PP |
391-7 |
391-7 |
391-7 |
391-0 |
| S1 |
385-1 |
385-1 |
387-5 |
383-4 |
| S2 |
381-7 |
381-7 |
386-5 |
|
| S3 |
371-7 |
375-1 |
385-6 |
|
| S4 |
361-7 |
365-1 |
383-0 |
|
|
| 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 |
413-0 |
388-4 |
24-4 |
6.3% |
11-3 |
2.9% |
0% |
False |
True |
22,195 |
| 10 |
413-0 |
369-6 |
43-2 |
11.1% |
13-4 |
3.5% |
43% |
False |
False |
18,149 |
| 20 |
438-0 |
369-6 |
68-2 |
17.6% |
12-7 |
3.3% |
27% |
False |
False |
15,870 |
| 40 |
438-0 |
316-0 |
122-0 |
31.4% |
12-4 |
3.2% |
59% |
False |
False |
17,280 |
| 60 |
449-6 |
316-0 |
133-6 |
34.4% |
11-5 |
3.0% |
54% |
False |
False |
15,053 |
| 80 |
498-0 |
316-0 |
182-0 |
46.8% |
11-7 |
3.1% |
40% |
False |
False |
12,982 |
| 100 |
603-0 |
316-0 |
287-0 |
73.9% |
12-0 |
3.1% |
25% |
False |
False |
11,528 |
| 120 |
654-0 |
316-0 |
338-0 |
87.0% |
12-2 |
3.1% |
21% |
False |
False |
10,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
441-0 |
|
2.618 |
424-5 |
|
1.618 |
414-5 |
|
1.000 |
408-4 |
|
0.618 |
404-5 |
|
HIGH |
398-4 |
|
0.618 |
394-5 |
|
0.500 |
393-4 |
|
0.382 |
392-3 |
|
LOW |
388-4 |
|
0.618 |
382-3 |
|
1.000 |
378-4 |
|
1.618 |
372-3 |
|
2.618 |
362-3 |
|
4.250 |
346-0 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
393-4 |
400-6 |
| PP |
391-7 |
396-5 |
| S1 |
390-1 |
392-5 |
|