CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
384-0 |
390-0 |
6-0 |
1.6% |
406-4 |
| High |
396-0 |
394-0 |
-2-0 |
-0.5% |
412-4 |
| Low |
384-0 |
389-4 |
5-4 |
1.4% |
388-0 |
| Close |
395-4 |
393-0 |
-2-4 |
-0.6% |
401-4 |
| Range |
12-0 |
4-4 |
-7-4 |
-62.5% |
24-4 |
| ATR |
15-1 |
14-4 |
-0-5 |
-4.3% |
0-0 |
| Volume |
14,796 |
12,325 |
-2,471 |
-16.7% |
97,173 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
405-5 |
403-7 |
395-4 |
|
| R3 |
401-1 |
399-3 |
394-2 |
|
| R2 |
396-5 |
396-5 |
393-7 |
|
| R1 |
394-7 |
394-7 |
393-3 |
395-6 |
| PP |
392-1 |
392-1 |
392-1 |
392-5 |
| S1 |
390-3 |
390-3 |
392-5 |
391-2 |
| S2 |
387-5 |
387-5 |
392-1 |
|
| S3 |
383-1 |
385-7 |
391-6 |
|
| S4 |
378-5 |
381-3 |
390-4 |
|
|
| 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 |
384-0 |
29-0 |
7.4% |
10-5 |
2.7% |
31% |
False |
False |
14,503 |
| 10 |
413-0 |
371-2 |
41-6 |
10.6% |
12-5 |
3.2% |
52% |
False |
False |
17,614 |
| 20 |
438-0 |
369-6 |
68-2 |
17.4% |
11-7 |
3.0% |
34% |
False |
False |
16,198 |
| 40 |
438-0 |
316-0 |
122-0 |
31.0% |
12-5 |
3.2% |
63% |
False |
False |
17,589 |
| 60 |
449-6 |
316-0 |
133-6 |
34.0% |
11-4 |
2.9% |
58% |
False |
False |
15,268 |
| 80 |
470-4 |
316-0 |
154-4 |
39.3% |
11-6 |
3.0% |
50% |
False |
False |
13,152 |
| 100 |
603-0 |
316-0 |
287-0 |
73.0% |
12-0 |
3.0% |
27% |
False |
False |
11,729 |
| 120 |
654-0 |
316-0 |
338-0 |
86.0% |
12-1 |
3.1% |
23% |
False |
False |
10,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
413-1 |
|
2.618 |
405-6 |
|
1.618 |
401-2 |
|
1.000 |
398-4 |
|
0.618 |
396-6 |
|
HIGH |
394-0 |
|
0.618 |
392-2 |
|
0.500 |
391-6 |
|
0.382 |
391-2 |
|
LOW |
389-4 |
|
0.618 |
386-6 |
|
1.000 |
385-0 |
|
1.618 |
382-2 |
|
2.618 |
377-6 |
|
4.250 |
370-3 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
392-5 |
392-3 |
| PP |
392-1 |
391-7 |
| S1 |
391-6 |
391-2 |
|