CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 05-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
376-0 |
370-0 |
-6-0 |
-1.6% |
409-0 |
High |
379-0 |
381-4 |
2-4 |
0.7% |
413-0 |
Low |
367-0 |
369-4 |
2-4 |
0.7% |
384-0 |
Close |
368-6 |
381-4 |
12-6 |
3.5% |
390-2 |
Range |
12-0 |
12-0 |
0-0 |
0.0% |
29-0 |
ATR |
13-6 |
13-6 |
-0-1 |
-0.5% |
0-0 |
Volume |
22,070 |
52,405 |
30,335 |
137.4% |
84,170 |
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-4 |
409-4 |
388-1 |
|
R3 |
401-4 |
397-4 |
384-6 |
|
R2 |
389-4 |
389-4 |
383-6 |
|
R1 |
385-4 |
385-4 |
382-5 |
387-4 |
PP |
377-4 |
377-4 |
377-4 |
378-4 |
S1 |
373-4 |
373-4 |
380-3 |
375-4 |
S2 |
365-4 |
365-4 |
379-2 |
|
S3 |
353-4 |
361-4 |
378-2 |
|
S4 |
341-4 |
349-4 |
374-7 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
482-6 |
465-4 |
406-2 |
|
R3 |
453-6 |
436-4 |
398-2 |
|
R2 |
424-6 |
424-6 |
395-5 |
|
R1 |
407-4 |
407-4 |
392-7 |
401-5 |
PP |
395-6 |
395-6 |
395-6 |
392-6 |
S1 |
378-4 |
378-4 |
387-5 |
372-5 |
S2 |
366-6 |
366-6 |
384-7 |
|
S3 |
337-6 |
349-4 |
382-2 |
|
S4 |
308-6 |
320-4 |
374-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
395-4 |
367-0 |
28-4 |
7.5% |
9-3 |
2.5% |
51% |
False |
False |
35,788 |
10 |
413-0 |
367-0 |
46-0 |
12.1% |
10-0 |
2.6% |
32% |
False |
False |
25,146 |
20 |
428-0 |
367-0 |
61-0 |
16.0% |
11-1 |
2.9% |
24% |
False |
False |
22,414 |
40 |
438-0 |
336-2 |
101-6 |
26.7% |
12-5 |
3.3% |
44% |
False |
False |
18,743 |
60 |
438-0 |
316-0 |
122-0 |
32.0% |
11-4 |
3.0% |
54% |
False |
False |
17,445 |
80 |
450-4 |
316-0 |
134-4 |
35.3% |
11-6 |
3.1% |
49% |
False |
False |
14,900 |
100 |
603-0 |
316-0 |
287-0 |
75.2% |
12-0 |
3.1% |
23% |
False |
False |
13,295 |
120 |
654-0 |
316-0 |
338-0 |
88.6% |
11-6 |
3.1% |
19% |
False |
False |
11,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432-4 |
2.618 |
412-7 |
1.618 |
400-7 |
1.000 |
393-4 |
0.618 |
388-7 |
HIGH |
381-4 |
0.618 |
376-7 |
0.500 |
375-4 |
0.382 |
374-1 |
LOW |
369-4 |
0.618 |
362-1 |
1.000 |
357-4 |
1.618 |
350-1 |
2.618 |
338-1 |
4.250 |
318-4 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
379-4 |
379-1 |
PP |
377-4 |
376-5 |
S1 |
375-4 |
374-2 |
|