CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
370-0 |
385-0 |
15-0 |
4.1% |
382-0 |
| High |
381-4 |
391-0 |
9-4 |
2.5% |
391-0 |
| Low |
369-4 |
382-0 |
12-4 |
3.4% |
367-0 |
| Close |
381-4 |
387-4 |
6-0 |
1.6% |
387-4 |
| Range |
12-0 |
9-0 |
-3-0 |
-25.0% |
24-0 |
| ATR |
13-6 |
13-3 |
-0-2 |
-2.2% |
0-0 |
| Volume |
52,405 |
46,482 |
-5,923 |
-11.3% |
195,770 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
413-7 |
409-5 |
392-4 |
|
| R3 |
404-7 |
400-5 |
390-0 |
|
| R2 |
395-7 |
395-7 |
389-1 |
|
| R1 |
391-5 |
391-5 |
388-3 |
393-6 |
| PP |
386-7 |
386-7 |
386-7 |
387-7 |
| S1 |
382-5 |
382-5 |
386-5 |
384-6 |
| S2 |
377-7 |
377-7 |
385-7 |
|
| S3 |
368-7 |
373-5 |
385-0 |
|
| S4 |
359-7 |
364-5 |
382-4 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
453-7 |
444-5 |
400-6 |
|
| R3 |
429-7 |
420-5 |
394-1 |
|
| R2 |
405-7 |
405-7 |
391-7 |
|
| R1 |
396-5 |
396-5 |
389-6 |
401-2 |
| PP |
381-7 |
381-7 |
381-7 |
384-1 |
| S1 |
372-5 |
372-5 |
385-2 |
377-2 |
| S2 |
357-7 |
357-7 |
383-1 |
|
| S3 |
333-7 |
348-5 |
380-7 |
|
| S4 |
309-7 |
324-5 |
374-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
391-0 |
367-0 |
24-0 |
6.2% |
10-1 |
2.6% |
85% |
True |
False |
39,154 |
| 10 |
413-0 |
367-0 |
46-0 |
11.9% |
9-2 |
2.4% |
45% |
False |
False |
27,994 |
| 20 |
428-0 |
367-0 |
61-0 |
15.7% |
11-1 |
2.9% |
34% |
False |
False |
23,915 |
| 40 |
438-0 |
344-2 |
93-6 |
24.2% |
12-4 |
3.2% |
46% |
False |
False |
19,205 |
| 60 |
438-0 |
316-0 |
122-0 |
31.5% |
11-4 |
3.0% |
59% |
False |
False |
18,069 |
| 80 |
450-4 |
316-0 |
134-4 |
34.7% |
11-6 |
3.0% |
53% |
False |
False |
15,451 |
| 100 |
600-0 |
316-0 |
284-0 |
73.3% |
11-7 |
3.1% |
25% |
False |
False |
13,707 |
| 120 |
654-0 |
316-0 |
338-0 |
87.2% |
11-6 |
3.0% |
21% |
False |
False |
11,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
429-2 |
|
2.618 |
414-4 |
|
1.618 |
405-4 |
|
1.000 |
400-0 |
|
0.618 |
396-4 |
|
HIGH |
391-0 |
|
0.618 |
387-4 |
|
0.500 |
386-4 |
|
0.382 |
385-4 |
|
LOW |
382-0 |
|
0.618 |
376-4 |
|
1.000 |
373-0 |
|
1.618 |
367-4 |
|
2.618 |
358-4 |
|
4.250 |
343-6 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
387-1 |
384-5 |
| PP |
386-7 |
381-7 |
| S1 |
386-4 |
379-0 |
|