CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
388-0 |
389-0 |
1-0 |
0.3% |
382-0 |
| High |
393-0 |
389-4 |
-3-4 |
-0.9% |
391-0 |
| Low |
387-4 |
378-4 |
-9-0 |
-2.3% |
367-0 |
| Close |
388-0 |
387-0 |
-1-0 |
-0.3% |
387-4 |
| Range |
5-4 |
11-0 |
5-4 |
100.0% |
24-0 |
| ATR |
12-7 |
12-6 |
-0-1 |
-1.0% |
0-0 |
| Volume |
53,554 |
36,744 |
-16,810 |
-31.4% |
195,770 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
418-0 |
413-4 |
393-0 |
|
| R3 |
407-0 |
402-4 |
390-0 |
|
| R2 |
396-0 |
396-0 |
389-0 |
|
| R1 |
391-4 |
391-4 |
388-0 |
388-2 |
| PP |
385-0 |
385-0 |
385-0 |
383-3 |
| S1 |
380-4 |
380-4 |
386-0 |
377-2 |
| S2 |
374-0 |
374-0 |
385-0 |
|
| S3 |
363-0 |
369-4 |
384-0 |
|
| S4 |
352-0 |
358-4 |
381-0 |
|
|
| 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 |
393-0 |
367-0 |
26-0 |
6.7% |
9-7 |
2.6% |
77% |
False |
False |
42,251 |
| 10 |
396-0 |
367-0 |
29-0 |
7.5% |
8-7 |
2.3% |
69% |
False |
False |
34,284 |
| 20 |
413-0 |
367-0 |
46-0 |
11.9% |
11-2 |
2.9% |
43% |
False |
False |
26,216 |
| 40 |
438-0 |
352-0 |
86-0 |
22.2% |
12-3 |
3.2% |
41% |
False |
False |
20,808 |
| 60 |
438-0 |
316-0 |
122-0 |
31.5% |
11-2 |
2.9% |
58% |
False |
False |
19,165 |
| 80 |
450-0 |
316-0 |
134-0 |
34.6% |
11-5 |
3.0% |
53% |
False |
False |
16,443 |
| 100 |
600-0 |
316-0 |
284-0 |
73.4% |
11-5 |
3.0% |
25% |
False |
False |
14,454 |
| 120 |
654-0 |
316-0 |
338-0 |
87.3% |
11-5 |
3.0% |
21% |
False |
False |
12,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
436-2 |
|
2.618 |
418-2 |
|
1.618 |
407-2 |
|
1.000 |
400-4 |
|
0.618 |
396-2 |
|
HIGH |
389-4 |
|
0.618 |
385-2 |
|
0.500 |
384-0 |
|
0.382 |
382-6 |
|
LOW |
378-4 |
|
0.618 |
371-6 |
|
1.000 |
367-4 |
|
1.618 |
360-6 |
|
2.618 |
349-6 |
|
4.250 |
331-6 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
386-0 |
386-5 |
| PP |
385-0 |
386-1 |
| S1 |
384-0 |
385-6 |
|