CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
389-0 |
382-0 |
-7-0 |
-1.8% |
382-0 |
| High |
389-4 |
386-0 |
-3-4 |
-0.9% |
391-0 |
| Low |
378-4 |
378-0 |
-0-4 |
-0.1% |
367-0 |
| Close |
387-0 |
378-4 |
-8-4 |
-2.2% |
387-4 |
| Range |
11-0 |
8-0 |
-3-0 |
-27.3% |
24-0 |
| ATR |
12-6 |
12-4 |
-0-2 |
-2.1% |
0-0 |
| Volume |
36,744 |
79,997 |
43,253 |
117.7% |
195,770 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
404-7 |
399-5 |
382-7 |
|
| R3 |
396-7 |
391-5 |
380-6 |
|
| R2 |
388-7 |
388-7 |
380-0 |
|
| R1 |
383-5 |
383-5 |
379-2 |
382-2 |
| PP |
380-7 |
380-7 |
380-7 |
380-1 |
| S1 |
375-5 |
375-5 |
377-6 |
374-2 |
| S2 |
372-7 |
372-7 |
377-0 |
|
| S3 |
364-7 |
367-5 |
376-2 |
|
| S4 |
356-7 |
359-5 |
374-1 |
|
|
| 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 |
369-4 |
23-4 |
6.2% |
9-1 |
2.4% |
38% |
False |
False |
53,836 |
| 10 |
395-4 |
367-0 |
28-4 |
7.5% |
8-4 |
2.2% |
40% |
False |
False |
40,804 |
| 20 |
413-0 |
367-0 |
46-0 |
12.2% |
10-7 |
2.9% |
25% |
False |
False |
29,340 |
| 40 |
438-0 |
367-0 |
71-0 |
18.8% |
11-5 |
3.1% |
16% |
False |
False |
22,476 |
| 60 |
438-0 |
316-0 |
122-0 |
32.2% |
11-2 |
3.0% |
51% |
False |
False |
20,310 |
| 80 |
450-0 |
316-0 |
134-0 |
35.4% |
11-4 |
3.0% |
47% |
False |
False |
17,384 |
| 100 |
600-0 |
316-0 |
284-0 |
75.0% |
11-3 |
3.0% |
22% |
False |
False |
15,146 |
| 120 |
654-0 |
316-0 |
338-0 |
89.3% |
11-5 |
3.1% |
18% |
False |
False |
13,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
420-0 |
|
2.618 |
407-0 |
|
1.618 |
399-0 |
|
1.000 |
394-0 |
|
0.618 |
391-0 |
|
HIGH |
386-0 |
|
0.618 |
383-0 |
|
0.500 |
382-0 |
|
0.382 |
381-0 |
|
LOW |
378-0 |
|
0.618 |
373-0 |
|
1.000 |
370-0 |
|
1.618 |
365-0 |
|
2.618 |
357-0 |
|
4.250 |
344-0 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
382-0 |
385-4 |
| PP |
380-7 |
383-1 |
| S1 |
379-5 |
380-7 |
|