CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
375-4 |
365-4 |
-10-0 |
-2.7% |
388-0 |
| High |
378-0 |
367-0 |
-11-0 |
-2.9% |
393-0 |
| Low |
372-4 |
356-0 |
-16-4 |
-4.4% |
372-4 |
| Close |
373-2 |
359-0 |
-14-2 |
-3.8% |
373-2 |
| Range |
5-4 |
11-0 |
5-4 |
100.0% |
20-4 |
| ATR |
11-6 |
12-1 |
0-3 |
3.3% |
0-0 |
| Volume |
79,478 |
39,304 |
-40,174 |
-50.5% |
302,403 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
393-5 |
387-3 |
365-0 |
|
| R3 |
382-5 |
376-3 |
362-0 |
|
| R2 |
371-5 |
371-5 |
361-0 |
|
| R1 |
365-3 |
365-3 |
360-0 |
363-0 |
| PP |
360-5 |
360-5 |
360-5 |
359-4 |
| S1 |
354-3 |
354-3 |
358-0 |
352-0 |
| S2 |
349-5 |
349-5 |
357-0 |
|
| S3 |
338-5 |
343-3 |
356-0 |
|
| S4 |
327-5 |
332-3 |
353-0 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
441-1 |
427-5 |
384-4 |
|
| R3 |
420-5 |
407-1 |
378-7 |
|
| R2 |
400-1 |
400-1 |
377-0 |
|
| R1 |
386-5 |
386-5 |
375-1 |
383-1 |
| PP |
379-5 |
379-5 |
379-5 |
377-6 |
| S1 |
366-1 |
366-1 |
371-3 |
362-5 |
| S2 |
359-1 |
359-1 |
369-4 |
|
| S3 |
338-5 |
345-5 |
367-5 |
|
| S4 |
318-1 |
325-1 |
362-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
389-4 |
356-0 |
33-4 |
9.3% |
9-1 |
2.5% |
9% |
False |
True |
57,630 |
| 10 |
393-0 |
356-0 |
37-0 |
10.3% |
9-3 |
2.6% |
8% |
False |
True |
50,680 |
| 20 |
413-0 |
356-0 |
57-0 |
15.9% |
10-2 |
2.9% |
5% |
False |
True |
35,941 |
| 40 |
438-0 |
356-0 |
82-0 |
22.8% |
10-7 |
3.0% |
4% |
False |
True |
25,204 |
| 60 |
438-0 |
316-0 |
122-0 |
34.0% |
11-3 |
3.2% |
35% |
False |
False |
22,587 |
| 80 |
450-0 |
316-0 |
134-0 |
37.3% |
11-3 |
3.2% |
32% |
False |
False |
19,278 |
| 100 |
600-0 |
316-0 |
284-0 |
79.1% |
11-4 |
3.2% |
15% |
False |
False |
16,610 |
| 120 |
633-0 |
316-0 |
317-0 |
88.3% |
11-4 |
3.2% |
14% |
False |
False |
14,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
413-6 |
|
2.618 |
395-6 |
|
1.618 |
384-6 |
|
1.000 |
378-0 |
|
0.618 |
373-6 |
|
HIGH |
367-0 |
|
0.618 |
362-6 |
|
0.500 |
361-4 |
|
0.382 |
360-2 |
|
LOW |
356-0 |
|
0.618 |
349-2 |
|
1.000 |
345-0 |
|
1.618 |
338-2 |
|
2.618 |
327-2 |
|
4.250 |
309-2 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
361-4 |
371-0 |
| PP |
360-5 |
367-0 |
| S1 |
359-7 |
363-0 |
|