CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
365-4 |
356-0 |
-9-4 |
-2.6% |
388-0 |
| High |
367-0 |
361-0 |
-6-0 |
-1.6% |
393-0 |
| Low |
356-0 |
355-2 |
-0-6 |
-0.2% |
372-4 |
| Close |
359-0 |
358-0 |
-1-0 |
-0.3% |
373-2 |
| Range |
11-0 |
5-6 |
-5-2 |
-47.7% |
20-4 |
| ATR |
12-1 |
11-6 |
-0-4 |
-3.8% |
0-0 |
| Volume |
39,304 |
69,168 |
29,864 |
76.0% |
302,403 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
375-3 |
372-3 |
361-1 |
|
| R3 |
369-5 |
366-5 |
359-5 |
|
| R2 |
363-7 |
363-7 |
359-0 |
|
| R1 |
360-7 |
360-7 |
358-4 |
362-3 |
| PP |
358-1 |
358-1 |
358-1 |
358-6 |
| S1 |
355-1 |
355-1 |
357-4 |
356-5 |
| S2 |
352-3 |
352-3 |
357-0 |
|
| S3 |
346-5 |
349-3 |
356-3 |
|
| S4 |
340-7 |
343-5 |
354-7 |
|
|
| 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 |
386-0 |
355-2 |
30-6 |
8.6% |
8-0 |
2.2% |
9% |
False |
True |
64,115 |
| 10 |
393-0 |
355-2 |
37-6 |
10.5% |
9-0 |
2.5% |
7% |
False |
True |
53,183 |
| 20 |
413-0 |
355-2 |
57-6 |
16.1% |
9-2 |
2.6% |
5% |
False |
True |
38,719 |
| 40 |
438-0 |
355-2 |
82-6 |
23.1% |
10-6 |
3.0% |
3% |
False |
True |
26,321 |
| 60 |
438-0 |
316-0 |
122-0 |
34.1% |
11-3 |
3.2% |
34% |
False |
False |
23,589 |
| 80 |
450-0 |
316-0 |
134-0 |
37.4% |
11-3 |
3.2% |
31% |
False |
False |
20,016 |
| 100 |
593-0 |
316-0 |
277-0 |
77.4% |
11-3 |
3.2% |
15% |
False |
False |
17,274 |
| 120 |
633-0 |
316-0 |
317-0 |
88.5% |
11-4 |
3.2% |
13% |
False |
False |
15,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
385-4 |
|
2.618 |
376-0 |
|
1.618 |
370-2 |
|
1.000 |
366-6 |
|
0.618 |
364-4 |
|
HIGH |
361-0 |
|
0.618 |
358-6 |
|
0.500 |
358-1 |
|
0.382 |
357-4 |
|
LOW |
355-2 |
|
0.618 |
351-6 |
|
1.000 |
349-4 |
|
1.618 |
346-0 |
|
2.618 |
340-2 |
|
4.250 |
330-6 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
358-1 |
366-5 |
| PP |
358-1 |
363-6 |
| S1 |
358-0 |
360-7 |
|