CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
356-0 |
361-0 |
5-0 |
1.4% |
388-0 |
| High |
361-0 |
364-4 |
3-4 |
1.0% |
393-0 |
| Low |
355-2 |
360-4 |
5-2 |
1.5% |
372-4 |
| Close |
358-0 |
362-0 |
4-0 |
1.1% |
373-2 |
| Range |
5-6 |
4-0 |
-1-6 |
-30.4% |
20-4 |
| ATR |
11-6 |
11-3 |
-0-3 |
-3.2% |
0-0 |
| Volume |
69,168 |
95,681 |
26,513 |
38.3% |
302,403 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
374-3 |
372-1 |
364-2 |
|
| R3 |
370-3 |
368-1 |
363-1 |
|
| R2 |
366-3 |
366-3 |
362-6 |
|
| R1 |
364-1 |
364-1 |
362-3 |
365-2 |
| PP |
362-3 |
362-3 |
362-3 |
362-7 |
| S1 |
360-1 |
360-1 |
361-5 |
361-2 |
| S2 |
358-3 |
358-3 |
361-2 |
|
| S3 |
354-3 |
356-1 |
360-7 |
|
| S4 |
350-3 |
352-1 |
359-6 |
|
|
| 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 |
8.5% |
7-2 |
2.0% |
22% |
False |
False |
67,252 |
| 10 |
393-0 |
355-2 |
37-6 |
10.4% |
8-1 |
2.3% |
18% |
False |
False |
60,544 |
| 20 |
413-0 |
355-2 |
57-6 |
16.0% |
9-0 |
2.5% |
12% |
False |
False |
41,938 |
| 40 |
438-0 |
355-2 |
82-6 |
22.9% |
10-5 |
2.9% |
8% |
False |
False |
28,431 |
| 60 |
438-0 |
316-0 |
122-0 |
33.7% |
11-2 |
3.1% |
38% |
False |
False |
24,901 |
| 80 |
450-0 |
316-0 |
134-0 |
37.0% |
11-2 |
3.1% |
34% |
False |
False |
21,100 |
| 100 |
581-6 |
316-0 |
265-6 |
73.4% |
11-3 |
3.1% |
17% |
False |
False |
18,198 |
| 120 |
629-0 |
316-0 |
313-0 |
86.5% |
11-4 |
3.2% |
15% |
False |
False |
16,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
381-4 |
|
2.618 |
375-0 |
|
1.618 |
371-0 |
|
1.000 |
368-4 |
|
0.618 |
367-0 |
|
HIGH |
364-4 |
|
0.618 |
363-0 |
|
0.500 |
362-4 |
|
0.382 |
362-0 |
|
LOW |
360-4 |
|
0.618 |
358-0 |
|
1.000 |
356-4 |
|
1.618 |
354-0 |
|
2.618 |
350-0 |
|
4.250 |
343-4 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
362-4 |
361-6 |
| PP |
362-3 |
361-3 |
| S1 |
362-1 |
361-1 |
|