CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
358-4 |
365-0 |
6-4 |
1.8% |
365-4 |
High |
360-4 |
366-4 |
6-0 |
1.7% |
367-0 |
Low |
350-4 |
358-4 |
8-0 |
2.3% |
350-4 |
Close |
359-0 |
360-6 |
1-6 |
0.5% |
359-0 |
Range |
10-0 |
8-0 |
-2-0 |
-20.0% |
16-4 |
ATR |
11-3 |
11-1 |
-0-2 |
-2.1% |
0-0 |
Volume |
87,398 |
88,704 |
1,306 |
1.5% |
291,551 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-7 |
381-3 |
365-1 |
|
R3 |
377-7 |
373-3 |
363-0 |
|
R2 |
369-7 |
369-7 |
362-2 |
|
R1 |
365-3 |
365-3 |
361-4 |
363-5 |
PP |
361-7 |
361-7 |
361-7 |
361-0 |
S1 |
357-3 |
357-3 |
360-0 |
355-5 |
S2 |
353-7 |
353-7 |
359-2 |
|
S3 |
345-7 |
349-3 |
358-4 |
|
S4 |
337-7 |
341-3 |
356-3 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-3 |
400-1 |
368-1 |
|
R3 |
391-7 |
383-5 |
363-4 |
|
R2 |
375-3 |
375-3 |
362-0 |
|
R1 |
367-1 |
367-1 |
360-4 |
363-0 |
PP |
358-7 |
358-7 |
358-7 |
356-6 |
S1 |
350-5 |
350-5 |
357-4 |
346-4 |
S2 |
342-3 |
342-3 |
356-0 |
|
S3 |
325-7 |
334-1 |
354-4 |
|
S4 |
309-3 |
317-5 |
349-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
367-0 |
350-4 |
16-4 |
4.6% |
7-6 |
2.1% |
62% |
False |
False |
76,051 |
10 |
393-0 |
350-4 |
42-4 |
11.8% |
7-7 |
2.2% |
24% |
False |
False |
68,265 |
20 |
413-0 |
350-4 |
62-4 |
17.3% |
8-4 |
2.4% |
16% |
False |
False |
48,129 |
40 |
438-0 |
350-4 |
87-4 |
24.3% |
10-5 |
3.0% |
12% |
False |
False |
31,661 |
60 |
438-0 |
316-0 |
122-0 |
33.8% |
11-1 |
3.1% |
37% |
False |
False |
27,430 |
80 |
450-0 |
316-0 |
134-0 |
37.1% |
11-0 |
3.1% |
33% |
False |
False |
23,135 |
100 |
541-4 |
316-0 |
225-4 |
62.5% |
11-3 |
3.1% |
20% |
False |
False |
19,883 |
120 |
603-0 |
316-0 |
287-0 |
79.6% |
11-4 |
3.2% |
16% |
False |
False |
17,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
400-4 |
2.618 |
387-4 |
1.618 |
379-4 |
1.000 |
374-4 |
0.618 |
371-4 |
HIGH |
366-4 |
0.618 |
363-4 |
0.500 |
362-4 |
0.382 |
361-4 |
LOW |
358-4 |
0.618 |
353-4 |
1.000 |
350-4 |
1.618 |
345-4 |
2.618 |
337-4 |
4.250 |
324-4 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
362-4 |
360-0 |
PP |
361-7 |
359-2 |
S1 |
361-3 |
358-4 |
|