CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
357-0 |
363-0 |
6-0 |
1.7% |
365-4 |
| High |
363-2 |
377-4 |
14-2 |
3.9% |
367-0 |
| Low |
354-4 |
359-4 |
5-0 |
1.4% |
350-4 |
| Close |
363-0 |
372-2 |
9-2 |
2.5% |
359-0 |
| Range |
8-6 |
18-0 |
9-2 |
105.7% |
16-4 |
| ATR |
11-0 |
11-4 |
0-4 |
4.6% |
0-0 |
| Volume |
78,969 |
85,980 |
7,011 |
8.9% |
291,551 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
423-6 |
416-0 |
382-1 |
|
| R3 |
405-6 |
398-0 |
377-2 |
|
| R2 |
387-6 |
387-6 |
375-4 |
|
| R1 |
380-0 |
380-0 |
373-7 |
383-7 |
| PP |
369-6 |
369-6 |
369-6 |
371-6 |
| S1 |
362-0 |
362-0 |
370-5 |
365-7 |
| S2 |
351-6 |
351-6 |
369-0 |
|
| S3 |
333-6 |
344-0 |
367-2 |
|
| S4 |
315-6 |
326-0 |
362-3 |
|
|
| 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 |
377-4 |
350-4 |
27-0 |
7.3% |
9-6 |
2.6% |
81% |
True |
False |
87,346 |
| 10 |
386-0 |
350-4 |
35-4 |
9.5% |
8-7 |
2.4% |
61% |
False |
False |
75,730 |
| 20 |
396-0 |
350-4 |
45-4 |
12.2% |
8-7 |
2.4% |
48% |
False |
False |
55,007 |
| 40 |
438-0 |
350-4 |
87-4 |
23.5% |
10-7 |
2.9% |
25% |
False |
False |
35,439 |
| 60 |
438-0 |
316-0 |
122-0 |
32.8% |
11-3 |
3.0% |
46% |
False |
False |
29,856 |
| 80 |
449-6 |
316-0 |
133-6 |
35.9% |
10-7 |
2.9% |
42% |
False |
False |
25,041 |
| 100 |
498-0 |
316-0 |
182-0 |
48.9% |
11-2 |
3.0% |
31% |
False |
False |
21,387 |
| 120 |
603-0 |
316-0 |
287-0 |
77.1% |
11-4 |
3.1% |
20% |
False |
False |
18,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
454-0 |
|
2.618 |
424-5 |
|
1.618 |
406-5 |
|
1.000 |
395-4 |
|
0.618 |
388-5 |
|
HIGH |
377-4 |
|
0.618 |
370-5 |
|
0.500 |
368-4 |
|
0.382 |
366-3 |
|
LOW |
359-4 |
|
0.618 |
348-3 |
|
1.000 |
341-4 |
|
1.618 |
330-3 |
|
2.618 |
312-3 |
|
4.250 |
283-0 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
371-0 |
370-1 |
| PP |
369-6 |
368-1 |
| S1 |
368-4 |
366-0 |
|