CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
363-0 |
373-4 |
10-4 |
2.9% |
365-4 |
| High |
377-4 |
380-2 |
2-6 |
0.7% |
367-0 |
| Low |
359-4 |
365-6 |
6-2 |
1.7% |
350-4 |
| Close |
372-2 |
370-4 |
-1-6 |
-0.5% |
359-0 |
| Range |
18-0 |
14-4 |
-3-4 |
-19.4% |
16-4 |
| ATR |
11-4 |
11-5 |
0-2 |
1.9% |
0-0 |
| Volume |
85,980 |
142,459 |
56,479 |
65.7% |
291,551 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
415-5 |
407-5 |
378-4 |
|
| R3 |
401-1 |
393-1 |
374-4 |
|
| R2 |
386-5 |
386-5 |
373-1 |
|
| R1 |
378-5 |
378-5 |
371-7 |
375-3 |
| PP |
372-1 |
372-1 |
372-1 |
370-4 |
| S1 |
364-1 |
364-1 |
369-1 |
360-7 |
| S2 |
357-5 |
357-5 |
367-7 |
|
| S3 |
343-1 |
349-5 |
366-4 |
|
| S4 |
328-5 |
335-1 |
362-4 |
|
|
| 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 |
380-2 |
350-4 |
29-6 |
8.0% |
11-7 |
3.2% |
67% |
True |
False |
96,702 |
| 10 |
386-0 |
350-4 |
35-4 |
9.6% |
9-4 |
2.6% |
56% |
False |
False |
81,977 |
| 20 |
395-4 |
350-4 |
45-0 |
12.1% |
9-0 |
2.4% |
44% |
False |
False |
61,390 |
| 40 |
438-0 |
350-4 |
87-4 |
23.6% |
10-4 |
2.8% |
23% |
False |
False |
38,795 |
| 60 |
438-0 |
316-0 |
122-0 |
32.9% |
11-4 |
3.1% |
45% |
False |
False |
32,063 |
| 80 |
449-6 |
316-0 |
133-6 |
36.1% |
10-7 |
3.0% |
41% |
False |
False |
26,731 |
| 100 |
498-0 |
316-0 |
182-0 |
49.1% |
11-2 |
3.1% |
30% |
False |
False |
22,763 |
| 120 |
603-0 |
316-0 |
287-0 |
77.5% |
11-4 |
3.1% |
19% |
False |
False |
19,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
441-7 |
|
2.618 |
418-2 |
|
1.618 |
403-6 |
|
1.000 |
394-6 |
|
0.618 |
389-2 |
|
HIGH |
380-2 |
|
0.618 |
374-6 |
|
0.500 |
373-0 |
|
0.382 |
371-2 |
|
LOW |
365-6 |
|
0.618 |
356-6 |
|
1.000 |
351-2 |
|
1.618 |
342-2 |
|
2.618 |
327-6 |
|
4.250 |
304-1 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
373-0 |
369-4 |
| PP |
372-1 |
368-3 |
| S1 |
371-3 |
367-3 |
|