CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 27-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
373-4 |
363-0 |
-10-4 |
-2.8% |
365-0 |
High |
380-2 |
367-4 |
-12-6 |
-3.4% |
380-2 |
Low |
365-6 |
357-4 |
-8-2 |
-2.3% |
354-4 |
Close |
370-4 |
359-0 |
-11-4 |
-3.1% |
359-0 |
Range |
14-4 |
10-0 |
-4-4 |
-31.0% |
25-6 |
ATR |
11-5 |
11-6 |
0-1 |
0.8% |
0-0 |
Volume |
142,459 |
132,517 |
-9,942 |
-7.0% |
528,629 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-3 |
385-1 |
364-4 |
|
R3 |
381-3 |
375-1 |
361-6 |
|
R2 |
371-3 |
371-3 |
360-7 |
|
R1 |
365-1 |
365-1 |
359-7 |
363-2 |
PP |
361-3 |
361-3 |
361-3 |
360-3 |
S1 |
355-1 |
355-1 |
358-1 |
353-2 |
S2 |
351-3 |
351-3 |
357-1 |
|
S3 |
341-3 |
345-1 |
356-2 |
|
S4 |
331-3 |
335-1 |
353-4 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
441-7 |
426-1 |
373-1 |
|
R3 |
416-1 |
400-3 |
366-1 |
|
R2 |
390-3 |
390-3 |
363-6 |
|
R1 |
374-5 |
374-5 |
361-3 |
369-5 |
PP |
364-5 |
364-5 |
364-5 |
362-0 |
S1 |
348-7 |
348-7 |
356-5 |
343-7 |
S2 |
338-7 |
338-7 |
354-2 |
|
S3 |
313-1 |
323-1 |
351-7 |
|
S4 |
287-3 |
297-3 |
344-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
380-2 |
354-4 |
25-6 |
7.2% |
11-7 |
3.3% |
17% |
False |
False |
105,725 |
10 |
380-2 |
350-4 |
29-6 |
8.3% |
9-4 |
2.7% |
29% |
False |
False |
89,965 |
20 |
395-4 |
350-4 |
45-0 |
12.5% |
9-2 |
2.6% |
19% |
False |
False |
67,400 |
40 |
438-0 |
350-4 |
87-4 |
24.4% |
10-5 |
2.9% |
10% |
False |
False |
41,799 |
60 |
438-0 |
316-0 |
122-0 |
34.0% |
11-4 |
3.2% |
35% |
False |
False |
34,193 |
80 |
449-6 |
316-0 |
133-6 |
37.3% |
11-0 |
3.1% |
32% |
False |
False |
28,301 |
100 |
470-4 |
316-0 |
154-4 |
43.0% |
11-2 |
3.1% |
28% |
False |
False |
24,002 |
120 |
603-0 |
316-0 |
287-0 |
79.9% |
11-4 |
3.2% |
15% |
False |
False |
21,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-0 |
2.618 |
393-5 |
1.618 |
383-5 |
1.000 |
377-4 |
0.618 |
373-5 |
HIGH |
367-4 |
0.618 |
363-5 |
0.500 |
362-4 |
0.382 |
361-3 |
LOW |
357-4 |
0.618 |
351-3 |
1.000 |
347-4 |
1.618 |
341-3 |
2.618 |
331-3 |
4.250 |
315-0 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
362-4 |
368-7 |
PP |
361-3 |
365-5 |
S1 |
360-1 |
362-2 |
|