CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
363-0 |
351-0 |
-12-0 |
-3.3% |
365-0 |
| High |
367-4 |
352-2 |
-15-2 |
-4.1% |
380-2 |
| Low |
357-4 |
344-6 |
-12-6 |
-3.6% |
354-4 |
| Close |
359-0 |
350-2 |
-8-6 |
-2.4% |
359-0 |
| Range |
10-0 |
7-4 |
-2-4 |
-25.0% |
25-6 |
| ATR |
11-6 |
12-0 |
0-1 |
1.5% |
0-0 |
| Volume |
132,517 |
123,610 |
-8,907 |
-6.7% |
528,629 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
371-5 |
368-3 |
354-3 |
|
| R3 |
364-1 |
360-7 |
352-2 |
|
| R2 |
356-5 |
356-5 |
351-5 |
|
| R1 |
353-3 |
353-3 |
351-0 |
351-2 |
| PP |
349-1 |
349-1 |
349-1 |
348-0 |
| S1 |
345-7 |
345-7 |
349-4 |
343-6 |
| S2 |
341-5 |
341-5 |
348-7 |
|
| S3 |
334-1 |
338-3 |
348-2 |
|
| S4 |
326-5 |
330-7 |
346-1 |
|
|
| 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 |
344-6 |
35-4 |
10.1% |
11-6 |
3.4% |
15% |
False |
True |
112,707 |
| 10 |
380-2 |
344-6 |
35-4 |
10.1% |
9-6 |
2.8% |
15% |
False |
True |
94,379 |
| 20 |
393-0 |
344-6 |
48-2 |
13.8% |
9-3 |
2.7% |
11% |
False |
True |
72,098 |
| 40 |
438-0 |
344-6 |
93-2 |
26.6% |
10-3 |
2.9% |
6% |
False |
True |
44,719 |
| 60 |
438-0 |
316-0 |
122-0 |
34.8% |
11-5 |
3.3% |
28% |
False |
False |
36,034 |
| 80 |
449-6 |
316-0 |
133-6 |
38.2% |
10-7 |
3.1% |
26% |
False |
False |
29,764 |
| 100 |
470-4 |
316-0 |
154-4 |
44.1% |
11-2 |
3.2% |
22% |
False |
False |
25,159 |
| 120 |
603-0 |
316-0 |
287-0 |
81.9% |
11-4 |
3.3% |
12% |
False |
False |
22,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
384-1 |
|
2.618 |
371-7 |
|
1.618 |
364-3 |
|
1.000 |
359-6 |
|
0.618 |
356-7 |
|
HIGH |
352-2 |
|
0.618 |
349-3 |
|
0.500 |
348-4 |
|
0.382 |
347-5 |
|
LOW |
344-6 |
|
0.618 |
340-1 |
|
1.000 |
337-2 |
|
1.618 |
332-5 |
|
2.618 |
325-1 |
|
4.250 |
312-7 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
349-5 |
362-4 |
| PP |
349-1 |
358-3 |
| S1 |
348-4 |
354-3 |
|