CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
351-4 |
356-0 |
4-4 |
1.3% |
365-0 |
| High |
354-0 |
364-4 |
10-4 |
3.0% |
380-2 |
| Low |
347-0 |
356-0 |
9-0 |
2.6% |
354-4 |
| Close |
350-4 |
363-4 |
13-0 |
3.7% |
359-0 |
| Range |
7-0 |
8-4 |
1-4 |
21.4% |
25-6 |
| ATR |
11-5 |
11-6 |
0-1 |
1.5% |
0-0 |
| Volume |
116,413 |
97,330 |
-19,083 |
-16.4% |
528,629 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
386-7 |
383-5 |
368-1 |
|
| R3 |
378-3 |
375-1 |
365-7 |
|
| R2 |
369-7 |
369-7 |
365-0 |
|
| R1 |
366-5 |
366-5 |
364-2 |
368-2 |
| PP |
361-3 |
361-3 |
361-3 |
362-1 |
| S1 |
358-1 |
358-1 |
362-6 |
359-6 |
| S2 |
352-7 |
352-7 |
362-0 |
|
| S3 |
344-3 |
349-5 |
361-1 |
|
| S4 |
335-7 |
341-1 |
358-7 |
|
|
| 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 |
9.8% |
9-4 |
2.6% |
53% |
False |
False |
122,465 |
| 10 |
380-2 |
344-6 |
35-4 |
9.8% |
9-5 |
2.6% |
53% |
False |
False |
104,906 |
| 20 |
393-0 |
344-6 |
48-2 |
13.3% |
9-2 |
2.6% |
39% |
False |
False |
79,044 |
| 40 |
438-0 |
344-6 |
93-2 |
25.7% |
10-1 |
2.8% |
20% |
False |
False |
49,680 |
| 60 |
438-0 |
316-0 |
122-0 |
33.6% |
11-4 |
3.2% |
39% |
False |
False |
38,850 |
| 80 |
438-0 |
316-0 |
122-0 |
33.6% |
10-7 |
3.0% |
39% |
False |
False |
32,308 |
| 100 |
470-4 |
316-0 |
154-4 |
42.5% |
11-1 |
3.1% |
31% |
False |
False |
27,119 |
| 120 |
603-0 |
316-0 |
287-0 |
79.0% |
11-4 |
3.2% |
17% |
False |
False |
23,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
400-5 |
|
2.618 |
386-6 |
|
1.618 |
378-2 |
|
1.000 |
373-0 |
|
0.618 |
369-6 |
|
HIGH |
364-4 |
|
0.618 |
361-2 |
|
0.500 |
360-2 |
|
0.382 |
359-2 |
|
LOW |
356-0 |
|
0.618 |
350-6 |
|
1.000 |
347-4 |
|
1.618 |
342-2 |
|
2.618 |
333-6 |
|
4.250 |
319-7 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
362-3 |
360-4 |
| PP |
361-3 |
357-5 |
| S1 |
360-2 |
354-5 |
|