CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
356-0 |
358-0 |
2-0 |
0.6% |
365-0 |
| High |
364-4 |
361-0 |
-3-4 |
-1.0% |
380-2 |
| Low |
356-0 |
355-4 |
-0-4 |
-0.1% |
354-4 |
| Close |
363-4 |
358-4 |
-5-0 |
-1.4% |
359-0 |
| Range |
8-4 |
5-4 |
-3-0 |
-35.3% |
25-6 |
| ATR |
11-6 |
11-4 |
-0-2 |
-2.3% |
0-0 |
| Volume |
97,330 |
122,179 |
24,849 |
25.5% |
528,629 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
374-7 |
372-1 |
361-4 |
|
| R3 |
369-3 |
366-5 |
360-0 |
|
| R2 |
363-7 |
363-7 |
359-4 |
|
| R1 |
361-1 |
361-1 |
359-0 |
362-4 |
| PP |
358-3 |
358-3 |
358-3 |
359-0 |
| S1 |
355-5 |
355-5 |
358-0 |
357-0 |
| S2 |
352-7 |
352-7 |
357-4 |
|
| S3 |
347-3 |
350-1 |
357-0 |
|
| S4 |
341-7 |
344-5 |
355-4 |
|
|
| 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 |
367-4 |
344-6 |
22-6 |
6.3% |
7-6 |
2.1% |
60% |
False |
False |
118,409 |
| 10 |
380-2 |
344-6 |
35-4 |
9.9% |
9-6 |
2.7% |
39% |
False |
False |
107,555 |
| 20 |
393-0 |
344-6 |
48-2 |
13.5% |
9-0 |
2.5% |
28% |
False |
False |
84,050 |
| 40 |
431-0 |
344-6 |
86-2 |
24.1% |
9-7 |
2.8% |
16% |
False |
False |
52,295 |
| 60 |
438-0 |
336-0 |
102-0 |
28.5% |
11-2 |
3.1% |
22% |
False |
False |
40,689 |
| 80 |
438-0 |
316-0 |
122-0 |
34.0% |
10-6 |
3.0% |
35% |
False |
False |
33,665 |
| 100 |
450-4 |
316-0 |
134-4 |
37.5% |
11-1 |
3.1% |
32% |
False |
False |
28,285 |
| 120 |
603-0 |
316-0 |
287-0 |
80.1% |
11-4 |
3.2% |
15% |
False |
False |
24,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
384-3 |
|
2.618 |
375-3 |
|
1.618 |
369-7 |
|
1.000 |
366-4 |
|
0.618 |
364-3 |
|
HIGH |
361-0 |
|
0.618 |
358-7 |
|
0.500 |
358-2 |
|
0.382 |
357-5 |
|
LOW |
355-4 |
|
0.618 |
352-1 |
|
1.000 |
350-0 |
|
1.618 |
346-5 |
|
2.618 |
341-1 |
|
4.250 |
332-1 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
358-3 |
357-5 |
| PP |
358-3 |
356-5 |
| S1 |
358-2 |
355-6 |
|