CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
358-0 |
363-0 |
5-0 |
1.4% |
351-0 |
| High |
361-0 |
365-4 |
4-4 |
1.2% |
365-4 |
| Low |
355-4 |
360-0 |
4-4 |
1.3% |
344-6 |
| Close |
358-4 |
361-4 |
3-0 |
0.8% |
361-4 |
| Range |
5-4 |
5-4 |
0-0 |
0.0% |
20-6 |
| ATR |
11-4 |
11-1 |
-0-3 |
-2.8% |
0-0 |
| Volume |
122,179 |
70,656 |
-51,523 |
-42.2% |
530,188 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
378-7 |
375-5 |
364-4 |
|
| R3 |
373-3 |
370-1 |
363-0 |
|
| R2 |
367-7 |
367-7 |
362-4 |
|
| R1 |
364-5 |
364-5 |
362-0 |
363-4 |
| PP |
362-3 |
362-3 |
362-3 |
361-6 |
| S1 |
359-1 |
359-1 |
361-0 |
358-0 |
| S2 |
356-7 |
356-7 |
360-4 |
|
| S3 |
351-3 |
353-5 |
360-0 |
|
| S4 |
345-7 |
348-1 |
358-4 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
419-4 |
411-2 |
372-7 |
|
| R3 |
398-6 |
390-4 |
367-2 |
|
| R2 |
378-0 |
378-0 |
365-2 |
|
| R1 |
369-6 |
369-6 |
363-3 |
373-7 |
| PP |
357-2 |
357-2 |
357-2 |
359-2 |
| S1 |
349-0 |
349-0 |
359-5 |
353-1 |
| S2 |
336-4 |
336-4 |
357-6 |
|
| S3 |
315-6 |
328-2 |
355-6 |
|
| S4 |
295-0 |
307-4 |
350-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
365-4 |
344-6 |
20-6 |
5.7% |
6-6 |
1.9% |
81% |
True |
False |
106,037 |
| 10 |
380-2 |
344-6 |
35-4 |
9.8% |
9-3 |
2.6% |
47% |
False |
False |
105,881 |
| 20 |
393-0 |
344-6 |
48-2 |
13.3% |
8-5 |
2.4% |
35% |
False |
False |
84,962 |
| 40 |
428-0 |
344-6 |
83-2 |
23.0% |
9-7 |
2.7% |
20% |
False |
False |
53,688 |
| 60 |
438-0 |
336-2 |
101-6 |
28.1% |
11-2 |
3.1% |
25% |
False |
False |
40,816 |
| 80 |
438-0 |
316-0 |
122-0 |
33.7% |
10-6 |
3.0% |
37% |
False |
False |
34,324 |
| 100 |
450-4 |
316-0 |
134-4 |
37.2% |
11-1 |
3.1% |
34% |
False |
False |
28,913 |
| 120 |
603-0 |
316-0 |
287-0 |
79.4% |
11-3 |
3.2% |
16% |
False |
False |
25,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
388-7 |
|
2.618 |
379-7 |
|
1.618 |
374-3 |
|
1.000 |
371-0 |
|
0.618 |
368-7 |
|
HIGH |
365-4 |
|
0.618 |
363-3 |
|
0.500 |
362-6 |
|
0.382 |
362-1 |
|
LOW |
360-0 |
|
0.618 |
356-5 |
|
1.000 |
354-4 |
|
1.618 |
351-1 |
|
2.618 |
345-5 |
|
4.250 |
336-5 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
362-6 |
361-1 |
| PP |
362-3 |
360-7 |
| S1 |
361-7 |
360-4 |
|