CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
363-0 |
368-0 |
5-0 |
1.4% |
351-0 |
| High |
365-4 |
369-6 |
4-2 |
1.2% |
365-4 |
| Low |
360-0 |
365-0 |
5-0 |
1.4% |
344-6 |
| Close |
361-4 |
365-4 |
4-0 |
1.1% |
361-4 |
| Range |
5-4 |
4-6 |
-0-6 |
-13.6% |
20-6 |
| ATR |
11-1 |
11-0 |
-0-2 |
-1.9% |
0-0 |
| Volume |
70,656 |
85,152 |
14,496 |
20.5% |
530,188 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
381-0 |
378-0 |
368-1 |
|
| R3 |
376-2 |
373-2 |
366-6 |
|
| R2 |
371-4 |
371-4 |
366-3 |
|
| R1 |
368-4 |
368-4 |
365-7 |
367-5 |
| PP |
366-6 |
366-6 |
366-6 |
366-2 |
| S1 |
363-6 |
363-6 |
365-1 |
362-7 |
| S2 |
362-0 |
362-0 |
364-5 |
|
| S3 |
357-2 |
359-0 |
364-2 |
|
| S4 |
352-4 |
354-2 |
362-7 |
|
|
| 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 |
369-6 |
347-0 |
22-6 |
6.2% |
6-2 |
1.7% |
81% |
True |
False |
98,346 |
| 10 |
380-2 |
344-6 |
35-4 |
9.7% |
9-0 |
2.5% |
58% |
False |
False |
105,526 |
| 20 |
393-0 |
344-6 |
48-2 |
13.2% |
8-4 |
2.3% |
43% |
False |
False |
86,896 |
| 40 |
428-0 |
344-6 |
83-2 |
22.8% |
9-6 |
2.7% |
25% |
False |
False |
55,406 |
| 60 |
438-0 |
344-2 |
93-6 |
25.6% |
11-1 |
3.1% |
23% |
False |
False |
41,769 |
| 80 |
438-0 |
316-0 |
122-0 |
33.4% |
10-6 |
2.9% |
41% |
False |
False |
35,276 |
| 100 |
450-4 |
316-0 |
134-4 |
36.8% |
11-1 |
3.0% |
37% |
False |
False |
29,740 |
| 120 |
600-0 |
316-0 |
284-0 |
77.7% |
11-2 |
3.1% |
17% |
False |
False |
25,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
390-0 |
|
2.618 |
382-1 |
|
1.618 |
377-3 |
|
1.000 |
374-4 |
|
0.618 |
372-5 |
|
HIGH |
369-6 |
|
0.618 |
367-7 |
|
0.500 |
367-3 |
|
0.382 |
366-7 |
|
LOW |
365-0 |
|
0.618 |
362-1 |
|
1.000 |
360-2 |
|
1.618 |
357-3 |
|
2.618 |
352-5 |
|
4.250 |
344-6 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
367-3 |
364-4 |
| PP |
366-6 |
363-5 |
| S1 |
366-1 |
362-5 |
|