CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
374-0 |
376-0 |
2-0 |
0.5% |
351-0 |
| High |
381-4 |
380-6 |
-0-6 |
-0.2% |
365-4 |
| Low |
374-0 |
362-0 |
-12-0 |
-3.2% |
344-6 |
| Close |
375-4 |
364-4 |
-11-0 |
-2.9% |
361-4 |
| Range |
7-4 |
18-6 |
11-2 |
150.0% |
20-6 |
| ATR |
11-3 |
11-7 |
0-4 |
4.7% |
0-0 |
| Volume |
73,571 |
130,401 |
56,830 |
77.2% |
530,188 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
425-3 |
413-5 |
374-6 |
|
| R3 |
406-5 |
394-7 |
369-5 |
|
| R2 |
387-7 |
387-7 |
368-0 |
|
| R1 |
376-1 |
376-1 |
366-2 |
372-5 |
| PP |
369-1 |
369-1 |
369-1 |
367-2 |
| S1 |
357-3 |
357-3 |
362-6 |
353-7 |
| S2 |
350-3 |
350-3 |
361-0 |
|
| S3 |
331-5 |
338-5 |
359-3 |
|
| S4 |
312-7 |
319-7 |
354-2 |
|
|
| 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 |
381-4 |
355-4 |
26-0 |
7.1% |
8-3 |
2.3% |
35% |
False |
False |
96,391 |
| 10 |
381-4 |
344-6 |
36-6 |
10.1% |
9-0 |
2.5% |
54% |
False |
False |
109,428 |
| 20 |
386-0 |
344-6 |
41-2 |
11.3% |
8-7 |
2.4% |
48% |
False |
False |
92,579 |
| 40 |
413-0 |
344-6 |
68-2 |
18.7% |
10-1 |
2.8% |
29% |
False |
False |
59,398 |
| 60 |
438-0 |
344-6 |
93-2 |
25.6% |
11-2 |
3.1% |
21% |
False |
False |
44,732 |
| 80 |
438-0 |
316-0 |
122-0 |
33.5% |
10-6 |
2.9% |
40% |
False |
False |
37,518 |
| 100 |
450-0 |
316-0 |
134-0 |
36.8% |
11-0 |
3.0% |
36% |
False |
False |
31,670 |
| 120 |
600-0 |
316-0 |
284-0 |
77.9% |
11-1 |
3.1% |
17% |
False |
False |
27,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
460-4 |
|
2.618 |
429-7 |
|
1.618 |
411-1 |
|
1.000 |
399-4 |
|
0.618 |
392-3 |
|
HIGH |
380-6 |
|
0.618 |
373-5 |
|
0.500 |
371-3 |
|
0.382 |
369-1 |
|
LOW |
362-0 |
|
0.618 |
350-3 |
|
1.000 |
343-2 |
|
1.618 |
331-5 |
|
2.618 |
312-7 |
|
4.250 |
282-2 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
371-3 |
371-6 |
| PP |
369-1 |
369-3 |
| S1 |
366-6 |
366-7 |
|