CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
376-0 |
368-0 |
-8-0 |
-2.1% |
351-0 |
| High |
380-6 |
386-4 |
5-6 |
1.5% |
365-4 |
| Low |
362-0 |
368-0 |
6-0 |
1.7% |
344-6 |
| Close |
364-4 |
385-2 |
20-6 |
5.7% |
361-4 |
| Range |
18-6 |
18-4 |
-0-2 |
-1.3% |
20-6 |
| ATR |
11-7 |
12-5 |
0-6 |
6.1% |
0-0 |
| Volume |
130,401 |
97,764 |
-32,637 |
-25.0% |
530,188 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
435-3 |
428-7 |
395-3 |
|
| R3 |
416-7 |
410-3 |
390-3 |
|
| R2 |
398-3 |
398-3 |
388-5 |
|
| R1 |
391-7 |
391-7 |
387-0 |
395-1 |
| PP |
379-7 |
379-7 |
379-7 |
381-4 |
| S1 |
373-3 |
373-3 |
383-4 |
376-5 |
| S2 |
361-3 |
361-3 |
381-7 |
|
| S3 |
342-7 |
354-7 |
380-1 |
|
| S4 |
324-3 |
336-3 |
375-1 |
|
|
| 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 |
386-4 |
360-0 |
26-4 |
6.9% |
11-0 |
2.9% |
95% |
True |
False |
91,508 |
| 10 |
386-4 |
344-6 |
41-6 |
10.8% |
9-3 |
2.4% |
97% |
True |
False |
104,959 |
| 20 |
386-4 |
344-6 |
41-6 |
10.8% |
9-4 |
2.5% |
97% |
True |
False |
93,468 |
| 40 |
413-0 |
344-6 |
68-2 |
17.7% |
10-1 |
2.6% |
59% |
False |
False |
61,404 |
| 60 |
438-0 |
344-6 |
93-2 |
24.2% |
10-7 |
2.8% |
43% |
False |
False |
46,140 |
| 80 |
438-0 |
316-0 |
122-0 |
31.7% |
10-6 |
2.8% |
57% |
False |
False |
38,600 |
| 100 |
450-0 |
316-0 |
134-0 |
34.8% |
11-0 |
2.9% |
52% |
False |
False |
32,601 |
| 120 |
600-0 |
316-0 |
284-0 |
73.7% |
11-1 |
2.9% |
24% |
False |
False |
28,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
465-1 |
|
2.618 |
434-7 |
|
1.618 |
416-3 |
|
1.000 |
405-0 |
|
0.618 |
397-7 |
|
HIGH |
386-4 |
|
0.618 |
379-3 |
|
0.500 |
377-2 |
|
0.382 |
375-1 |
|
LOW |
368-0 |
|
0.618 |
356-5 |
|
1.000 |
349-4 |
|
1.618 |
338-1 |
|
2.618 |
319-5 |
|
4.250 |
289-3 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
382-5 |
381-5 |
| PP |
379-7 |
377-7 |
| S1 |
377-2 |
374-2 |
|