CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
368-0 |
387-0 |
19-0 |
5.2% |
368-0 |
| High |
386-4 |
389-0 |
2-4 |
0.6% |
389-0 |
| Low |
368-0 |
383-0 |
15-0 |
4.1% |
362-0 |
| Close |
385-2 |
388-4 |
3-2 |
0.8% |
388-4 |
| Range |
18-4 |
6-0 |
-12-4 |
-67.6% |
27-0 |
| ATR |
12-5 |
12-1 |
-0-4 |
-3.7% |
0-0 |
| Volume |
97,764 |
160,137 |
62,373 |
63.8% |
547,025 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
404-7 |
402-5 |
391-6 |
|
| R3 |
398-7 |
396-5 |
390-1 |
|
| R2 |
392-7 |
392-7 |
389-5 |
|
| R1 |
390-5 |
390-5 |
389-0 |
391-6 |
| PP |
386-7 |
386-7 |
386-7 |
387-3 |
| S1 |
384-5 |
384-5 |
388-0 |
385-6 |
| S2 |
380-7 |
380-7 |
387-3 |
|
| S3 |
374-7 |
378-5 |
386-7 |
|
| S4 |
368-7 |
372-5 |
385-2 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
460-7 |
451-5 |
403-3 |
|
| R3 |
433-7 |
424-5 |
395-7 |
|
| R2 |
406-7 |
406-7 |
393-4 |
|
| R1 |
397-5 |
397-5 |
391-0 |
402-2 |
| PP |
379-7 |
379-7 |
379-7 |
382-1 |
| S1 |
370-5 |
370-5 |
386-0 |
375-2 |
| S2 |
352-7 |
352-7 |
383-4 |
|
| S3 |
325-7 |
343-5 |
381-1 |
|
| S4 |
298-7 |
316-5 |
373-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
389-0 |
362-0 |
27-0 |
6.9% |
11-1 |
2.9% |
98% |
True |
False |
109,405 |
| 10 |
389-0 |
344-6 |
44-2 |
11.4% |
9-0 |
2.3% |
99% |
True |
False |
107,721 |
| 20 |
389-0 |
344-6 |
44-2 |
11.4% |
9-2 |
2.4% |
99% |
True |
False |
98,843 |
| 40 |
413-0 |
344-6 |
68-2 |
17.6% |
10-0 |
2.6% |
64% |
False |
False |
65,034 |
| 60 |
438-0 |
344-6 |
93-2 |
24.0% |
10-6 |
2.8% |
47% |
False |
False |
48,224 |
| 80 |
438-0 |
316-0 |
122-0 |
31.4% |
10-6 |
2.8% |
59% |
False |
False |
40,422 |
| 100 |
450-0 |
316-0 |
134-0 |
34.5% |
11-0 |
2.8% |
54% |
False |
False |
34,109 |
| 120 |
600-0 |
316-0 |
284-0 |
73.1% |
11-1 |
2.9% |
26% |
False |
False |
29,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
414-4 |
|
2.618 |
404-6 |
|
1.618 |
398-6 |
|
1.000 |
395-0 |
|
0.618 |
392-6 |
|
HIGH |
389-0 |
|
0.618 |
386-6 |
|
0.500 |
386-0 |
|
0.382 |
385-2 |
|
LOW |
383-0 |
|
0.618 |
379-2 |
|
1.000 |
377-0 |
|
1.618 |
373-2 |
|
2.618 |
367-2 |
|
4.250 |
357-4 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
387-5 |
384-1 |
| PP |
386-7 |
379-7 |
| S1 |
386-0 |
375-4 |
|