CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
387-0 |
389-4 |
2-4 |
0.6% |
368-0 |
| High |
389-0 |
397-0 |
8-0 |
2.1% |
389-0 |
| Low |
383-0 |
387-4 |
4-4 |
1.2% |
362-0 |
| Close |
388-4 |
391-4 |
3-0 |
0.8% |
388-4 |
| Range |
6-0 |
9-4 |
3-4 |
58.3% |
27-0 |
| ATR |
12-1 |
11-7 |
-0-1 |
-1.5% |
0-0 |
| Volume |
160,137 |
118,179 |
-41,958 |
-26.2% |
547,025 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
420-4 |
415-4 |
396-6 |
|
| R3 |
411-0 |
406-0 |
394-1 |
|
| R2 |
401-4 |
401-4 |
393-2 |
|
| R1 |
396-4 |
396-4 |
392-3 |
399-0 |
| PP |
392-0 |
392-0 |
392-0 |
393-2 |
| S1 |
387-0 |
387-0 |
390-5 |
389-4 |
| S2 |
382-4 |
382-4 |
389-6 |
|
| S3 |
373-0 |
377-4 |
388-7 |
|
| S4 |
363-4 |
368-0 |
386-2 |
|
|
| 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 |
397-0 |
362-0 |
35-0 |
8.9% |
12-0 |
3.1% |
84% |
True |
False |
116,010 |
| 10 |
397-0 |
347-0 |
50-0 |
12.8% |
9-1 |
2.3% |
89% |
True |
False |
107,178 |
| 20 |
397-0 |
344-6 |
52-2 |
13.3% |
9-4 |
2.4% |
89% |
True |
False |
100,778 |
| 40 |
413-0 |
344-6 |
68-2 |
17.4% |
10-1 |
2.6% |
68% |
False |
False |
67,625 |
| 60 |
438-0 |
344-6 |
93-2 |
23.8% |
10-4 |
2.7% |
50% |
False |
False |
49,998 |
| 80 |
438-0 |
316-0 |
122-0 |
31.2% |
10-7 |
2.8% |
62% |
False |
False |
41,748 |
| 100 |
450-0 |
316-0 |
134-0 |
34.2% |
10-7 |
2.8% |
56% |
False |
False |
35,222 |
| 120 |
600-0 |
316-0 |
284-0 |
72.5% |
11-1 |
2.8% |
27% |
False |
False |
30,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
437-3 |
|
2.618 |
421-7 |
|
1.618 |
412-3 |
|
1.000 |
406-4 |
|
0.618 |
402-7 |
|
HIGH |
397-0 |
|
0.618 |
393-3 |
|
0.500 |
392-2 |
|
0.382 |
391-1 |
|
LOW |
387-4 |
|
0.618 |
381-5 |
|
1.000 |
378-0 |
|
1.618 |
372-1 |
|
2.618 |
362-5 |
|
4.250 |
347-1 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
392-2 |
388-4 |
| PP |
392-0 |
385-4 |
| S1 |
391-6 |
382-4 |
|