CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
393-0 |
389-0 |
-4-0 |
-1.0% |
368-0 |
| High |
395-0 |
391-0 |
-4-0 |
-1.0% |
389-0 |
| Low |
389-0 |
385-0 |
-4-0 |
-1.0% |
362-0 |
| Close |
390-4 |
388-2 |
-2-2 |
-0.6% |
388-4 |
| Range |
6-0 |
6-0 |
0-0 |
0.0% |
27-0 |
| ATR |
11-4 |
11-1 |
-0-3 |
-3.4% |
0-0 |
| Volume |
113,918 |
79,442 |
-34,476 |
-30.3% |
547,025 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
406-1 |
403-1 |
391-4 |
|
| R3 |
400-1 |
397-1 |
389-7 |
|
| R2 |
394-1 |
394-1 |
389-3 |
|
| R1 |
391-1 |
391-1 |
388-6 |
389-5 |
| PP |
388-1 |
388-1 |
388-1 |
387-2 |
| S1 |
385-1 |
385-1 |
387-6 |
383-5 |
| S2 |
382-1 |
382-1 |
387-1 |
|
| S3 |
376-1 |
379-1 |
386-5 |
|
| S4 |
370-1 |
373-1 |
385-0 |
|
|
| 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 |
368-0 |
29-0 |
7.5% |
9-2 |
2.4% |
70% |
False |
False |
113,888 |
| 10 |
397-0 |
355-4 |
41-4 |
10.7% |
8-6 |
2.3% |
79% |
False |
False |
105,139 |
| 20 |
397-0 |
344-6 |
52-2 |
13.5% |
9-2 |
2.4% |
83% |
False |
False |
105,023 |
| 40 |
413-0 |
344-6 |
68-2 |
17.6% |
9-2 |
2.4% |
64% |
False |
False |
71,871 |
| 60 |
438-0 |
344-6 |
93-2 |
24.0% |
10-2 |
2.6% |
47% |
False |
False |
52,555 |
| 80 |
438-0 |
316-0 |
122-0 |
31.4% |
10-6 |
2.8% |
59% |
False |
False |
43,947 |
| 100 |
450-0 |
316-0 |
134-0 |
34.5% |
10-7 |
2.8% |
54% |
False |
False |
37,017 |
| 120 |
593-0 |
316-0 |
277-0 |
71.3% |
11-0 |
2.8% |
26% |
False |
False |
31,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
416-4 |
|
2.618 |
406-6 |
|
1.618 |
400-6 |
|
1.000 |
397-0 |
|
0.618 |
394-6 |
|
HIGH |
391-0 |
|
0.618 |
388-6 |
|
0.500 |
388-0 |
|
0.382 |
387-2 |
|
LOW |
385-0 |
|
0.618 |
381-2 |
|
1.000 |
379-0 |
|
1.618 |
375-2 |
|
2.618 |
369-2 |
|
4.250 |
359-4 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
388-1 |
391-0 |
| PP |
388-1 |
390-1 |
| S1 |
388-0 |
389-1 |
|