CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
389-0 |
398-0 |
9-0 |
2.3% |
368-0 |
High |
391-0 |
402-0 |
11-0 |
2.8% |
389-0 |
Low |
385-0 |
393-4 |
8-4 |
2.2% |
362-0 |
Close |
388-2 |
396-4 |
8-2 |
2.1% |
388-4 |
Range |
6-0 |
8-4 |
2-4 |
41.7% |
27-0 |
ATR |
11-1 |
11-2 |
0-2 |
1.7% |
0-0 |
Volume |
79,442 |
73,467 |
-5,975 |
-7.5% |
547,025 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-7 |
418-1 |
401-1 |
|
R3 |
414-3 |
409-5 |
398-7 |
|
R2 |
405-7 |
405-7 |
398-0 |
|
R1 |
401-1 |
401-1 |
397-2 |
399-2 |
PP |
397-3 |
397-3 |
397-3 |
396-3 |
S1 |
392-5 |
392-5 |
395-6 |
390-6 |
S2 |
388-7 |
388-7 |
395-0 |
|
S3 |
380-3 |
384-1 |
394-1 |
|
S4 |
371-7 |
375-5 |
391-7 |
|
|
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 |
402-0 |
383-0 |
19-0 |
4.8% |
7-2 |
1.8% |
71% |
True |
False |
109,028 |
10 |
402-0 |
360-0 |
42-0 |
10.6% |
9-1 |
2.3% |
87% |
True |
False |
100,268 |
20 |
402-0 |
344-6 |
57-2 |
14.4% |
9-4 |
2.4% |
90% |
True |
False |
103,912 |
40 |
413-0 |
344-6 |
68-2 |
17.2% |
9-2 |
2.3% |
76% |
False |
False |
72,925 |
60 |
438-0 |
344-6 |
93-2 |
23.5% |
10-2 |
2.6% |
55% |
False |
False |
53,591 |
80 |
438-0 |
316-0 |
122-0 |
30.8% |
10-7 |
2.7% |
66% |
False |
False |
44,654 |
100 |
450-0 |
316-0 |
134-0 |
33.8% |
10-7 |
2.7% |
60% |
False |
False |
37,663 |
120 |
581-6 |
316-0 |
265-6 |
67.0% |
11-0 |
2.8% |
30% |
False |
False |
32,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
438-1 |
2.618 |
424-2 |
1.618 |
415-6 |
1.000 |
410-4 |
0.618 |
407-2 |
HIGH |
402-0 |
0.618 |
398-6 |
0.500 |
397-6 |
0.382 |
396-6 |
LOW |
393-4 |
0.618 |
388-2 |
1.000 |
385-0 |
1.618 |
379-6 |
2.618 |
371-2 |
4.250 |
357-3 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
397-6 |
395-4 |
PP |
397-3 |
394-4 |
S1 |
396-7 |
393-4 |
|