CME Pit-Traded Corn Future September 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
404-0 |
397-6 |
-6-2 |
-1.5% |
428-4 |
| High |
404-0 |
397-6 |
-6-2 |
-1.5% |
430-2 |
| Low |
400-0 |
392-0 |
-8-0 |
-2.0% |
407-0 |
| Close |
402-6 |
393-2 |
-9-4 |
-2.4% |
411-6 |
| Range |
4-0 |
5-6 |
1-6 |
43.8% |
23-2 |
| ATR |
10-0 |
10-0 |
0-0 |
0.5% |
0-0 |
| Volume |
2,202 |
3,370 |
1,168 |
53.0% |
10,683 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
411-5 |
408-1 |
396-3 |
|
| R3 |
405-7 |
402-3 |
394-7 |
|
| R2 |
400-1 |
400-1 |
394-2 |
|
| R1 |
396-5 |
396-5 |
393-6 |
395-4 |
| PP |
394-3 |
394-3 |
394-3 |
393-6 |
| S1 |
390-7 |
390-7 |
392-6 |
389-6 |
| S2 |
388-5 |
388-5 |
392-2 |
|
| S3 |
382-7 |
385-1 |
391-5 |
|
| S4 |
377-1 |
379-3 |
390-1 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
486-1 |
472-1 |
424-4 |
|
| R3 |
462-7 |
448-7 |
418-1 |
|
| R2 |
439-5 |
439-5 |
416-0 |
|
| R1 |
425-5 |
425-5 |
413-7 |
421-0 |
| PP |
416-3 |
416-3 |
416-3 |
414-0 |
| S1 |
402-3 |
402-3 |
409-5 |
397-6 |
| S2 |
393-1 |
393-1 |
407-4 |
|
| S3 |
369-7 |
379-1 |
405-3 |
|
| S4 |
346-5 |
355-7 |
399-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
422-2 |
|
2.618 |
412-6 |
|
1.618 |
407-0 |
|
1.000 |
403-4 |
|
0.618 |
401-2 |
|
HIGH |
397-6 |
|
0.618 |
395-4 |
|
0.500 |
394-7 |
|
0.382 |
394-2 |
|
LOW |
392-0 |
|
0.618 |
388-4 |
|
1.000 |
386-2 |
|
1.618 |
382-6 |
|
2.618 |
377-0 |
|
4.250 |
367-4 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
394-7 |
404-0 |
| PP |
394-3 |
400-3 |
| S1 |
393-6 |
396-7 |
|