CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 20-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
419-0 |
444-0 |
25-0 |
6.0% |
429-4 |
High |
437-0 |
447-4 |
10-4 |
2.4% |
437-0 |
Low |
419-0 |
424-4 |
5-4 |
1.3% |
404-4 |
Close |
436-6 |
430-0 |
-6-6 |
-1.5% |
436-6 |
Range |
18-0 |
23-0 |
5-0 |
27.8% |
32-4 |
ATR |
|
|
|
|
|
Volume |
13,477 |
14,820 |
1,343 |
10.0% |
74,547 |
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
503-0 |
489-4 |
442-5 |
|
R3 |
480-0 |
466-4 |
436-3 |
|
R2 |
457-0 |
457-0 |
434-2 |
|
R1 |
443-4 |
443-4 |
432-1 |
438-6 |
PP |
434-0 |
434-0 |
434-0 |
431-5 |
S1 |
420-4 |
420-4 |
427-7 |
415-6 |
S2 |
411-0 |
411-0 |
425-6 |
|
S3 |
388-0 |
397-4 |
423-5 |
|
S4 |
365-0 |
374-4 |
417-3 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
523-5 |
512-5 |
454-5 |
|
R3 |
491-1 |
480-1 |
445-6 |
|
R2 |
458-5 |
458-5 |
442-6 |
|
R1 |
447-5 |
447-5 |
439-6 |
453-1 |
PP |
426-1 |
426-1 |
426-1 |
428-6 |
S1 |
415-1 |
415-1 |
433-6 |
420-5 |
S2 |
393-5 |
393-5 |
430-6 |
|
S3 |
361-1 |
382-5 |
427-6 |
|
S4 |
328-5 |
350-1 |
418-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
545-2 |
2.618 |
507-6 |
1.618 |
484-6 |
1.000 |
470-4 |
0.618 |
461-6 |
HIGH |
447-4 |
0.618 |
438-6 |
0.500 |
436-0 |
0.382 |
433-2 |
LOW |
424-4 |
0.618 |
410-2 |
1.000 |
401-4 |
1.618 |
387-2 |
2.618 |
364-2 |
4.250 |
326-6 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
436-0 |
428-6 |
PP |
434-0 |
427-4 |
S1 |
432-0 |
426-2 |
|