CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 28-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
395-4 |
384-0 |
-11-4 |
-2.9% |
406-4 |
High |
398-4 |
396-0 |
-2-4 |
-0.6% |
412-4 |
Low |
388-4 |
384-0 |
-4-4 |
-1.2% |
388-0 |
Close |
388-4 |
395-4 |
7-0 |
1.8% |
401-4 |
Range |
10-0 |
12-0 |
2-0 |
20.0% |
24-4 |
ATR |
15-3 |
15-1 |
-0-2 |
-1.6% |
0-0 |
Volume |
15,577 |
14,796 |
-781 |
-5.0% |
97,173 |
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-7 |
423-5 |
402-1 |
|
R3 |
415-7 |
411-5 |
398-6 |
|
R2 |
403-7 |
403-7 |
397-6 |
|
R1 |
399-5 |
399-5 |
396-5 |
401-6 |
PP |
391-7 |
391-7 |
391-7 |
392-7 |
S1 |
387-5 |
387-5 |
394-3 |
389-6 |
S2 |
379-7 |
379-7 |
393-2 |
|
S3 |
367-7 |
375-5 |
392-2 |
|
S4 |
355-7 |
363-5 |
388-7 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474-1 |
462-3 |
415-0 |
|
R3 |
449-5 |
437-7 |
408-2 |
|
R2 |
425-1 |
425-1 |
406-0 |
|
R1 |
413-3 |
413-3 |
403-6 |
407-0 |
PP |
400-5 |
400-5 |
400-5 |
397-4 |
S1 |
388-7 |
388-7 |
399-2 |
382-4 |
S2 |
376-1 |
376-1 |
397-0 |
|
S3 |
351-5 |
364-3 |
394-6 |
|
S4 |
327-1 |
339-7 |
388-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
413-0 |
384-0 |
29-0 |
7.3% |
11-4 |
2.9% |
40% |
False |
True |
18,893 |
10 |
413-0 |
369-6 |
43-2 |
10.9% |
13-1 |
3.3% |
60% |
False |
False |
17,875 |
20 |
438-0 |
369-6 |
68-2 |
17.3% |
12-0 |
3.0% |
38% |
False |
False |
16,199 |
40 |
438-0 |
316-0 |
122-0 |
30.8% |
12-6 |
3.2% |
65% |
False |
False |
17,399 |
60 |
449-6 |
316-0 |
133-6 |
33.8% |
11-5 |
2.9% |
59% |
False |
False |
15,178 |
80 |
498-0 |
316-0 |
182-0 |
46.0% |
11-7 |
3.0% |
44% |
False |
False |
13,106 |
100 |
603-0 |
316-0 |
287-0 |
72.6% |
12-0 |
3.0% |
28% |
False |
False |
11,630 |
120 |
654-0 |
316-0 |
338-0 |
85.5% |
12-1 |
3.1% |
24% |
False |
False |
10,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
447-0 |
2.618 |
427-3 |
1.618 |
415-3 |
1.000 |
408-0 |
0.618 |
403-3 |
HIGH |
396-0 |
0.618 |
391-3 |
0.500 |
390-0 |
0.382 |
388-5 |
LOW |
384-0 |
0.618 |
376-5 |
1.000 |
372-0 |
1.618 |
364-5 |
2.618 |
352-5 |
4.250 |
333-0 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
393-5 |
398-4 |
PP |
391-7 |
397-4 |
S1 |
390-0 |
396-4 |
|