CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
398-0 |
397-4 |
-0-4 |
-0.1% |
389-4 |
| High |
402-0 |
398-0 |
-4-0 |
-1.0% |
402-0 |
| Low |
393-4 |
395-0 |
1-4 |
0.4% |
385-0 |
| Close |
396-4 |
396-4 |
0-0 |
0.0% |
396-4 |
| Range |
8-4 |
3-0 |
-5-4 |
-64.7% |
17-0 |
| ATR |
11-2 |
10-6 |
-0-5 |
-5.2% |
0-0 |
| Volume |
73,467 |
111,298 |
37,831 |
51.5% |
496,304 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
405-4 |
404-0 |
398-1 |
|
| R3 |
402-4 |
401-0 |
397-3 |
|
| R2 |
399-4 |
399-4 |
397-0 |
|
| R1 |
398-0 |
398-0 |
396-6 |
397-2 |
| PP |
396-4 |
396-4 |
396-4 |
396-1 |
| S1 |
395-0 |
395-0 |
396-2 |
394-2 |
| S2 |
393-4 |
393-4 |
396-0 |
|
| S3 |
390-4 |
392-0 |
395-5 |
|
| S4 |
387-4 |
389-0 |
394-7 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
445-4 |
438-0 |
405-7 |
|
| R3 |
428-4 |
421-0 |
401-1 |
|
| R2 |
411-4 |
411-4 |
399-5 |
|
| R1 |
404-0 |
404-0 |
398-0 |
407-6 |
| PP |
394-4 |
394-4 |
394-4 |
396-3 |
| S1 |
387-0 |
387-0 |
395-0 |
390-6 |
| S2 |
377-4 |
377-4 |
393-3 |
|
| S3 |
360-4 |
370-0 |
391-7 |
|
| S4 |
343-4 |
353-0 |
387-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
402-0 |
385-0 |
17-0 |
4.3% |
6-5 |
1.7% |
68% |
False |
False |
99,260 |
| 10 |
402-0 |
362-0 |
40-0 |
10.1% |
8-7 |
2.2% |
86% |
False |
False |
104,332 |
| 20 |
402-0 |
344-6 |
57-2 |
14.4% |
9-1 |
2.3% |
90% |
False |
False |
105,107 |
| 40 |
413-0 |
344-6 |
68-2 |
17.2% |
9-0 |
2.3% |
76% |
False |
False |
74,851 |
| 60 |
438-0 |
344-6 |
93-2 |
23.5% |
10-2 |
2.6% |
55% |
False |
False |
55,056 |
| 80 |
438-0 |
316-0 |
122-0 |
30.8% |
10-5 |
2.7% |
66% |
False |
False |
45,883 |
| 100 |
450-0 |
316-0 |
134-0 |
33.8% |
10-6 |
2.7% |
60% |
False |
False |
38,710 |
| 120 |
550-4 |
316-0 |
234-4 |
59.1% |
11-0 |
2.8% |
34% |
False |
False |
33,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
410-6 |
|
2.618 |
405-7 |
|
1.618 |
402-7 |
|
1.000 |
401-0 |
|
0.618 |
399-7 |
|
HIGH |
398-0 |
|
0.618 |
396-7 |
|
0.500 |
396-4 |
|
0.382 |
396-1 |
|
LOW |
395-0 |
|
0.618 |
393-1 |
|
1.000 |
392-0 |
|
1.618 |
390-1 |
|
2.618 |
387-1 |
|
4.250 |
382-2 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
396-4 |
395-4 |
| PP |
396-4 |
394-4 |
| S1 |
396-4 |
393-4 |
|