CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
391-0 |
403-4 |
12-4 |
3.2% |
419-0 |
| High |
408-0 |
415-0 |
7-0 |
1.7% |
421-0 |
| Low |
390-0 |
400-0 |
10-0 |
2.6% |
386-0 |
| Close |
407-0 |
412-2 |
5-2 |
1.3% |
412-2 |
| Range |
18-0 |
15-0 |
-3-0 |
-16.7% |
35-0 |
| ATR |
16-4 |
16-4 |
-0-1 |
-0.7% |
0-0 |
| Volume |
61,557 |
72,613 |
11,056 |
18.0% |
265,698 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
454-1 |
448-1 |
420-4 |
|
| R3 |
439-1 |
433-1 |
416-3 |
|
| R2 |
424-1 |
424-1 |
415-0 |
|
| R1 |
418-1 |
418-1 |
413-5 |
421-1 |
| PP |
409-1 |
409-1 |
409-1 |
410-4 |
| S1 |
403-1 |
403-1 |
410-7 |
406-1 |
| S2 |
394-1 |
394-1 |
409-4 |
|
| S3 |
379-1 |
388-1 |
408-1 |
|
| S4 |
364-1 |
373-1 |
404-0 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
511-3 |
496-7 |
431-4 |
|
| R3 |
476-3 |
461-7 |
421-7 |
|
| R2 |
441-3 |
441-3 |
418-5 |
|
| R1 |
426-7 |
426-7 |
415-4 |
416-5 |
| PP |
406-3 |
406-3 |
406-3 |
401-2 |
| S1 |
391-7 |
391-7 |
409-0 |
381-5 |
| S2 |
371-3 |
371-3 |
405-7 |
|
| S3 |
336-3 |
356-7 |
402-5 |
|
| S4 |
301-3 |
321-7 |
393-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
421-0 |
386-0 |
35-0 |
8.5% |
18-0 |
4.4% |
75% |
False |
False |
59,125 |
| 10 |
421-0 |
375-4 |
45-4 |
11.0% |
13-3 |
3.3% |
81% |
False |
False |
71,371 |
| 20 |
421-0 |
306-0 |
115-0 |
27.9% |
15-6 |
3.8% |
92% |
False |
False |
93,218 |
| 40 |
432-4 |
306-0 |
126-4 |
30.7% |
13-7 |
3.4% |
84% |
False |
False |
84,140 |
| 60 |
459-0 |
306-0 |
153-0 |
37.1% |
14-1 |
3.4% |
69% |
False |
False |
68,615 |
| 80 |
593-0 |
306-0 |
287-0 |
69.6% |
14-5 |
3.5% |
37% |
False |
False |
59,761 |
| 100 |
643-0 |
306-0 |
337-0 |
81.7% |
15-0 |
3.6% |
32% |
False |
False |
50,819 |
| 120 |
706-0 |
306-0 |
400-0 |
97.0% |
15-6 |
3.8% |
27% |
False |
False |
44,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
478-6 |
|
2.618 |
454-2 |
|
1.618 |
439-2 |
|
1.000 |
430-0 |
|
0.618 |
424-2 |
|
HIGH |
415-0 |
|
0.618 |
409-2 |
|
0.500 |
407-4 |
|
0.382 |
405-6 |
|
LOW |
400-0 |
|
0.618 |
390-6 |
|
1.000 |
385-0 |
|
1.618 |
375-6 |
|
2.618 |
360-6 |
|
4.250 |
336-2 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
410-5 |
408-3 |
| PP |
409-1 |
404-3 |
| S1 |
407-4 |
400-4 |
|