CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
403-4 |
405-0 |
1-4 |
0.4% |
419-0 |
| High |
415-0 |
415-0 |
0-0 |
0.0% |
421-0 |
| Low |
400-0 |
404-0 |
4-0 |
1.0% |
386-0 |
| Close |
412-2 |
411-2 |
-1-0 |
-0.2% |
412-2 |
| Range |
15-0 |
11-0 |
-4-0 |
-26.7% |
35-0 |
| ATR |
16-4 |
16-0 |
-0-3 |
-2.4% |
0-0 |
| Volume |
72,613 |
62,516 |
-10,097 |
-13.9% |
265,698 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
443-1 |
438-1 |
417-2 |
|
| R3 |
432-1 |
427-1 |
414-2 |
|
| R2 |
421-1 |
421-1 |
413-2 |
|
| R1 |
416-1 |
416-1 |
412-2 |
418-5 |
| PP |
410-1 |
410-1 |
410-1 |
411-2 |
| S1 |
405-1 |
405-1 |
410-2 |
407-5 |
| S2 |
399-1 |
399-1 |
409-2 |
|
| S3 |
388-1 |
394-1 |
408-2 |
|
| S4 |
377-1 |
383-1 |
405-2 |
|
|
| 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% |
17-1 |
4.2% |
72% |
False |
False |
65,642 |
| 10 |
421-0 |
375-4 |
45-4 |
11.1% |
13-4 |
3.3% |
79% |
False |
False |
64,323 |
| 20 |
421-0 |
306-0 |
115-0 |
28.0% |
15-5 |
3.8% |
92% |
False |
False |
91,766 |
| 40 |
421-0 |
306-0 |
115-0 |
28.0% |
13-5 |
3.3% |
92% |
False |
False |
84,850 |
| 60 |
459-0 |
306-0 |
153-0 |
37.2% |
14-0 |
3.4% |
69% |
False |
False |
68,694 |
| 80 |
593-0 |
306-0 |
287-0 |
69.8% |
14-5 |
3.6% |
37% |
False |
False |
59,971 |
| 100 |
643-0 |
306-0 |
337-0 |
81.9% |
14-6 |
3.6% |
31% |
False |
False |
51,204 |
| 120 |
697-0 |
306-0 |
391-0 |
95.1% |
15-5 |
3.8% |
27% |
False |
False |
45,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
461-6 |
|
2.618 |
443-6 |
|
1.618 |
432-6 |
|
1.000 |
426-0 |
|
0.618 |
421-6 |
|
HIGH |
415-0 |
|
0.618 |
410-6 |
|
0.500 |
409-4 |
|
0.382 |
408-2 |
|
LOW |
404-0 |
|
0.618 |
397-2 |
|
1.000 |
393-0 |
|
1.618 |
386-2 |
|
2.618 |
375-2 |
|
4.250 |
357-2 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
410-5 |
408-3 |
| PP |
410-1 |
405-3 |
| S1 |
409-4 |
402-4 |
|