CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
411-0 |
385-0 |
-26-0 |
-6.3% |
405-0 |
| High |
418-0 |
389-4 |
-28-4 |
-6.8% |
428-2 |
| Low |
407-6 |
380-6 |
-27-0 |
-6.6% |
404-0 |
| Close |
410-6 |
380-6 |
-30-0 |
-7.3% |
410-6 |
| Range |
10-2 |
8-6 |
-1-4 |
-14.6% |
24-2 |
| ATR |
15-3 |
16-4 |
1-0 |
6.7% |
0-0 |
| Volume |
103,424 |
126,302 |
22,878 |
22.1% |
494,279 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
409-7 |
404-1 |
385-4 |
|
| R3 |
401-1 |
395-3 |
383-1 |
|
| R2 |
392-3 |
392-3 |
382-3 |
|
| R1 |
386-5 |
386-5 |
381-4 |
385-1 |
| PP |
383-5 |
383-5 |
383-5 |
383-0 |
| S1 |
377-7 |
377-7 |
380-0 |
376-3 |
| S2 |
374-7 |
374-7 |
379-1 |
|
| S3 |
366-1 |
369-1 |
378-3 |
|
| S4 |
357-3 |
360-3 |
376-0 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
487-1 |
473-1 |
424-1 |
|
| R3 |
462-7 |
448-7 |
417-3 |
|
| R2 |
438-5 |
438-5 |
415-2 |
|
| R1 |
424-5 |
424-5 |
413-0 |
431-5 |
| PP |
414-3 |
414-3 |
414-3 |
417-6 |
| S1 |
400-3 |
400-3 |
408-4 |
407-3 |
| S2 |
390-1 |
390-1 |
406-2 |
|
| S3 |
365-7 |
376-1 |
404-1 |
|
| S4 |
341-5 |
351-7 |
397-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
428-2 |
380-6 |
47-4 |
12.5% |
11-0 |
2.9% |
0% |
False |
True |
111,613 |
| 10 |
428-2 |
380-6 |
47-4 |
12.5% |
14-0 |
3.7% |
0% |
False |
True |
88,627 |
| 20 |
428-2 |
340-4 |
87-6 |
23.0% |
15-0 |
3.9% |
46% |
False |
False |
91,130 |
| 40 |
428-2 |
306-0 |
122-2 |
32.1% |
13-2 |
3.5% |
61% |
False |
False |
91,394 |
| 60 |
438-4 |
306-0 |
132-4 |
34.8% |
14-0 |
3.7% |
56% |
False |
False |
75,875 |
| 80 |
590-4 |
306-0 |
284-4 |
74.7% |
14-1 |
3.7% |
26% |
False |
False |
65,090 |
| 100 |
643-0 |
306-0 |
337-0 |
88.5% |
14-2 |
3.7% |
22% |
False |
False |
56,053 |
| 120 |
643-0 |
306-0 |
337-0 |
88.5% |
15-2 |
4.0% |
22% |
False |
False |
49,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
426-6 |
|
2.618 |
412-3 |
|
1.618 |
403-5 |
|
1.000 |
398-2 |
|
0.618 |
394-7 |
|
HIGH |
389-4 |
|
0.618 |
386-1 |
|
0.500 |
385-1 |
|
0.382 |
384-1 |
|
LOW |
380-6 |
|
0.618 |
375-3 |
|
1.000 |
372-0 |
|
1.618 |
366-5 |
|
2.618 |
357-7 |
|
4.250 |
343-4 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
385-1 |
399-5 |
| PP |
383-5 |
393-3 |
| S1 |
382-2 |
387-0 |
|