CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
384-0 |
400-0 |
16-0 |
4.2% |
398-0 |
| High |
400-4 |
402-0 |
1-4 |
0.4% |
402-0 |
| Low |
384-0 |
392-0 |
8-0 |
2.1% |
376-4 |
| Close |
390-4 |
393-6 |
3-2 |
0.8% |
390-4 |
| Range |
16-4 |
10-0 |
-6-4 |
-39.4% |
25-4 |
| ATR |
16-4 |
16-1 |
-0-3 |
-2.2% |
0-0 |
| Volume |
88,256 |
94,688 |
6,432 |
7.3% |
458,882 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
425-7 |
419-7 |
399-2 |
|
| R3 |
415-7 |
409-7 |
396-4 |
|
| R2 |
405-7 |
405-7 |
395-5 |
|
| R1 |
399-7 |
399-7 |
394-5 |
397-7 |
| PP |
395-7 |
395-7 |
395-7 |
395-0 |
| S1 |
389-7 |
389-7 |
392-7 |
387-7 |
| S2 |
385-7 |
385-7 |
391-7 |
|
| S3 |
375-7 |
379-7 |
391-0 |
|
| S4 |
365-7 |
369-7 |
388-2 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
466-1 |
453-7 |
404-4 |
|
| R3 |
440-5 |
428-3 |
397-4 |
|
| R2 |
415-1 |
415-1 |
395-1 |
|
| R1 |
402-7 |
402-7 |
392-7 |
396-2 |
| PP |
389-5 |
389-5 |
389-5 |
386-3 |
| S1 |
377-3 |
377-3 |
388-1 |
370-6 |
| S2 |
364-1 |
364-1 |
385-7 |
|
| S3 |
338-5 |
351-7 |
383-4 |
|
| S4 |
313-1 |
326-3 |
376-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
402-0 |
376-4 |
25-4 |
6.5% |
15-1 |
3.8% |
68% |
True |
False |
110,714 |
| 10 |
402-0 |
358-6 |
43-2 |
11.0% |
14-0 |
3.6% |
81% |
True |
False |
109,365 |
| 20 |
428-2 |
358-6 |
69-4 |
17.7% |
14-3 |
3.6% |
50% |
False |
False |
94,178 |
| 40 |
428-2 |
306-0 |
122-2 |
31.0% |
13-7 |
3.5% |
72% |
False |
False |
98,881 |
| 60 |
438-4 |
306-0 |
132-4 |
33.7% |
13-6 |
3.5% |
66% |
False |
False |
86,268 |
| 80 |
515-0 |
306-0 |
209-0 |
53.1% |
14-0 |
3.6% |
42% |
False |
False |
73,583 |
| 100 |
593-0 |
306-0 |
287-0 |
72.9% |
14-2 |
3.6% |
31% |
False |
False |
64,498 |
| 120 |
643-0 |
306-0 |
337-0 |
85.6% |
14-6 |
3.7% |
26% |
False |
False |
56,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
444-4 |
|
2.618 |
428-1 |
|
1.618 |
418-1 |
|
1.000 |
412-0 |
|
0.618 |
408-1 |
|
HIGH |
402-0 |
|
0.618 |
398-1 |
|
0.500 |
397-0 |
|
0.382 |
395-7 |
|
LOW |
392-0 |
|
0.618 |
385-7 |
|
1.000 |
382-0 |
|
1.618 |
375-7 |
|
2.618 |
365-7 |
|
4.250 |
349-4 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
397-0 |
392-5 |
| PP |
395-7 |
391-4 |
| S1 |
394-7 |
390-3 |
|