CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
377-4 |
379-0 |
1-4 |
0.4% |
373-0 |
| High |
383-0 |
379-4 |
-3-4 |
-0.9% |
380-4 |
| Low |
376-4 |
368-4 |
-8-0 |
-2.1% |
356-0 |
| Close |
377-4 |
376-6 |
-0-6 |
-0.2% |
377-2 |
| Range |
6-4 |
11-0 |
4-4 |
69.2% |
24-4 |
| ATR |
13-5 |
13-3 |
-0-1 |
-1.4% |
0-0 |
| Volume |
112,285 |
105,968 |
-6,317 |
-5.6% |
577,463 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
407-7 |
403-3 |
382-6 |
|
| R3 |
396-7 |
392-3 |
379-6 |
|
| R2 |
385-7 |
385-7 |
378-6 |
|
| R1 |
381-3 |
381-3 |
377-6 |
378-1 |
| PP |
374-7 |
374-7 |
374-7 |
373-2 |
| S1 |
370-3 |
370-3 |
375-6 |
367-1 |
| S2 |
363-7 |
363-7 |
374-6 |
|
| S3 |
352-7 |
359-3 |
373-6 |
|
| S4 |
341-7 |
348-3 |
370-6 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444-6 |
435-4 |
390-6 |
|
| R3 |
420-2 |
411-0 |
384-0 |
|
| R2 |
395-6 |
395-6 |
381-6 |
|
| R1 |
386-4 |
386-4 |
379-4 |
391-1 |
| PP |
371-2 |
371-2 |
371-2 |
373-4 |
| S1 |
362-0 |
362-0 |
375-0 |
366-5 |
| S2 |
346-6 |
346-6 |
372-6 |
|
| S3 |
322-2 |
337-4 |
370-4 |
|
| S4 |
297-6 |
313-0 |
363-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
383-0 |
356-0 |
27-0 |
7.2% |
10-5 |
2.8% |
77% |
False |
False |
116,550 |
| 10 |
386-0 |
356-0 |
30-0 |
8.0% |
9-5 |
2.6% |
69% |
False |
False |
107,650 |
| 20 |
402-0 |
356-0 |
46-0 |
12.2% |
12-0 |
3.2% |
45% |
False |
False |
106,579 |
| 40 |
428-2 |
340-4 |
87-6 |
23.3% |
13-4 |
3.6% |
41% |
False |
False |
98,854 |
| 60 |
428-2 |
306-0 |
122-2 |
32.4% |
12-6 |
3.4% |
58% |
False |
False |
96,455 |
| 80 |
438-4 |
306-0 |
132-4 |
35.2% |
13-4 |
3.6% |
53% |
False |
False |
83,551 |
| 100 |
590-4 |
306-0 |
284-4 |
75.5% |
13-5 |
3.6% |
25% |
False |
False |
73,387 |
| 120 |
643-0 |
306-0 |
337-0 |
89.4% |
13-7 |
3.7% |
21% |
False |
False |
64,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
426-2 |
|
2.618 |
408-2 |
|
1.618 |
397-2 |
|
1.000 |
390-4 |
|
0.618 |
386-2 |
|
HIGH |
379-4 |
|
0.618 |
375-2 |
|
0.500 |
374-0 |
|
0.382 |
372-6 |
|
LOW |
368-4 |
|
0.618 |
361-6 |
|
1.000 |
357-4 |
|
1.618 |
350-6 |
|
2.618 |
339-6 |
|
4.250 |
321-6 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
375-7 |
376-3 |
| PP |
374-7 |
376-1 |
| S1 |
374-0 |
375-6 |
|