CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
379-0 |
373-0 |
-6-0 |
-1.6% |
373-0 |
| High |
379-4 |
376-0 |
-3-4 |
-0.9% |
380-4 |
| Low |
368-4 |
368-0 |
-0-4 |
-0.1% |
356-0 |
| Close |
376-6 |
368-4 |
-8-2 |
-2.2% |
377-2 |
| Range |
11-0 |
8-0 |
-3-0 |
-27.3% |
24-4 |
| ATR |
13-3 |
13-0 |
-0-3 |
-2.5% |
0-0 |
| Volume |
105,968 |
143,000 |
37,032 |
34.9% |
577,463 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
394-7 |
389-5 |
372-7 |
|
| R3 |
386-7 |
381-5 |
370-6 |
|
| R2 |
378-7 |
378-7 |
370-0 |
|
| R1 |
373-5 |
373-5 |
369-2 |
372-2 |
| PP |
370-7 |
370-7 |
370-7 |
370-1 |
| S1 |
365-5 |
365-5 |
367-6 |
364-2 |
| S2 |
362-7 |
362-7 |
367-0 |
|
| S3 |
354-7 |
357-5 |
366-2 |
|
| S4 |
346-7 |
349-5 |
364-1 |
|
|
| 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 |
358-4 |
24-4 |
6.6% |
9-5 |
2.6% |
41% |
False |
False |
122,056 |
| 10 |
385-2 |
356-0 |
29-2 |
7.9% |
9-1 |
2.5% |
43% |
False |
False |
111,183 |
| 20 |
402-0 |
356-0 |
46-0 |
12.5% |
11-4 |
3.1% |
27% |
False |
False |
109,878 |
| 40 |
428-2 |
356-0 |
72-2 |
19.6% |
12-5 |
3.4% |
17% |
False |
False |
99,908 |
| 60 |
428-2 |
306-0 |
122-2 |
33.2% |
12-5 |
3.4% |
51% |
False |
False |
97,416 |
| 80 |
438-4 |
306-0 |
132-4 |
36.0% |
13-3 |
3.6% |
47% |
False |
False |
84,940 |
| 100 |
590-4 |
306-0 |
284-4 |
77.2% |
13-3 |
3.6% |
22% |
False |
False |
74,275 |
| 120 |
643-0 |
306-0 |
337-0 |
91.5% |
13-6 |
3.7% |
19% |
False |
False |
65,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
410-0 |
|
2.618 |
397-0 |
|
1.618 |
389-0 |
|
1.000 |
384-0 |
|
0.618 |
381-0 |
|
HIGH |
376-0 |
|
0.618 |
373-0 |
|
0.500 |
372-0 |
|
0.382 |
371-0 |
|
LOW |
368-0 |
|
0.618 |
363-0 |
|
1.000 |
360-0 |
|
1.618 |
355-0 |
|
2.618 |
347-0 |
|
4.250 |
334-0 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
372-0 |
375-4 |
| PP |
370-7 |
373-1 |
| S1 |
369-5 |
370-7 |
|