CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
350-0 |
356-0 |
6-0 |
1.7% |
358-0 |
| High |
351-4 |
357-0 |
5-4 |
1.6% |
358-0 |
| Low |
342-0 |
349-6 |
7-6 |
2.3% |
342-0 |
| Close |
350-2 |
351-6 |
1-4 |
0.4% |
350-2 |
| Range |
9-4 |
7-2 |
-2-2 |
-23.7% |
16-0 |
| ATR |
11-6 |
11-4 |
-0-3 |
-2.8% |
0-0 |
| Volume |
121,888 |
124,200 |
2,312 |
1.9% |
444,958 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
374-5 |
370-3 |
355-6 |
|
| R3 |
367-3 |
363-1 |
353-6 |
|
| R2 |
360-1 |
360-1 |
353-1 |
|
| R1 |
355-7 |
355-7 |
352-3 |
354-3 |
| PP |
352-7 |
352-7 |
352-7 |
352-0 |
| S1 |
348-5 |
348-5 |
351-1 |
347-1 |
| S2 |
345-5 |
345-5 |
350-3 |
|
| S3 |
338-3 |
341-3 |
349-6 |
|
| S4 |
331-1 |
334-1 |
347-6 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
398-1 |
390-1 |
359-0 |
|
| R3 |
382-1 |
374-1 |
354-5 |
|
| R2 |
366-1 |
366-1 |
353-1 |
|
| R1 |
358-1 |
358-1 |
351-6 |
354-1 |
| PP |
350-1 |
350-1 |
350-1 |
348-0 |
| S1 |
342-1 |
342-1 |
348-6 |
338-1 |
| S2 |
334-1 |
334-1 |
347-3 |
|
| S3 |
318-1 |
326-1 |
345-7 |
|
| S4 |
302-1 |
310-1 |
341-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
358-0 |
342-0 |
16-0 |
4.5% |
7-4 |
2.1% |
61% |
False |
False |
113,831 |
| 10 |
383-0 |
342-0 |
41-0 |
11.7% |
8-0 |
2.3% |
24% |
False |
False |
118,857 |
| 20 |
402-0 |
342-0 |
60-0 |
17.1% |
9-0 |
2.6% |
16% |
False |
False |
111,462 |
| 40 |
428-2 |
342-0 |
86-2 |
24.5% |
11-5 |
3.3% |
11% |
False |
False |
102,107 |
| 60 |
428-2 |
306-0 |
122-2 |
34.8% |
12-2 |
3.5% |
37% |
False |
False |
103,172 |
| 80 |
438-4 |
306-0 |
132-4 |
37.7% |
12-6 |
3.6% |
35% |
False |
False |
91,804 |
| 100 |
530-4 |
306-0 |
224-4 |
63.8% |
13-1 |
3.7% |
20% |
False |
False |
80,419 |
| 120 |
593-0 |
306-0 |
287-0 |
81.6% |
13-3 |
3.8% |
16% |
False |
False |
71,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
387-6 |
|
2.618 |
376-0 |
|
1.618 |
368-6 |
|
1.000 |
364-2 |
|
0.618 |
361-4 |
|
HIGH |
357-0 |
|
0.618 |
354-2 |
|
0.500 |
353-3 |
|
0.382 |
352-4 |
|
LOW |
349-6 |
|
0.618 |
345-2 |
|
1.000 |
342-4 |
|
1.618 |
338-0 |
|
2.618 |
330-6 |
|
4.250 |
319-0 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
353-3 |
351-0 |
| PP |
352-7 |
350-2 |
| S1 |
352-2 |
349-4 |
|