CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
356-0 |
349-0 |
-7-0 |
-2.0% |
358-0 |
| High |
357-0 |
355-0 |
-2-0 |
-0.6% |
358-0 |
| Low |
349-6 |
345-6 |
-4-0 |
-1.1% |
342-0 |
| Close |
351-6 |
354-2 |
2-4 |
0.7% |
350-2 |
| Range |
7-2 |
9-2 |
2-0 |
27.6% |
16-0 |
| ATR |
11-4 |
11-2 |
-0-1 |
-1.4% |
0-0 |
| Volume |
124,200 |
101,502 |
-22,698 |
-18.3% |
444,958 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
379-3 |
376-1 |
359-3 |
|
| R3 |
370-1 |
366-7 |
356-6 |
|
| R2 |
360-7 |
360-7 |
356-0 |
|
| R1 |
357-5 |
357-5 |
355-1 |
359-2 |
| PP |
351-5 |
351-5 |
351-5 |
352-4 |
| S1 |
348-3 |
348-3 |
353-3 |
350-0 |
| S2 |
342-3 |
342-3 |
352-4 |
|
| S3 |
333-1 |
339-1 |
351-6 |
|
| S4 |
323-7 |
329-7 |
349-1 |
|
|
| 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 |
357-0 |
342-0 |
15-0 |
4.2% |
7-1 |
2.0% |
82% |
False |
False |
117,874 |
| 10 |
379-4 |
342-0 |
37-4 |
10.6% |
8-3 |
2.4% |
33% |
False |
False |
117,779 |
| 20 |
387-6 |
342-0 |
45-6 |
12.9% |
9-0 |
2.5% |
27% |
False |
False |
111,802 |
| 40 |
428-2 |
342-0 |
86-2 |
24.3% |
11-5 |
3.3% |
14% |
False |
False |
102,990 |
| 60 |
428-2 |
306-0 |
122-2 |
34.5% |
12-2 |
3.5% |
39% |
False |
False |
103,188 |
| 80 |
438-4 |
306-0 |
132-4 |
37.4% |
12-4 |
3.5% |
36% |
False |
False |
92,652 |
| 100 |
515-0 |
306-0 |
209-0 |
59.0% |
13-0 |
3.7% |
23% |
False |
False |
81,227 |
| 120 |
593-0 |
306-0 |
287-0 |
81.0% |
13-3 |
3.8% |
17% |
False |
False |
72,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
394-2 |
|
2.618 |
379-2 |
|
1.618 |
370-0 |
|
1.000 |
364-2 |
|
0.618 |
360-6 |
|
HIGH |
355-0 |
|
0.618 |
351-4 |
|
0.500 |
350-3 |
|
0.382 |
349-2 |
|
LOW |
345-6 |
|
0.618 |
340-0 |
|
1.000 |
336-4 |
|
1.618 |
330-6 |
|
2.618 |
321-4 |
|
4.250 |
306-4 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
353-0 |
352-5 |
| PP |
351-5 |
351-1 |
| S1 |
350-3 |
349-4 |
|