CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
349-0 |
355-4 |
6-4 |
1.9% |
358-0 |
| High |
355-0 |
368-4 |
13-4 |
3.8% |
358-0 |
| Low |
345-6 |
351-2 |
5-4 |
1.6% |
342-0 |
| Close |
354-2 |
363-6 |
9-4 |
2.7% |
350-2 |
| Range |
9-2 |
17-2 |
8-0 |
86.5% |
16-0 |
| ATR |
11-2 |
11-6 |
0-3 |
3.8% |
0-0 |
| Volume |
101,502 |
95,818 |
-5,684 |
-5.6% |
444,958 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
412-7 |
405-5 |
373-2 |
|
| R3 |
395-5 |
388-3 |
368-4 |
|
| R2 |
378-3 |
378-3 |
366-7 |
|
| R1 |
371-1 |
371-1 |
365-3 |
374-6 |
| PP |
361-1 |
361-1 |
361-1 |
363-0 |
| S1 |
353-7 |
353-7 |
362-1 |
357-4 |
| S2 |
343-7 |
343-7 |
360-5 |
|
| S3 |
326-5 |
336-5 |
359-0 |
|
| S4 |
309-3 |
319-3 |
354-2 |
|
|
| 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 |
368-4 |
342-0 |
26-4 |
7.3% |
9-4 |
2.6% |
82% |
True |
False |
114,562 |
| 10 |
377-2 |
342-0 |
35-2 |
9.7% |
9-0 |
2.5% |
62% |
False |
False |
116,764 |
| 20 |
386-0 |
342-0 |
44-0 |
12.1% |
9-2 |
2.6% |
49% |
False |
False |
112,207 |
| 40 |
428-2 |
342-0 |
86-2 |
23.7% |
11-6 |
3.2% |
25% |
False |
False |
104,637 |
| 60 |
428-2 |
306-0 |
122-2 |
33.6% |
12-3 |
3.4% |
47% |
False |
False |
102,854 |
| 80 |
438-4 |
306-0 |
132-4 |
36.4% |
12-4 |
3.4% |
44% |
False |
False |
93,331 |
| 100 |
497-0 |
306-0 |
191-0 |
52.5% |
13-0 |
3.6% |
30% |
False |
False |
81,711 |
| 120 |
593-0 |
306-0 |
287-0 |
78.9% |
13-3 |
3.7% |
20% |
False |
False |
73,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
441-6 |
|
2.618 |
413-5 |
|
1.618 |
396-3 |
|
1.000 |
385-6 |
|
0.618 |
379-1 |
|
HIGH |
368-4 |
|
0.618 |
361-7 |
|
0.500 |
359-7 |
|
0.382 |
357-7 |
|
LOW |
351-2 |
|
0.618 |
340-5 |
|
1.000 |
334-0 |
|
1.618 |
323-3 |
|
2.618 |
306-1 |
|
4.250 |
278-0 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
362-4 |
361-4 |
| PP |
361-1 |
359-3 |
| S1 |
359-7 |
357-1 |
|