CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
401-0 |
413-4 |
12-4 |
3.1% |
428-4 |
| High |
418-4 |
425-0 |
6-4 |
1.6% |
431-0 |
| Low |
401-0 |
412-0 |
11-0 |
2.7% |
399-0 |
| Close |
417-6 |
422-6 |
5-0 |
1.2% |
422-6 |
| Range |
17-4 |
13-0 |
-4-4 |
-25.7% |
32-0 |
| ATR |
15-2 |
15-1 |
-0-1 |
-1.0% |
0-0 |
| Volume |
6,809 |
10,811 |
4,002 |
58.8% |
38,185 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
458-7 |
453-7 |
429-7 |
|
| R3 |
445-7 |
440-7 |
426-3 |
|
| R2 |
432-7 |
432-7 |
425-1 |
|
| R1 |
427-7 |
427-7 |
424-0 |
430-3 |
| PP |
419-7 |
419-7 |
419-7 |
421-2 |
| S1 |
414-7 |
414-7 |
421-4 |
417-3 |
| S2 |
406-7 |
406-7 |
420-3 |
|
| S3 |
393-7 |
401-7 |
419-1 |
|
| S4 |
380-7 |
388-7 |
415-5 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
513-5 |
500-1 |
440-3 |
|
| R3 |
481-5 |
468-1 |
431-4 |
|
| R2 |
449-5 |
449-5 |
428-5 |
|
| R1 |
436-1 |
436-1 |
425-5 |
426-7 |
| PP |
417-5 |
417-5 |
417-5 |
413-0 |
| S1 |
404-1 |
404-1 |
419-7 |
394-7 |
| S2 |
385-5 |
385-5 |
416-7 |
|
| S3 |
353-5 |
372-1 |
414-0 |
|
| S4 |
321-5 |
340-1 |
405-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
431-0 |
399-0 |
32-0 |
7.6% |
15-6 |
3.7% |
74% |
False |
False |
8,730 |
| 10 |
431-0 |
386-0 |
45-0 |
10.6% |
11-7 |
2.8% |
82% |
False |
False |
13,471 |
| 20 |
431-0 |
316-0 |
115-0 |
27.2% |
14-3 |
3.4% |
93% |
False |
False |
18,029 |
| 40 |
431-0 |
316-0 |
115-0 |
27.2% |
11-4 |
2.7% |
93% |
False |
False |
14,973 |
| 60 |
470-4 |
316-0 |
154-4 |
36.5% |
12-0 |
2.8% |
69% |
False |
False |
12,126 |
| 80 |
603-0 |
316-0 |
287-0 |
67.9% |
12-1 |
2.9% |
37% |
False |
False |
10,766 |
| 100 |
654-0 |
316-0 |
338-0 |
80.0% |
12-2 |
2.9% |
32% |
False |
False |
9,230 |
| 120 |
708-0 |
316-0 |
392-0 |
92.7% |
12-6 |
3.0% |
27% |
False |
False |
8,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
480-2 |
|
2.618 |
459-0 |
|
1.618 |
446-0 |
|
1.000 |
438-0 |
|
0.618 |
433-0 |
|
HIGH |
425-0 |
|
0.618 |
420-0 |
|
0.500 |
418-4 |
|
0.382 |
417-0 |
|
LOW |
412-0 |
|
0.618 |
404-0 |
|
1.000 |
399-0 |
|
1.618 |
391-0 |
|
2.618 |
378-0 |
|
4.250 |
356-6 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
421-3 |
419-1 |
| PP |
419-7 |
415-5 |
| S1 |
418-4 |
412-0 |
|