CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
424-0 |
428-4 |
4-4 |
1.1% |
428-4 |
| High |
438-0 |
431-0 |
-7-0 |
-1.6% |
431-0 |
| Low |
424-0 |
424-0 |
0-0 |
0.0% |
399-0 |
| Close |
438-0 |
427-2 |
-10-6 |
-2.5% |
422-6 |
| Range |
14-0 |
7-0 |
-7-0 |
-50.0% |
32-0 |
| ATR |
14-7 |
14-6 |
0-0 |
-0.4% |
0-0 |
| Volume |
17,588 |
14,930 |
-2,658 |
-15.1% |
38,185 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
448-3 |
444-7 |
431-1 |
|
| R3 |
441-3 |
437-7 |
429-1 |
|
| R2 |
434-3 |
434-3 |
428-4 |
|
| R1 |
430-7 |
430-7 |
427-7 |
429-1 |
| PP |
427-3 |
427-3 |
427-3 |
426-4 |
| S1 |
423-7 |
423-7 |
426-5 |
422-1 |
| S2 |
420-3 |
420-3 |
426-0 |
|
| S3 |
413-3 |
416-7 |
425-3 |
|
| S4 |
406-3 |
409-7 |
423-3 |
|
|
| 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 |
438-0 |
401-0 |
37-0 |
8.7% |
12-3 |
2.9% |
71% |
False |
False |
10,922 |
| 10 |
438-0 |
391-0 |
47-0 |
11.0% |
13-0 |
3.0% |
77% |
False |
False |
11,252 |
| 20 |
438-0 |
336-2 |
101-6 |
23.8% |
14-0 |
3.3% |
89% |
False |
False |
15,071 |
| 40 |
438-0 |
316-0 |
122-0 |
28.6% |
11-5 |
2.7% |
91% |
False |
False |
14,960 |
| 60 |
450-4 |
316-0 |
134-4 |
31.5% |
12-0 |
2.8% |
83% |
False |
False |
12,396 |
| 80 |
603-0 |
316-0 |
287-0 |
67.2% |
12-2 |
2.9% |
39% |
False |
False |
11,015 |
| 100 |
654-0 |
316-0 |
338-0 |
79.1% |
11-7 |
2.8% |
33% |
False |
False |
9,401 |
| 120 |
685-0 |
316-0 |
369-0 |
86.4% |
12-5 |
3.0% |
30% |
False |
False |
8,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
460-6 |
|
2.618 |
449-3 |
|
1.618 |
442-3 |
|
1.000 |
438-0 |
|
0.618 |
435-3 |
|
HIGH |
431-0 |
|
0.618 |
428-3 |
|
0.500 |
427-4 |
|
0.382 |
426-5 |
|
LOW |
424-0 |
|
0.618 |
419-5 |
|
1.000 |
417-0 |
|
1.618 |
412-5 |
|
2.618 |
405-5 |
|
4.250 |
394-2 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
427-4 |
426-7 |
| PP |
427-3 |
426-3 |
| S1 |
427-3 |
426-0 |
|