CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
418-4 |
421-4 |
3-0 |
0.7% |
415-0 |
| High |
426-4 |
428-0 |
1-4 |
0.4% |
438-0 |
| Low |
417-0 |
419-0 |
2-0 |
0.5% |
414-0 |
| Close |
417-2 |
421-2 |
4-0 |
1.0% |
421-2 |
| Range |
9-4 |
9-0 |
-0-4 |
-5.3% |
24-0 |
| ATR |
14-4 |
14-2 |
-0-2 |
-1.8% |
0-0 |
| Volume |
16,457 |
13,180 |
-3,277 |
-19.9% |
66,630 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
449-6 |
444-4 |
426-2 |
|
| R3 |
440-6 |
435-4 |
423-6 |
|
| R2 |
431-6 |
431-6 |
422-7 |
|
| R1 |
426-4 |
426-4 |
422-1 |
424-5 |
| PP |
422-6 |
422-6 |
422-6 |
421-6 |
| S1 |
417-4 |
417-4 |
420-3 |
415-5 |
| S2 |
413-6 |
413-6 |
419-5 |
|
| S3 |
404-6 |
408-4 |
418-6 |
|
| S4 |
395-6 |
399-4 |
416-2 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
496-3 |
482-7 |
434-4 |
|
| R3 |
472-3 |
458-7 |
427-7 |
|
| R2 |
448-3 |
448-3 |
425-5 |
|
| R1 |
434-7 |
434-7 |
423-4 |
441-5 |
| PP |
424-3 |
424-3 |
424-3 |
427-6 |
| S1 |
410-7 |
410-7 |
419-0 |
417-5 |
| S2 |
400-3 |
400-3 |
416-7 |
|
| S3 |
376-3 |
386-7 |
414-5 |
|
| S4 |
352-3 |
362-7 |
408-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
438-0 |
414-0 |
24-0 |
5.7% |
10-0 |
2.4% |
30% |
False |
False |
13,326 |
| 10 |
438-0 |
399-0 |
39-0 |
9.3% |
12-7 |
3.1% |
57% |
False |
False |
11,028 |
| 20 |
438-0 |
350-0 |
88-0 |
20.9% |
14-0 |
3.3% |
81% |
False |
False |
14,494 |
| 40 |
438-0 |
316-0 |
122-0 |
29.0% |
11-5 |
2.8% |
86% |
False |
False |
15,235 |
| 60 |
450-0 |
316-0 |
134-0 |
31.8% |
12-0 |
2.8% |
79% |
False |
False |
12,750 |
| 80 |
600-0 |
316-0 |
284-0 |
67.4% |
12-0 |
2.9% |
37% |
False |
False |
11,183 |
| 100 |
654-0 |
316-0 |
338-0 |
80.2% |
11-6 |
2.8% |
31% |
False |
False |
9,645 |
| 120 |
654-0 |
316-0 |
338-0 |
80.2% |
12-4 |
3.0% |
31% |
False |
False |
8,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
466-2 |
|
2.618 |
451-4 |
|
1.618 |
442-4 |
|
1.000 |
437-0 |
|
0.618 |
433-4 |
|
HIGH |
428-0 |
|
0.618 |
424-4 |
|
0.500 |
423-4 |
|
0.382 |
422-4 |
|
LOW |
419-0 |
|
0.618 |
413-4 |
|
1.000 |
410-0 |
|
1.618 |
404-4 |
|
2.618 |
395-4 |
|
4.250 |
380-6 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
423-4 |
424-0 |
| PP |
422-6 |
423-1 |
| S1 |
422-0 |
422-1 |
|