CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
383-0 |
406-4 |
23-4 |
6.1% |
394-0 |
| High |
403-0 |
412-4 |
9-4 |
2.4% |
403-0 |
| Low |
383-0 |
388-0 |
5-0 |
1.3% |
369-6 |
| Close |
401-6 |
394-6 |
-7-0 |
-1.7% |
401-6 |
| Range |
20-0 |
24-4 |
4-4 |
22.5% |
33-2 |
| ATR |
15-4 |
16-1 |
0-5 |
4.1% |
0-0 |
| Volume |
9,919 |
13,592 |
3,673 |
37.0% |
88,026 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
471-7 |
457-7 |
408-2 |
|
| R3 |
447-3 |
433-3 |
401-4 |
|
| R2 |
422-7 |
422-7 |
399-2 |
|
| R1 |
408-7 |
408-7 |
397-0 |
403-5 |
| PP |
398-3 |
398-3 |
398-3 |
395-6 |
| S1 |
384-3 |
384-3 |
392-4 |
379-1 |
| S2 |
373-7 |
373-7 |
390-2 |
|
| S3 |
349-3 |
359-7 |
388-0 |
|
| S4 |
324-7 |
335-3 |
381-2 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
491-2 |
479-6 |
420-0 |
|
| R3 |
458-0 |
446-4 |
410-7 |
|
| R2 |
424-6 |
424-6 |
407-7 |
|
| R1 |
413-2 |
413-2 |
404-6 |
419-0 |
| PP |
391-4 |
391-4 |
391-4 |
394-3 |
| S1 |
380-0 |
380-0 |
398-6 |
385-6 |
| S2 |
358-2 |
358-2 |
395-5 |
|
| S3 |
325-0 |
346-6 |
392-5 |
|
| S4 |
291-6 |
313-4 |
383-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
412-4 |
369-6 |
42-6 |
10.8% |
15-6 |
4.0% |
58% |
True |
False |
14,103 |
| 10 |
438-0 |
369-6 |
68-2 |
17.3% |
12-2 |
3.1% |
37% |
False |
False |
16,377 |
| 20 |
438-0 |
369-6 |
68-2 |
17.3% |
12-1 |
3.1% |
37% |
False |
False |
13,923 |
| 40 |
438-0 |
316-0 |
122-0 |
30.9% |
12-3 |
3.1% |
65% |
False |
False |
16,023 |
| 60 |
450-0 |
316-0 |
134-0 |
33.9% |
12-0 |
3.0% |
59% |
False |
False |
13,782 |
| 80 |
593-0 |
316-0 |
277-0 |
70.2% |
11-7 |
3.0% |
28% |
False |
False |
11,913 |
| 100 |
633-0 |
316-0 |
317-0 |
80.3% |
12-0 |
3.0% |
25% |
False |
False |
10,544 |
| 120 |
654-0 |
316-0 |
338-0 |
85.6% |
12-3 |
3.1% |
23% |
False |
False |
9,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
516-5 |
|
2.618 |
476-5 |
|
1.618 |
452-1 |
|
1.000 |
437-0 |
|
0.618 |
427-5 |
|
HIGH |
412-4 |
|
0.618 |
403-1 |
|
0.500 |
400-2 |
|
0.382 |
397-3 |
|
LOW |
388-0 |
|
0.618 |
372-7 |
|
1.000 |
363-4 |
|
1.618 |
348-3 |
|
2.618 |
323-7 |
|
4.250 |
283-7 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
400-2 |
393-6 |
| PP |
398-3 |
392-7 |
| S1 |
396-5 |
391-7 |
|