CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
394-0 |
409-0 |
15-0 |
3.8% |
406-4 |
| High |
410-4 |
413-0 |
2-4 |
0.6% |
412-4 |
| Low |
394-0 |
403-0 |
9-0 |
2.3% |
388-0 |
| Close |
401-4 |
404-6 |
3-2 |
0.8% |
401-4 |
| Range |
16-4 |
10-0 |
-6-4 |
-39.4% |
24-4 |
| ATR |
15-4 |
15-2 |
-0-2 |
-1.9% |
0-0 |
| Volume |
18,002 |
11,818 |
-6,184 |
-34.4% |
97,173 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
436-7 |
430-7 |
410-2 |
|
| R3 |
426-7 |
420-7 |
407-4 |
|
| R2 |
416-7 |
416-7 |
406-5 |
|
| R1 |
410-7 |
410-7 |
405-5 |
408-7 |
| PP |
406-7 |
406-7 |
406-7 |
406-0 |
| S1 |
400-7 |
400-7 |
403-7 |
398-7 |
| S2 |
396-7 |
396-7 |
402-7 |
|
| S3 |
386-7 |
390-7 |
402-0 |
|
| S4 |
376-7 |
380-7 |
399-2 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
474-1 |
462-3 |
415-0 |
|
| R3 |
449-5 |
437-7 |
408-2 |
|
| R2 |
425-1 |
425-1 |
406-0 |
|
| R1 |
413-3 |
413-3 |
403-6 |
407-0 |
| PP |
400-5 |
400-5 |
400-5 |
397-4 |
| S1 |
388-7 |
388-7 |
399-2 |
382-4 |
| S2 |
376-1 |
376-1 |
397-0 |
|
| S3 |
351-5 |
364-3 |
394-6 |
|
| S4 |
327-1 |
339-7 |
388-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
413-0 |
388-0 |
25-0 |
6.2% |
14-2 |
3.5% |
67% |
True |
False |
21,798 |
| 10 |
413-0 |
369-6 |
43-2 |
10.7% |
13-0 |
3.2% |
81% |
True |
False |
19,701 |
| 20 |
438-0 |
369-6 |
68-2 |
16.9% |
13-0 |
3.2% |
51% |
False |
False |
15,364 |
| 40 |
438-0 |
316-0 |
122-0 |
30.1% |
12-3 |
3.1% |
73% |
False |
False |
17,148 |
| 60 |
450-0 |
316-0 |
134-0 |
33.1% |
11-6 |
2.9% |
66% |
False |
False |
14,880 |
| 80 |
526-2 |
316-0 |
210-2 |
51.9% |
11-7 |
2.9% |
42% |
False |
False |
12,910 |
| 100 |
603-0 |
316-0 |
287-0 |
70.9% |
12-0 |
3.0% |
31% |
False |
False |
11,402 |
| 120 |
654-0 |
316-0 |
338-0 |
83.5% |
12-2 |
3.0% |
26% |
False |
False |
10,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
455-4 |
|
2.618 |
439-1 |
|
1.618 |
429-1 |
|
1.000 |
423-0 |
|
0.618 |
419-1 |
|
HIGH |
413-0 |
|
0.618 |
409-1 |
|
0.500 |
408-0 |
|
0.382 |
406-7 |
|
LOW |
403-0 |
|
0.618 |
396-7 |
|
1.000 |
393-0 |
|
1.618 |
386-7 |
|
2.618 |
376-7 |
|
4.250 |
360-4 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
408-0 |
403-5 |
| PP |
406-7 |
402-5 |
| S1 |
405-7 |
401-4 |
|