CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
390-0 |
390-0 |
0-0 |
0.0% |
409-0 |
| High |
394-0 |
395-4 |
1-4 |
0.4% |
413-0 |
| Low |
389-4 |
390-0 |
0-4 |
0.1% |
384-0 |
| Close |
393-0 |
390-2 |
-2-6 |
-0.7% |
390-2 |
| Range |
4-4 |
5-4 |
1-0 |
22.2% |
29-0 |
| ATR |
14-4 |
13-6 |
-0-5 |
-4.4% |
0-0 |
| Volume |
12,325 |
29,654 |
17,329 |
140.6% |
84,170 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
408-3 |
404-7 |
393-2 |
|
| R3 |
402-7 |
399-3 |
391-6 |
|
| R2 |
397-3 |
397-3 |
391-2 |
|
| R1 |
393-7 |
393-7 |
390-6 |
395-5 |
| PP |
391-7 |
391-7 |
391-7 |
392-6 |
| S1 |
388-3 |
388-3 |
389-6 |
390-1 |
| S2 |
386-3 |
386-3 |
389-2 |
|
| S3 |
380-7 |
382-7 |
388-6 |
|
| S4 |
375-3 |
377-3 |
387-2 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
482-6 |
465-4 |
406-2 |
|
| R3 |
453-6 |
436-4 |
398-2 |
|
| R2 |
424-6 |
424-6 |
395-5 |
|
| R1 |
407-4 |
407-4 |
392-7 |
401-5 |
| PP |
395-6 |
395-6 |
395-6 |
392-6 |
| S1 |
378-4 |
378-4 |
387-5 |
372-5 |
| S2 |
366-6 |
366-6 |
384-7 |
|
| S3 |
337-6 |
349-4 |
382-2 |
|
| S4 |
308-6 |
320-4 |
374-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
413-0 |
384-0 |
29-0 |
7.4% |
8-3 |
2.2% |
22% |
False |
False |
16,834 |
| 10 |
413-0 |
383-0 |
30-0 |
7.7% |
12-3 |
3.2% |
24% |
False |
False |
19,126 |
| 20 |
438-0 |
369-6 |
68-2 |
17.5% |
11-2 |
2.9% |
30% |
False |
False |
17,340 |
| 40 |
438-0 |
316-0 |
122-0 |
31.3% |
12-5 |
3.2% |
61% |
False |
False |
18,002 |
| 60 |
449-6 |
316-0 |
133-6 |
34.3% |
11-3 |
2.9% |
56% |
False |
False |
15,653 |
| 80 |
470-4 |
316-0 |
154-4 |
39.6% |
11-6 |
3.0% |
48% |
False |
False |
13,425 |
| 100 |
603-0 |
316-0 |
287-0 |
73.5% |
12-0 |
3.1% |
26% |
False |
False |
11,994 |
| 120 |
654-0 |
316-0 |
338-0 |
86.6% |
12-0 |
3.1% |
22% |
False |
False |
10,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
418-7 |
|
2.618 |
409-7 |
|
1.618 |
404-3 |
|
1.000 |
401-0 |
|
0.618 |
398-7 |
|
HIGH |
395-4 |
|
0.618 |
393-3 |
|
0.500 |
392-6 |
|
0.382 |
392-1 |
|
LOW |
390-0 |
|
0.618 |
386-5 |
|
1.000 |
384-4 |
|
1.618 |
381-1 |
|
2.618 |
375-5 |
|
4.250 |
366-5 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
392-6 |
390-1 |
| PP |
391-7 |
390-1 |
| S1 |
391-1 |
390-0 |
|