CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
390-0 |
382-0 |
-8-0 |
-2.1% |
409-0 |
| High |
395-4 |
383-0 |
-12-4 |
-3.2% |
413-0 |
| Low |
390-0 |
375-0 |
-15-0 |
-3.8% |
384-0 |
| Close |
390-2 |
381-6 |
-8-4 |
-2.2% |
390-2 |
| Range |
5-4 |
8-0 |
2-4 |
45.5% |
29-0 |
| ATR |
13-6 |
13-7 |
0-1 |
0.8% |
0-0 |
| Volume |
29,654 |
30,672 |
1,018 |
3.4% |
84,170 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
403-7 |
400-7 |
386-1 |
|
| R3 |
395-7 |
392-7 |
384-0 |
|
| R2 |
387-7 |
387-7 |
383-2 |
|
| R1 |
384-7 |
384-7 |
382-4 |
382-3 |
| PP |
379-7 |
379-7 |
379-7 |
378-6 |
| S1 |
376-7 |
376-7 |
381-0 |
374-3 |
| S2 |
371-7 |
371-7 |
380-2 |
|
| S3 |
363-7 |
368-7 |
379-4 |
|
| S4 |
355-7 |
360-7 |
377-3 |
|
|
| 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 |
398-4 |
375-0 |
23-4 |
6.2% |
8-0 |
2.1% |
29% |
False |
True |
20,604 |
| 10 |
413-0 |
375-0 |
38-0 |
10.0% |
11-1 |
2.9% |
18% |
False |
True |
21,201 |
| 20 |
438-0 |
369-6 |
68-2 |
17.9% |
11-0 |
2.9% |
18% |
False |
False |
18,333 |
| 40 |
438-0 |
316-0 |
122-0 |
32.0% |
12-5 |
3.3% |
54% |
False |
False |
18,181 |
| 60 |
438-0 |
316-0 |
122-0 |
32.0% |
11-3 |
3.0% |
54% |
False |
False |
16,093 |
| 80 |
470-4 |
316-0 |
154-4 |
40.5% |
11-6 |
3.1% |
43% |
False |
False |
13,677 |
| 100 |
603-0 |
316-0 |
287-0 |
75.2% |
11-7 |
3.1% |
23% |
False |
False |
12,279 |
| 120 |
654-0 |
316-0 |
338-0 |
88.5% |
12-0 |
3.2% |
19% |
False |
False |
10,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
417-0 |
|
2.618 |
404-0 |
|
1.618 |
396-0 |
|
1.000 |
391-0 |
|
0.618 |
388-0 |
|
HIGH |
383-0 |
|
0.618 |
380-0 |
|
0.500 |
379-0 |
|
0.382 |
378-0 |
|
LOW |
375-0 |
|
0.618 |
370-0 |
|
1.000 |
367-0 |
|
1.618 |
362-0 |
|
2.618 |
354-0 |
|
4.250 |
341-0 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
380-7 |
385-2 |
| PP |
379-7 |
384-1 |
| S1 |
379-0 |
382-7 |
|