CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
382-0 |
376-0 |
-6-0 |
-1.6% |
409-0 |
| High |
383-0 |
377-0 |
-6-0 |
-1.6% |
413-0 |
| Low |
375-0 |
367-4 |
-7-4 |
-2.0% |
384-0 |
| Close |
381-6 |
372-6 |
-9-0 |
-2.4% |
390-2 |
| Range |
8-0 |
9-4 |
1-4 |
18.8% |
29-0 |
| ATR |
13-7 |
13-7 |
0-0 |
0.2% |
0-0 |
| Volume |
30,672 |
44,141 |
13,469 |
43.9% |
84,170 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
400-7 |
396-3 |
378-0 |
|
| R3 |
391-3 |
386-7 |
375-3 |
|
| R2 |
381-7 |
381-7 |
374-4 |
|
| R1 |
377-3 |
377-3 |
373-5 |
374-7 |
| PP |
372-3 |
372-3 |
372-3 |
371-2 |
| S1 |
367-7 |
367-7 |
371-7 |
365-3 |
| S2 |
362-7 |
362-7 |
371-0 |
|
| S3 |
353-3 |
358-3 |
370-1 |
|
| S4 |
343-7 |
348-7 |
367-4 |
|
|
| 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 |
396-0 |
367-4 |
28-4 |
7.6% |
7-7 |
2.1% |
18% |
False |
True |
26,317 |
| 10 |
413-0 |
367-4 |
45-4 |
12.2% |
9-5 |
2.6% |
12% |
False |
True |
24,256 |
| 20 |
438-0 |
367-4 |
70-4 |
18.9% |
11-0 |
2.9% |
7% |
False |
True |
20,316 |
| 40 |
438-0 |
316-0 |
122-0 |
32.7% |
12-5 |
3.4% |
47% |
False |
False |
18,752 |
| 60 |
438-0 |
316-0 |
122-0 |
32.7% |
11-3 |
3.0% |
47% |
False |
False |
16,730 |
| 80 |
470-4 |
316-0 |
154-4 |
41.4% |
11-5 |
3.1% |
37% |
False |
False |
14,138 |
| 100 |
603-0 |
316-0 |
287-0 |
77.0% |
12-0 |
3.2% |
20% |
False |
False |
12,659 |
| 120 |
654-0 |
316-0 |
338-0 |
90.7% |
12-0 |
3.2% |
17% |
False |
False |
11,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
417-3 |
|
2.618 |
401-7 |
|
1.618 |
392-3 |
|
1.000 |
386-4 |
|
0.618 |
382-7 |
|
HIGH |
377-0 |
|
0.618 |
373-3 |
|
0.500 |
372-2 |
|
0.382 |
371-1 |
|
LOW |
367-4 |
|
0.618 |
361-5 |
|
1.000 |
358-0 |
|
1.618 |
352-1 |
|
2.618 |
342-5 |
|
4.250 |
327-1 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
372-5 |
381-4 |
| PP |
372-3 |
378-5 |
| S1 |
372-2 |
375-5 |
|