CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
376-0 |
376-0 |
0-0 |
0.0% |
409-0 |
| High |
377-0 |
379-0 |
2-0 |
0.5% |
413-0 |
| Low |
367-4 |
367-0 |
-0-4 |
-0.1% |
384-0 |
| Close |
372-6 |
368-6 |
-4-0 |
-1.1% |
390-2 |
| Range |
9-4 |
12-0 |
2-4 |
26.3% |
29-0 |
| ATR |
13-7 |
13-6 |
-0-1 |
-1.0% |
0-0 |
| Volume |
44,141 |
22,070 |
-22,071 |
-50.0% |
84,170 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
407-5 |
400-1 |
375-3 |
|
| R3 |
395-5 |
388-1 |
372-0 |
|
| R2 |
383-5 |
383-5 |
371-0 |
|
| R1 |
376-1 |
376-1 |
369-7 |
373-7 |
| PP |
371-5 |
371-5 |
371-5 |
370-4 |
| S1 |
364-1 |
364-1 |
367-5 |
361-7 |
| S2 |
359-5 |
359-5 |
366-4 |
|
| S3 |
347-5 |
352-1 |
365-4 |
|
| S4 |
335-5 |
340-1 |
362-1 |
|
|
| 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 |
395-4 |
367-0 |
28-4 |
7.7% |
7-7 |
2.1% |
6% |
False |
True |
27,772 |
| 10 |
413-0 |
367-0 |
46-0 |
12.5% |
9-6 |
2.6% |
4% |
False |
True |
23,332 |
| 20 |
431-0 |
367-0 |
64-0 |
17.4% |
10-7 |
2.9% |
3% |
False |
True |
20,540 |
| 40 |
438-0 |
336-0 |
102-0 |
27.7% |
12-4 |
3.4% |
32% |
False |
False |
19,009 |
| 60 |
438-0 |
316-0 |
122-0 |
33.1% |
11-3 |
3.1% |
43% |
False |
False |
16,870 |
| 80 |
450-4 |
316-0 |
134-4 |
36.5% |
11-5 |
3.2% |
39% |
False |
False |
14,344 |
| 100 |
603-0 |
316-0 |
287-0 |
77.8% |
12-0 |
3.3% |
18% |
False |
False |
12,848 |
| 120 |
654-0 |
316-0 |
338-0 |
91.7% |
11-7 |
3.2% |
16% |
False |
False |
11,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
430-0 |
|
2.618 |
410-3 |
|
1.618 |
398-3 |
|
1.000 |
391-0 |
|
0.618 |
386-3 |
|
HIGH |
379-0 |
|
0.618 |
374-3 |
|
0.500 |
373-0 |
|
0.382 |
371-5 |
|
LOW |
367-0 |
|
0.618 |
359-5 |
|
1.000 |
355-0 |
|
1.618 |
347-5 |
|
2.618 |
335-5 |
|
4.250 |
316-0 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
373-0 |
375-0 |
| PP |
371-5 |
372-7 |
| S1 |
370-1 |
370-7 |
|