CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
385-0 |
388-0 |
3-0 |
0.8% |
382-0 |
| High |
391-0 |
393-0 |
2-0 |
0.5% |
391-0 |
| Low |
382-0 |
387-4 |
5-4 |
1.4% |
367-0 |
| Close |
387-4 |
388-0 |
0-4 |
0.1% |
387-4 |
| Range |
9-0 |
5-4 |
-3-4 |
-38.9% |
24-0 |
| ATR |
13-3 |
12-7 |
-0-5 |
-4.2% |
0-0 |
| Volume |
46,482 |
53,554 |
7,072 |
15.2% |
195,770 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
406-0 |
402-4 |
391-0 |
|
| R3 |
400-4 |
397-0 |
389-4 |
|
| R2 |
395-0 |
395-0 |
389-0 |
|
| R1 |
391-4 |
391-4 |
388-4 |
390-6 |
| PP |
389-4 |
389-4 |
389-4 |
389-1 |
| S1 |
386-0 |
386-0 |
387-4 |
385-2 |
| S2 |
384-0 |
384-0 |
387-0 |
|
| S3 |
378-4 |
380-4 |
386-4 |
|
| S4 |
373-0 |
375-0 |
385-0 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
453-7 |
444-5 |
400-6 |
|
| R3 |
429-7 |
420-5 |
394-1 |
|
| R2 |
405-7 |
405-7 |
391-7 |
|
| R1 |
396-5 |
396-5 |
389-6 |
401-2 |
| PP |
381-7 |
381-7 |
381-7 |
384-1 |
| S1 |
372-5 |
372-5 |
385-2 |
377-2 |
| S2 |
357-7 |
357-7 |
383-1 |
|
| S3 |
333-7 |
348-5 |
380-7 |
|
| S4 |
309-7 |
324-5 |
374-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
393-0 |
367-0 |
26-0 |
6.7% |
9-5 |
2.5% |
81% |
True |
False |
43,730 |
| 10 |
398-4 |
367-0 |
31-4 |
8.1% |
8-6 |
2.3% |
67% |
False |
False |
32,167 |
| 20 |
413-0 |
367-0 |
46-0 |
11.9% |
10-7 |
2.8% |
46% |
False |
False |
25,934 |
| 40 |
438-0 |
350-0 |
88-0 |
22.7% |
12-4 |
3.2% |
43% |
False |
False |
20,214 |
| 60 |
438-0 |
316-0 |
122-0 |
31.4% |
11-3 |
2.9% |
59% |
False |
False |
18,802 |
| 80 |
450-0 |
316-0 |
134-0 |
34.5% |
11-6 |
3.0% |
54% |
False |
False |
16,046 |
| 100 |
600-0 |
316-0 |
284-0 |
73.2% |
11-6 |
3.0% |
25% |
False |
False |
14,133 |
| 120 |
654-0 |
316-0 |
338-0 |
87.1% |
11-5 |
3.0% |
21% |
False |
False |
12,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
416-3 |
|
2.618 |
407-3 |
|
1.618 |
401-7 |
|
1.000 |
398-4 |
|
0.618 |
396-3 |
|
HIGH |
393-0 |
|
0.618 |
390-7 |
|
0.500 |
390-2 |
|
0.382 |
389-5 |
|
LOW |
387-4 |
|
0.618 |
384-1 |
|
1.000 |
382-0 |
|
1.618 |
378-5 |
|
2.618 |
373-1 |
|
4.250 |
364-1 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
390-2 |
385-6 |
| PP |
389-4 |
383-4 |
| S1 |
388-6 |
381-2 |
|