CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
382-0 |
378-0 |
-4-0 |
-1.0% |
382-0 |
| High |
386-0 |
386-0 |
0-0 |
0.0% |
391-0 |
| Low |
378-0 |
376-0 |
-2-0 |
-0.5% |
367-0 |
| Close |
378-4 |
376-0 |
-2-4 |
-0.7% |
387-4 |
| Range |
8-0 |
10-0 |
2-0 |
25.0% |
24-0 |
| ATR |
12-4 |
12-2 |
-0-1 |
-1.4% |
0-0 |
| Volume |
79,997 |
52,630 |
-27,367 |
-34.2% |
195,770 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
409-3 |
402-5 |
381-4 |
|
| R3 |
399-3 |
392-5 |
378-6 |
|
| R2 |
389-3 |
389-3 |
377-7 |
|
| R1 |
382-5 |
382-5 |
376-7 |
381-0 |
| PP |
379-3 |
379-3 |
379-3 |
378-4 |
| S1 |
372-5 |
372-5 |
375-1 |
371-0 |
| S2 |
369-3 |
369-3 |
374-1 |
|
| S3 |
359-3 |
362-5 |
373-2 |
|
| S4 |
349-3 |
352-5 |
370-4 |
|
|
| 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 |
376-0 |
17-0 |
4.5% |
8-6 |
2.3% |
0% |
False |
True |
53,881 |
| 10 |
395-4 |
367-0 |
28-4 |
7.6% |
9-0 |
2.4% |
32% |
False |
False |
44,834 |
| 20 |
413-0 |
367-0 |
46-0 |
12.2% |
10-6 |
2.9% |
20% |
False |
False |
31,224 |
| 40 |
438-0 |
367-0 |
71-0 |
18.9% |
11-3 |
3.0% |
13% |
False |
False |
22,914 |
| 60 |
438-0 |
316-0 |
122-0 |
32.4% |
11-3 |
3.0% |
49% |
False |
False |
20,948 |
| 80 |
450-0 |
316-0 |
134-0 |
35.6% |
11-3 |
3.0% |
45% |
False |
False |
17,926 |
| 100 |
600-0 |
316-0 |
284-0 |
75.5% |
11-4 |
3.0% |
21% |
False |
False |
15,518 |
| 120 |
654-0 |
316-0 |
338-0 |
89.9% |
11-5 |
3.1% |
18% |
False |
False |
13,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
428-4 |
|
2.618 |
412-1 |
|
1.618 |
402-1 |
|
1.000 |
396-0 |
|
0.618 |
392-1 |
|
HIGH |
386-0 |
|
0.618 |
382-1 |
|
0.500 |
381-0 |
|
0.382 |
379-7 |
|
LOW |
376-0 |
|
0.618 |
369-7 |
|
1.000 |
366-0 |
|
1.618 |
359-7 |
|
2.618 |
349-7 |
|
4.250 |
333-4 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
381-0 |
382-6 |
| PP |
379-3 |
380-4 |
| S1 |
377-5 |
378-2 |
|