CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
378-0 |
375-4 |
-2-4 |
-0.7% |
388-0 |
| High |
386-0 |
378-0 |
-8-0 |
-2.1% |
393-0 |
| Low |
376-0 |
372-4 |
-3-4 |
-0.9% |
372-4 |
| Close |
376-0 |
373-2 |
-2-6 |
-0.7% |
373-2 |
| Range |
10-0 |
5-4 |
-4-4 |
-45.0% |
20-4 |
| ATR |
12-2 |
11-6 |
-0-4 |
-3.9% |
0-0 |
| Volume |
52,630 |
79,478 |
26,848 |
51.0% |
302,403 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
391-1 |
387-5 |
376-2 |
|
| R3 |
385-5 |
382-1 |
374-6 |
|
| R2 |
380-1 |
380-1 |
374-2 |
|
| R1 |
376-5 |
376-5 |
373-6 |
375-5 |
| PP |
374-5 |
374-5 |
374-5 |
374-0 |
| S1 |
371-1 |
371-1 |
372-6 |
370-1 |
| S2 |
369-1 |
369-1 |
372-2 |
|
| S3 |
363-5 |
365-5 |
371-6 |
|
| S4 |
358-1 |
360-1 |
370-2 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
441-1 |
427-5 |
384-4 |
|
| R3 |
420-5 |
407-1 |
378-7 |
|
| R2 |
400-1 |
400-1 |
377-0 |
|
| R1 |
386-5 |
386-5 |
375-1 |
383-1 |
| PP |
379-5 |
379-5 |
379-5 |
377-6 |
| S1 |
366-1 |
366-1 |
371-3 |
362-5 |
| S2 |
359-1 |
359-1 |
369-4 |
|
| S3 |
338-5 |
345-5 |
367-5 |
|
| S4 |
318-1 |
325-1 |
362-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
393-0 |
372-4 |
20-4 |
5.5% |
8-0 |
2.1% |
4% |
False |
True |
60,480 |
| 10 |
393-0 |
367-0 |
26-0 |
7.0% |
9-0 |
2.4% |
24% |
False |
False |
49,817 |
| 20 |
413-0 |
367-0 |
46-0 |
12.3% |
10-6 |
2.9% |
14% |
False |
False |
34,471 |
| 40 |
438-0 |
367-0 |
71-0 |
19.0% |
11-0 |
3.0% |
9% |
False |
False |
24,608 |
| 60 |
438-0 |
316-0 |
122-0 |
32.7% |
11-2 |
3.0% |
47% |
False |
False |
22,071 |
| 80 |
450-0 |
316-0 |
134-0 |
35.9% |
11-2 |
3.0% |
43% |
False |
False |
18,833 |
| 100 |
600-0 |
316-0 |
284-0 |
76.1% |
11-3 |
3.1% |
20% |
False |
False |
16,276 |
| 120 |
654-0 |
316-0 |
338-0 |
90.6% |
11-5 |
3.1% |
17% |
False |
False |
14,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
401-3 |
|
2.618 |
392-3 |
|
1.618 |
386-7 |
|
1.000 |
383-4 |
|
0.618 |
381-3 |
|
HIGH |
378-0 |
|
0.618 |
375-7 |
|
0.500 |
375-2 |
|
0.382 |
374-5 |
|
LOW |
372-4 |
|
0.618 |
369-1 |
|
1.000 |
367-0 |
|
1.618 |
363-5 |
|
2.618 |
358-1 |
|
4.250 |
349-1 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
375-2 |
379-2 |
| PP |
374-5 |
377-2 |
| S1 |
373-7 |
375-2 |
|