CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
361-0 |
358-4 |
-2-4 |
-0.7% |
365-4 |
High |
364-4 |
360-4 |
-4-0 |
-1.1% |
367-0 |
Low |
360-4 |
350-4 |
-10-0 |
-2.8% |
350-4 |
Close |
362-0 |
359-0 |
-3-0 |
-0.8% |
359-0 |
Range |
4-0 |
10-0 |
6-0 |
150.0% |
16-4 |
ATR |
11-3 |
11-3 |
0-0 |
0.1% |
0-0 |
Volume |
95,681 |
87,398 |
-8,283 |
-8.7% |
291,551 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-5 |
382-7 |
364-4 |
|
R3 |
376-5 |
372-7 |
361-6 |
|
R2 |
366-5 |
366-5 |
360-7 |
|
R1 |
362-7 |
362-7 |
359-7 |
364-6 |
PP |
356-5 |
356-5 |
356-5 |
357-5 |
S1 |
352-7 |
352-7 |
358-1 |
354-6 |
S2 |
346-5 |
346-5 |
357-1 |
|
S3 |
336-5 |
342-7 |
356-2 |
|
S4 |
326-5 |
332-7 |
353-4 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-3 |
400-1 |
368-1 |
|
R3 |
391-7 |
383-5 |
363-4 |
|
R2 |
375-3 |
375-3 |
362-0 |
|
R1 |
367-1 |
367-1 |
360-4 |
363-0 |
PP |
358-7 |
358-7 |
358-7 |
356-6 |
S1 |
350-5 |
350-5 |
357-4 |
346-4 |
S2 |
342-3 |
342-3 |
356-0 |
|
S3 |
325-7 |
334-1 |
354-4 |
|
S4 |
309-3 |
317-5 |
349-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
378-0 |
350-4 |
27-4 |
7.7% |
7-2 |
2.0% |
31% |
False |
True |
74,205 |
10 |
393-0 |
350-4 |
42-4 |
11.8% |
8-0 |
2.2% |
20% |
False |
True |
64,043 |
20 |
413-0 |
350-4 |
62-4 |
17.4% |
9-0 |
2.5% |
14% |
False |
True |
44,594 |
40 |
438-0 |
350-4 |
87-4 |
24.4% |
10-6 |
3.0% |
10% |
False |
True |
30,031 |
60 |
438-0 |
316-0 |
122-0 |
34.0% |
11-1 |
3.1% |
35% |
False |
False |
26,141 |
80 |
450-0 |
316-0 |
134-0 |
37.3% |
11-1 |
3.1% |
32% |
False |
False |
22,111 |
100 |
550-4 |
316-0 |
234-4 |
65.3% |
11-3 |
3.2% |
18% |
False |
False |
19,043 |
120 |
629-0 |
316-0 |
313-0 |
87.2% |
11-4 |
3.2% |
14% |
False |
False |
16,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403-0 |
2.618 |
386-5 |
1.618 |
376-5 |
1.000 |
370-4 |
0.618 |
366-5 |
HIGH |
360-4 |
0.618 |
356-5 |
0.500 |
355-4 |
0.382 |
354-3 |
LOW |
350-4 |
0.618 |
344-3 |
1.000 |
340-4 |
1.618 |
334-3 |
2.618 |
324-3 |
4.250 |
308-0 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
357-7 |
358-4 |
PP |
356-5 |
358-0 |
S1 |
355-4 |
357-4 |
|