CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
365-0 |
357-0 |
-8-0 |
-2.2% |
365-4 |
| High |
366-4 |
363-2 |
-3-2 |
-0.9% |
367-0 |
| Low |
358-4 |
354-4 |
-4-0 |
-1.1% |
350-4 |
| Close |
360-6 |
363-0 |
2-2 |
0.6% |
359-0 |
| Range |
8-0 |
8-6 |
0-6 |
9.4% |
16-4 |
| ATR |
11-1 |
11-0 |
-0-1 |
-1.5% |
0-0 |
| Volume |
88,704 |
78,969 |
-9,735 |
-11.0% |
291,551 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
386-4 |
383-4 |
367-6 |
|
| R3 |
377-6 |
374-6 |
365-3 |
|
| R2 |
369-0 |
369-0 |
364-5 |
|
| R1 |
366-0 |
366-0 |
363-6 |
367-4 |
| PP |
360-2 |
360-2 |
360-2 |
361-0 |
| S1 |
357-2 |
357-2 |
362-2 |
358-6 |
| S2 |
351-4 |
351-4 |
361-3 |
|
| S3 |
342-6 |
348-4 |
360-5 |
|
| S4 |
334-0 |
339-6 |
358-2 |
|
|
| 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 |
366-4 |
350-4 |
16-0 |
4.4% |
7-2 |
2.0% |
78% |
False |
False |
83,984 |
| 10 |
389-4 |
350-4 |
39-0 |
10.7% |
8-2 |
2.3% |
32% |
False |
False |
70,807 |
| 20 |
398-4 |
350-4 |
48-0 |
13.2% |
8-4 |
2.3% |
26% |
False |
False |
51,487 |
| 40 |
438-0 |
350-4 |
87-4 |
24.1% |
10-6 |
3.0% |
14% |
False |
False |
33,426 |
| 60 |
438-0 |
316-0 |
122-0 |
33.6% |
11-1 |
3.1% |
39% |
False |
False |
28,594 |
| 80 |
450-0 |
316-0 |
134-0 |
36.9% |
10-7 |
3.0% |
35% |
False |
False |
24,032 |
| 100 |
526-2 |
316-0 |
210-2 |
57.9% |
11-2 |
3.1% |
22% |
False |
False |
20,625 |
| 120 |
603-0 |
316-0 |
287-0 |
79.1% |
11-3 |
3.1% |
16% |
False |
False |
18,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
400-4 |
|
2.618 |
386-1 |
|
1.618 |
377-3 |
|
1.000 |
372-0 |
|
0.618 |
368-5 |
|
HIGH |
363-2 |
|
0.618 |
359-7 |
|
0.500 |
358-7 |
|
0.382 |
357-7 |
|
LOW |
354-4 |
|
0.618 |
349-1 |
|
1.000 |
345-6 |
|
1.618 |
340-3 |
|
2.618 |
331-5 |
|
4.250 |
317-2 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
361-5 |
361-4 |
| PP |
360-2 |
360-0 |
| S1 |
358-7 |
358-4 |
|