CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
368-0 |
374-0 |
6-0 |
1.6% |
351-0 |
| High |
369-6 |
381-4 |
11-6 |
3.2% |
365-4 |
| Low |
365-0 |
374-0 |
9-0 |
2.5% |
344-6 |
| Close |
365-4 |
375-4 |
10-0 |
2.7% |
361-4 |
| Range |
4-6 |
7-4 |
2-6 |
57.9% |
20-6 |
| ATR |
11-0 |
11-3 |
0-3 |
3.3% |
0-0 |
| Volume |
85,152 |
73,571 |
-11,581 |
-13.6% |
530,188 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
399-4 |
395-0 |
379-5 |
|
| R3 |
392-0 |
387-4 |
377-4 |
|
| R2 |
384-4 |
384-4 |
376-7 |
|
| R1 |
380-0 |
380-0 |
376-2 |
382-2 |
| PP |
377-0 |
377-0 |
377-0 |
378-1 |
| S1 |
372-4 |
372-4 |
374-6 |
374-6 |
| S2 |
369-4 |
369-4 |
374-1 |
|
| S3 |
362-0 |
365-0 |
373-4 |
|
| S4 |
354-4 |
357-4 |
371-3 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
419-4 |
411-2 |
372-7 |
|
| R3 |
398-6 |
390-4 |
367-2 |
|
| R2 |
378-0 |
378-0 |
365-2 |
|
| R1 |
369-6 |
369-6 |
363-3 |
373-7 |
| PP |
357-2 |
357-2 |
357-2 |
359-2 |
| S1 |
349-0 |
349-0 |
359-5 |
353-1 |
| S2 |
336-4 |
336-4 |
357-6 |
|
| S3 |
315-6 |
328-2 |
355-6 |
|
| S4 |
295-0 |
307-4 |
350-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
381-4 |
355-4 |
26-0 |
6.9% |
6-3 |
1.7% |
77% |
True |
False |
89,777 |
| 10 |
381-4 |
344-6 |
36-6 |
9.8% |
8-7 |
2.4% |
84% |
True |
False |
104,986 |
| 20 |
389-4 |
344-6 |
44-6 |
11.9% |
8-4 |
2.3% |
69% |
False |
False |
87,897 |
| 40 |
413-0 |
344-6 |
68-2 |
18.2% |
9-6 |
2.6% |
45% |
False |
False |
56,915 |
| 60 |
438-0 |
344-6 |
93-2 |
24.8% |
11-1 |
3.0% |
33% |
False |
False |
42,775 |
| 80 |
438-0 |
316-0 |
122-0 |
32.5% |
10-5 |
2.8% |
49% |
False |
False |
36,075 |
| 100 |
450-0 |
316-0 |
134-0 |
35.7% |
11-1 |
2.9% |
44% |
False |
False |
30,416 |
| 120 |
600-0 |
316-0 |
284-0 |
75.6% |
11-2 |
3.0% |
21% |
False |
False |
26,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
413-3 |
|
2.618 |
401-1 |
|
1.618 |
393-5 |
|
1.000 |
389-0 |
|
0.618 |
386-1 |
|
HIGH |
381-4 |
|
0.618 |
378-5 |
|
0.500 |
377-6 |
|
0.382 |
376-7 |
|
LOW |
374-0 |
|
0.618 |
369-3 |
|
1.000 |
366-4 |
|
1.618 |
361-7 |
|
2.618 |
354-3 |
|
4.250 |
342-1 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
377-6 |
373-7 |
| PP |
377-0 |
372-3 |
| S1 |
376-2 |
370-6 |
|