CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
389-4 |
393-0 |
3-4 |
0.9% |
368-0 |
| High |
397-0 |
395-0 |
-2-0 |
-0.5% |
389-0 |
| Low |
387-4 |
389-0 |
1-4 |
0.4% |
362-0 |
| Close |
391-4 |
390-4 |
-1-0 |
-0.3% |
388-4 |
| Range |
9-4 |
6-0 |
-3-4 |
-36.8% |
27-0 |
| ATR |
11-7 |
11-4 |
-0-3 |
-3.5% |
0-0 |
| Volume |
118,179 |
113,918 |
-4,261 |
-3.6% |
547,025 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
409-4 |
406-0 |
393-6 |
|
| R3 |
403-4 |
400-0 |
392-1 |
|
| R2 |
397-4 |
397-4 |
391-5 |
|
| R1 |
394-0 |
394-0 |
391-0 |
392-6 |
| PP |
391-4 |
391-4 |
391-4 |
390-7 |
| S1 |
388-0 |
388-0 |
390-0 |
386-6 |
| S2 |
385-4 |
385-4 |
389-3 |
|
| S3 |
379-4 |
382-0 |
388-7 |
|
| S4 |
373-4 |
376-0 |
387-2 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
460-7 |
451-5 |
403-3 |
|
| R3 |
433-7 |
424-5 |
395-7 |
|
| R2 |
406-7 |
406-7 |
393-4 |
|
| R1 |
397-5 |
397-5 |
391-0 |
402-2 |
| PP |
379-7 |
379-7 |
379-7 |
382-1 |
| S1 |
370-5 |
370-5 |
386-0 |
375-2 |
| S2 |
352-7 |
352-7 |
383-4 |
|
| S3 |
325-7 |
343-5 |
381-1 |
|
| S4 |
298-7 |
316-5 |
373-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
397-0 |
362-0 |
35-0 |
9.0% |
11-6 |
3.0% |
81% |
False |
False |
124,079 |
| 10 |
397-0 |
355-4 |
41-4 |
10.6% |
9-0 |
2.3% |
84% |
False |
False |
106,928 |
| 20 |
397-0 |
344-6 |
52-2 |
13.4% |
9-2 |
2.4% |
88% |
False |
False |
104,509 |
| 40 |
413-0 |
344-6 |
68-2 |
17.5% |
9-6 |
2.5% |
67% |
False |
False |
70,225 |
| 60 |
438-0 |
344-6 |
93-2 |
23.9% |
10-2 |
2.6% |
49% |
False |
False |
51,639 |
| 80 |
438-0 |
316-0 |
122-0 |
31.2% |
10-7 |
2.8% |
61% |
False |
False |
43,068 |
| 100 |
450-0 |
316-0 |
134-0 |
34.3% |
10-7 |
2.8% |
56% |
False |
False |
36,324 |
| 120 |
600-0 |
316-0 |
284-0 |
72.7% |
11-1 |
2.8% |
26% |
False |
False |
31,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
420-4 |
|
2.618 |
410-6 |
|
1.618 |
404-6 |
|
1.000 |
401-0 |
|
0.618 |
398-6 |
|
HIGH |
395-0 |
|
0.618 |
392-6 |
|
0.500 |
392-0 |
|
0.382 |
391-2 |
|
LOW |
389-0 |
|
0.618 |
385-2 |
|
1.000 |
383-0 |
|
1.618 |
379-2 |
|
2.618 |
373-2 |
|
4.250 |
363-4 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
392-0 |
390-3 |
| PP |
391-4 |
390-1 |
| S1 |
391-0 |
390-0 |
|