CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
397-4 |
402-0 |
4-4 |
1.1% |
389-4 |
| High |
398-0 |
403-0 |
5-0 |
1.3% |
402-0 |
| Low |
395-0 |
393-0 |
-2-0 |
-0.5% |
385-0 |
| Close |
396-4 |
395-4 |
-1-0 |
-0.3% |
396-4 |
| Range |
3-0 |
10-0 |
7-0 |
233.3% |
17-0 |
| ATR |
10-6 |
10-5 |
0-0 |
-0.5% |
0-0 |
| Volume |
111,298 |
51,087 |
-60,211 |
-54.1% |
496,304 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
427-1 |
421-3 |
401-0 |
|
| R3 |
417-1 |
411-3 |
398-2 |
|
| R2 |
407-1 |
407-1 |
397-3 |
|
| R1 |
401-3 |
401-3 |
396-3 |
399-2 |
| PP |
397-1 |
397-1 |
397-1 |
396-1 |
| S1 |
391-3 |
391-3 |
394-5 |
389-2 |
| S2 |
387-1 |
387-1 |
393-5 |
|
| S3 |
377-1 |
381-3 |
392-6 |
|
| S4 |
367-1 |
371-3 |
390-0 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
445-4 |
438-0 |
405-7 |
|
| R3 |
428-4 |
421-0 |
401-1 |
|
| R2 |
411-4 |
411-4 |
399-5 |
|
| R1 |
404-0 |
404-0 |
398-0 |
407-6 |
| PP |
394-4 |
394-4 |
394-4 |
396-3 |
| S1 |
387-0 |
387-0 |
395-0 |
390-6 |
| S2 |
377-4 |
377-4 |
393-3 |
|
| S3 |
360-4 |
370-0 |
391-7 |
|
| S4 |
343-4 |
353-0 |
387-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
403-0 |
385-0 |
18-0 |
4.6% |
6-6 |
1.7% |
58% |
True |
False |
85,842 |
| 10 |
403-0 |
362-0 |
41-0 |
10.4% |
9-3 |
2.4% |
82% |
True |
False |
100,926 |
| 20 |
403-0 |
344-6 |
58-2 |
14.7% |
9-2 |
2.3% |
87% |
True |
False |
103,226 |
| 40 |
413-0 |
344-6 |
68-2 |
17.3% |
8-7 |
2.2% |
74% |
False |
False |
75,678 |
| 60 |
438-0 |
344-6 |
93-2 |
23.6% |
10-1 |
2.6% |
54% |
False |
False |
55,516 |
| 80 |
438-0 |
316-0 |
122-0 |
30.8% |
10-5 |
2.7% |
65% |
False |
False |
46,379 |
| 100 |
450-0 |
316-0 |
134-0 |
33.9% |
10-5 |
2.7% |
59% |
False |
False |
39,153 |
| 120 |
541-4 |
316-0 |
225-4 |
57.0% |
11-0 |
2.8% |
35% |
False |
False |
33,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
445-4 |
|
2.618 |
429-1 |
|
1.618 |
419-1 |
|
1.000 |
413-0 |
|
0.618 |
409-1 |
|
HIGH |
403-0 |
|
0.618 |
399-1 |
|
0.500 |
398-0 |
|
0.382 |
396-7 |
|
LOW |
393-0 |
|
0.618 |
386-7 |
|
1.000 |
383-0 |
|
1.618 |
376-7 |
|
2.618 |
366-7 |
|
4.250 |
350-4 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
398-0 |
398-0 |
| PP |
397-1 |
397-1 |
| S1 |
396-3 |
396-3 |
|