CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 24-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
402-0 |
394-0 |
-8-0 |
-2.0% |
389-4 |
High |
403-0 |
397-4 |
-5-4 |
-1.4% |
402-0 |
Low |
393-0 |
392-0 |
-1-0 |
-0.3% |
385-0 |
Close |
395-4 |
393-6 |
-1-6 |
-0.4% |
396-4 |
Range |
10-0 |
5-4 |
-4-4 |
-45.0% |
17-0 |
ATR |
10-5 |
10-2 |
-0-3 |
-3.5% |
0-0 |
Volume |
51,087 |
90,415 |
39,328 |
77.0% |
496,304 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
410-7 |
407-7 |
396-6 |
|
R3 |
405-3 |
402-3 |
395-2 |
|
R2 |
399-7 |
399-7 |
394-6 |
|
R1 |
396-7 |
396-7 |
394-2 |
395-5 |
PP |
394-3 |
394-3 |
394-3 |
393-6 |
S1 |
391-3 |
391-3 |
393-2 |
390-1 |
S2 |
388-7 |
388-7 |
392-6 |
|
S3 |
383-3 |
385-7 |
392-2 |
|
S4 |
377-7 |
380-3 |
390-6 |
|
|
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% |
6-5 |
1.7% |
49% |
False |
False |
81,141 |
10 |
403-0 |
362-0 |
41-0 |
10.4% |
9-1 |
2.3% |
77% |
False |
False |
102,610 |
20 |
403-0 |
344-6 |
58-2 |
14.8% |
9-0 |
2.3% |
84% |
False |
False |
103,798 |
40 |
403-0 |
344-6 |
58-2 |
14.8% |
8-6 |
2.2% |
84% |
False |
False |
77,643 |
60 |
438-0 |
344-6 |
93-2 |
23.7% |
10-1 |
2.6% |
53% |
False |
False |
56,883 |
80 |
438-0 |
316-0 |
122-0 |
31.0% |
10-5 |
2.7% |
64% |
False |
False |
47,395 |
100 |
450-0 |
316-0 |
134-0 |
34.0% |
10-4 |
2.7% |
58% |
False |
False |
39,985 |
120 |
526-2 |
316-0 |
210-2 |
53.4% |
10-7 |
2.8% |
37% |
False |
False |
34,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
420-7 |
2.618 |
411-7 |
1.618 |
406-3 |
1.000 |
403-0 |
0.618 |
400-7 |
HIGH |
397-4 |
0.618 |
395-3 |
0.500 |
394-6 |
0.382 |
394-1 |
LOW |
392-0 |
0.618 |
388-5 |
1.000 |
386-4 |
1.618 |
383-1 |
2.618 |
377-5 |
4.250 |
368-5 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
394-6 |
397-4 |
PP |
394-3 |
396-2 |
S1 |
394-1 |
395-0 |
|