CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
402-4 |
385-0 |
-17-4 |
-4.3% |
416-0 |
High |
403-4 |
393-4 |
-10-0 |
-2.5% |
438-4 |
Low |
391-0 |
378-0 |
-13-0 |
-3.3% |
392-4 |
Close |
401-4 |
391-6 |
-9-6 |
-2.4% |
393-4 |
Range |
12-4 |
15-4 |
3-0 |
24.0% |
46-0 |
ATR |
18-6 |
19-1 |
0-3 |
1.8% |
0-0 |
Volume |
48,395 |
55,286 |
6,891 |
14.2% |
243,874 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
434-2 |
428-4 |
400-2 |
|
R3 |
418-6 |
413-0 |
396-0 |
|
R2 |
403-2 |
403-2 |
394-5 |
|
R1 |
397-4 |
397-4 |
393-1 |
400-3 |
PP |
387-6 |
387-6 |
387-6 |
389-2 |
S1 |
382-0 |
382-0 |
390-3 |
384-7 |
S2 |
372-2 |
372-2 |
388-7 |
|
S3 |
356-6 |
366-4 |
387-4 |
|
S4 |
341-2 |
351-0 |
383-2 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
546-1 |
515-7 |
418-6 |
|
R3 |
500-1 |
469-7 |
406-1 |
|
R2 |
454-1 |
454-1 |
401-7 |
|
R1 |
423-7 |
423-7 |
397-6 |
416-0 |
PP |
408-1 |
408-1 |
408-1 |
404-2 |
S1 |
377-7 |
377-7 |
389-2 |
370-0 |
S2 |
362-1 |
362-1 |
385-1 |
|
S3 |
316-1 |
331-7 |
380-7 |
|
S4 |
270-1 |
285-7 |
368-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
432-4 |
378-0 |
54-4 |
13.9% |
14-4 |
3.7% |
25% |
False |
True |
49,642 |
10 |
438-4 |
378-0 |
60-4 |
15.4% |
14-1 |
3.6% |
23% |
False |
True |
47,076 |
20 |
438-4 |
378-0 |
60-4 |
15.4% |
15-4 |
4.0% |
23% |
False |
True |
41,815 |
40 |
590-4 |
378-0 |
212-4 |
54.2% |
15-2 |
3.9% |
6% |
False |
True |
37,969 |
60 |
643-0 |
378-0 |
265-0 |
67.6% |
15-0 |
3.8% |
5% |
False |
True |
31,231 |
80 |
643-0 |
378-0 |
265-0 |
67.6% |
16-1 |
4.1% |
5% |
False |
True |
27,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
459-3 |
2.618 |
434-1 |
1.618 |
418-5 |
1.000 |
409-0 |
0.618 |
403-1 |
HIGH |
393-4 |
0.618 |
387-5 |
0.500 |
385-6 |
0.382 |
383-7 |
LOW |
378-0 |
0.618 |
368-3 |
1.000 |
362-4 |
1.618 |
352-7 |
2.618 |
337-3 |
4.250 |
312-1 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
389-6 |
391-4 |
PP |
387-6 |
391-2 |
S1 |
385-6 |
391-0 |
|