CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
385-0 |
383-4 |
-1-4 |
-0.4% |
416-0 |
High |
393-4 |
402-0 |
8-4 |
2.2% |
438-4 |
Low |
378-0 |
381-0 |
3-0 |
0.8% |
392-4 |
Close |
391-6 |
386-2 |
-5-4 |
-1.4% |
393-4 |
Range |
15-4 |
21-0 |
5-4 |
35.5% |
46-0 |
ATR |
19-1 |
19-2 |
0-1 |
0.7% |
0-0 |
Volume |
55,286 |
82,221 |
26,935 |
48.7% |
243,874 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
452-6 |
440-4 |
397-6 |
|
R3 |
431-6 |
419-4 |
392-0 |
|
R2 |
410-6 |
410-6 |
390-1 |
|
R1 |
398-4 |
398-4 |
388-1 |
404-5 |
PP |
389-6 |
389-6 |
389-6 |
392-6 |
S1 |
377-4 |
377-4 |
384-3 |
383-5 |
S2 |
368-6 |
368-6 |
382-3 |
|
S3 |
347-6 |
356-4 |
380-4 |
|
S4 |
326-6 |
335-4 |
374-6 |
|
|
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 |
404-0 |
378-0 |
26-0 |
6.7% |
13-6 |
3.6% |
32% |
False |
False |
59,261 |
10 |
438-4 |
378-0 |
60-4 |
15.7% |
14-3 |
3.7% |
14% |
False |
False |
51,155 |
20 |
438-4 |
378-0 |
60-4 |
15.7% |
15-4 |
4.0% |
14% |
False |
False |
44,838 |
40 |
590-4 |
378-0 |
212-4 |
55.0% |
15-0 |
3.9% |
4% |
False |
False |
38,785 |
60 |
643-0 |
378-0 |
265-0 |
68.6% |
14-7 |
3.8% |
3% |
False |
False |
32,493 |
80 |
643-0 |
378-0 |
265-0 |
68.6% |
16-1 |
4.2% |
3% |
False |
False |
28,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
491-2 |
2.618 |
457-0 |
1.618 |
436-0 |
1.000 |
423-0 |
0.618 |
415-0 |
HIGH |
402-0 |
0.618 |
394-0 |
0.500 |
391-4 |
0.382 |
389-0 |
LOW |
381-0 |
0.618 |
368-0 |
1.000 |
360-0 |
1.618 |
347-0 |
2.618 |
326-0 |
4.250 |
291-6 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
391-4 |
390-6 |
PP |
389-6 |
389-2 |
S1 |
388-0 |
387-6 |
|