CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
383-4 |
391-0 |
7-4 |
2.0% |
416-0 |
High |
402-0 |
394-2 |
-7-6 |
-1.9% |
438-4 |
Low |
381-0 |
380-0 |
-1-0 |
-0.3% |
392-4 |
Close |
386-2 |
393-4 |
7-2 |
1.9% |
393-4 |
Range |
21-0 |
14-2 |
-6-6 |
-32.1% |
46-0 |
ATR |
19-2 |
18-7 |
-0-3 |
-1.9% |
0-0 |
Volume |
82,221 |
85,336 |
3,115 |
3.8% |
243,874 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
432-0 |
427-0 |
401-3 |
|
R3 |
417-6 |
412-6 |
397-3 |
|
R2 |
403-4 |
403-4 |
396-1 |
|
R1 |
398-4 |
398-4 |
394-6 |
401-0 |
PP |
389-2 |
389-2 |
389-2 |
390-4 |
S1 |
384-2 |
384-2 |
392-2 |
386-6 |
S2 |
375-0 |
375-0 |
390-7 |
|
S3 |
360-6 |
370-0 |
389-5 |
|
S4 |
346-4 |
355-6 |
385-5 |
|
|
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 |
6.6% |
14-7 |
3.8% |
60% |
False |
False |
68,065 |
10 |
438-4 |
378-0 |
60-4 |
15.4% |
14-3 |
3.6% |
26% |
False |
False |
56,475 |
20 |
438-4 |
378-0 |
60-4 |
15.4% |
15-2 |
3.9% |
26% |
False |
False |
47,511 |
40 |
590-4 |
378-0 |
212-4 |
54.0% |
14-4 |
3.7% |
7% |
False |
False |
39,562 |
60 |
643-0 |
378-0 |
265-0 |
67.3% |
14-7 |
3.8% |
6% |
False |
False |
33,784 |
80 |
643-0 |
378-0 |
265-0 |
67.3% |
15-7 |
4.0% |
6% |
False |
False |
29,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
454-6 |
2.618 |
431-4 |
1.618 |
417-2 |
1.000 |
408-4 |
0.618 |
403-0 |
HIGH |
394-2 |
0.618 |
388-6 |
0.500 |
387-1 |
0.382 |
385-4 |
LOW |
380-0 |
0.618 |
371-2 |
1.000 |
365-6 |
1.618 |
357-0 |
2.618 |
342-6 |
4.250 |
319-4 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
391-3 |
392-3 |
PP |
389-2 |
391-1 |
S1 |
387-1 |
390-0 |
|