CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
391-0 |
390-0 |
-1-0 |
-0.3% |
402-4 |
High |
394-2 |
398-4 |
4-2 |
1.1% |
403-4 |
Low |
380-0 |
388-0 |
8-0 |
2.1% |
378-0 |
Close |
393-4 |
397-0 |
3-4 |
0.9% |
397-0 |
Range |
14-2 |
10-4 |
-3-6 |
-26.3% |
25-4 |
ATR |
18-7 |
18-2 |
-0-5 |
-3.2% |
0-0 |
Volume |
85,336 |
65,130 |
-20,206 |
-23.7% |
336,368 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
426-0 |
422-0 |
402-6 |
|
R3 |
415-4 |
411-4 |
399-7 |
|
R2 |
405-0 |
405-0 |
398-7 |
|
R1 |
401-0 |
401-0 |
398-0 |
403-0 |
PP |
394-4 |
394-4 |
394-4 |
395-4 |
S1 |
390-4 |
390-4 |
396-0 |
392-4 |
S2 |
384-0 |
384-0 |
395-1 |
|
S3 |
373-4 |
380-0 |
394-1 |
|
S4 |
363-0 |
369-4 |
391-2 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
469-3 |
458-5 |
411-0 |
|
R3 |
443-7 |
433-1 |
404-0 |
|
R2 |
418-3 |
418-3 |
401-5 |
|
R1 |
407-5 |
407-5 |
399-3 |
400-2 |
PP |
392-7 |
392-7 |
392-7 |
389-1 |
S1 |
382-1 |
382-1 |
394-5 |
374-6 |
S2 |
367-3 |
367-3 |
392-3 |
|
S3 |
341-7 |
356-5 |
390-0 |
|
S4 |
316-3 |
331-1 |
383-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
403-4 |
378-0 |
25-4 |
6.4% |
14-6 |
3.7% |
75% |
False |
False |
67,273 |
10 |
438-4 |
378-0 |
60-4 |
15.2% |
14-3 |
3.6% |
31% |
False |
False |
58,024 |
20 |
438-4 |
378-0 |
60-4 |
15.2% |
14-6 |
3.7% |
31% |
False |
False |
48,568 |
40 |
590-4 |
378-0 |
212-4 |
53.5% |
14-4 |
3.6% |
9% |
False |
False |
39,398 |
60 |
642-0 |
378-0 |
264-0 |
66.5% |
14-7 |
3.7% |
7% |
False |
False |
34,766 |
80 |
643-0 |
378-0 |
265-0 |
66.8% |
15-6 |
4.0% |
7% |
False |
False |
29,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
443-1 |
2.618 |
426-0 |
1.618 |
415-4 |
1.000 |
409-0 |
0.618 |
405-0 |
HIGH |
398-4 |
0.618 |
394-4 |
0.500 |
393-2 |
0.382 |
392-0 |
LOW |
388-0 |
0.618 |
381-4 |
1.000 |
377-4 |
1.618 |
371-0 |
2.618 |
360-4 |
4.250 |
343-3 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
395-6 |
395-0 |
PP |
394-4 |
393-0 |
S1 |
393-2 |
391-0 |
|