CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
390-0 |
398-0 |
8-0 |
2.1% |
402-4 |
High |
398-4 |
406-0 |
7-4 |
1.9% |
403-4 |
Low |
388-0 |
397-0 |
9-0 |
2.3% |
378-0 |
Close |
397-0 |
403-0 |
6-0 |
1.5% |
397-0 |
Range |
10-4 |
9-0 |
-1-4 |
-14.3% |
25-4 |
ATR |
18-2 |
17-5 |
-0-5 |
-3.6% |
0-0 |
Volume |
65,130 |
51,759 |
-13,371 |
-20.5% |
336,368 |
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
429-0 |
425-0 |
408-0 |
|
R3 |
420-0 |
416-0 |
405-4 |
|
R2 |
411-0 |
411-0 |
404-5 |
|
R1 |
407-0 |
407-0 |
403-7 |
409-0 |
PP |
402-0 |
402-0 |
402-0 |
403-0 |
S1 |
398-0 |
398-0 |
402-1 |
400-0 |
S2 |
393-0 |
393-0 |
401-3 |
|
S3 |
384-0 |
389-0 |
400-4 |
|
S4 |
375-0 |
380-0 |
398-0 |
|
|
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 |
406-0 |
378-0 |
28-0 |
6.9% |
14-0 |
3.5% |
89% |
True |
False |
67,946 |
10 |
438-4 |
378-0 |
60-4 |
15.0% |
13-5 |
3.4% |
41% |
False |
False |
56,533 |
20 |
438-4 |
378-0 |
60-4 |
15.0% |
14-5 |
3.6% |
41% |
False |
False |
49,832 |
40 |
590-4 |
378-0 |
212-4 |
52.7% |
14-4 |
3.6% |
12% |
False |
False |
39,996 |
60 |
642-0 |
378-0 |
264-0 |
65.5% |
14-6 |
3.7% |
9% |
False |
False |
35,317 |
80 |
643-0 |
378-0 |
265-0 |
65.8% |
15-5 |
3.9% |
9% |
False |
False |
30,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
444-2 |
2.618 |
429-4 |
1.618 |
420-4 |
1.000 |
415-0 |
0.618 |
411-4 |
HIGH |
406-0 |
0.618 |
402-4 |
0.500 |
401-4 |
0.382 |
400-4 |
LOW |
397-0 |
0.618 |
391-4 |
1.000 |
388-0 |
1.618 |
382-4 |
2.618 |
373-4 |
4.250 |
358-6 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
402-4 |
399-5 |
PP |
402-0 |
396-3 |
S1 |
401-4 |
393-0 |
|