CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
400-0 |
399-0 |
-1-0 |
-0.3% |
402-4 |
High |
402-4 |
401-0 |
-1-4 |
-0.4% |
403-4 |
Low |
396-0 |
391-4 |
-4-4 |
-1.1% |
378-0 |
Close |
396-4 |
395-2 |
-1-2 |
-0.3% |
397-0 |
Range |
6-4 |
9-4 |
3-0 |
46.2% |
25-4 |
ATR |
16-7 |
16-3 |
-0-4 |
-3.1% |
0-0 |
Volume |
61,838 |
58,060 |
-3,778 |
-6.1% |
336,368 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
424-3 |
419-3 |
400-4 |
|
R3 |
414-7 |
409-7 |
397-7 |
|
R2 |
405-3 |
405-3 |
397-0 |
|
R1 |
400-3 |
400-3 |
396-1 |
398-1 |
PP |
395-7 |
395-7 |
395-7 |
394-6 |
S1 |
390-7 |
390-7 |
394-3 |
388-5 |
S2 |
386-3 |
386-3 |
393-4 |
|
S3 |
376-7 |
381-3 |
392-5 |
|
S4 |
367-3 |
371-7 |
390-0 |
|
|
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 |
380-0 |
26-0 |
6.6% |
10-0 |
2.5% |
59% |
False |
False |
64,424 |
10 |
406-0 |
378-0 |
28-0 |
7.1% |
11-7 |
3.0% |
62% |
False |
False |
61,843 |
20 |
438-4 |
378-0 |
60-4 |
15.3% |
14-4 |
3.7% |
29% |
False |
False |
51,910 |
40 |
582-4 |
378-0 |
204-4 |
51.7% |
14-2 |
3.6% |
8% |
False |
False |
41,435 |
60 |
621-4 |
378-0 |
243-4 |
61.6% |
14-4 |
3.7% |
7% |
False |
False |
36,975 |
80 |
643-0 |
378-0 |
265-0 |
67.0% |
15-4 |
3.9% |
7% |
False |
False |
31,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
441-3 |
2.618 |
425-7 |
1.618 |
416-3 |
1.000 |
410-4 |
0.618 |
406-7 |
HIGH |
401-0 |
0.618 |
397-3 |
0.500 |
396-2 |
0.382 |
395-1 |
LOW |
391-4 |
0.618 |
385-5 |
1.000 |
382-0 |
1.618 |
376-1 |
2.618 |
366-5 |
4.250 |
351-1 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
396-2 |
398-6 |
PP |
395-7 |
397-5 |
S1 |
395-5 |
396-3 |
|