CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
399-0 |
381-0 |
-18-0 |
-4.5% |
402-4 |
| High |
401-0 |
385-6 |
-15-2 |
-3.8% |
403-4 |
| Low |
391-4 |
377-0 |
-14-4 |
-3.7% |
378-0 |
| Close |
395-2 |
380-0 |
-15-2 |
-3.9% |
397-0 |
| Range |
9-4 |
8-6 |
-0-6 |
-7.9% |
25-4 |
| ATR |
16-3 |
16-4 |
0-1 |
0.8% |
0-0 |
| Volume |
58,060 |
71,779 |
13,719 |
23.6% |
336,368 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
407-1 |
402-3 |
384-6 |
|
| R3 |
398-3 |
393-5 |
382-3 |
|
| R2 |
389-5 |
389-5 |
381-5 |
|
| R1 |
384-7 |
384-7 |
380-6 |
382-7 |
| PP |
380-7 |
380-7 |
380-7 |
380-0 |
| S1 |
376-1 |
376-1 |
379-2 |
374-1 |
| S2 |
372-1 |
372-1 |
378-3 |
|
| S3 |
363-3 |
367-3 |
377-5 |
|
| S4 |
354-5 |
358-5 |
375-2 |
|
|
| 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 |
406-0 |
377-0 |
29-0 |
7.6% |
8-7 |
2.3% |
10% |
False |
True |
61,713 |
| 10 |
406-0 |
377-0 |
29-0 |
7.6% |
11-7 |
3.1% |
10% |
False |
True |
64,889 |
| 20 |
438-4 |
377-0 |
61-4 |
16.2% |
14-1 |
3.7% |
5% |
False |
True |
52,937 |
| 40 |
570-4 |
377-0 |
193-4 |
50.9% |
14-2 |
3.7% |
2% |
False |
True |
42,820 |
| 60 |
618-0 |
377-0 |
241-0 |
63.4% |
14-3 |
3.8% |
1% |
False |
True |
38,007 |
| 80 |
643-0 |
377-0 |
266-0 |
70.0% |
15-3 |
4.0% |
1% |
False |
True |
32,157 |
| 100 |
799-0 |
377-0 |
422-0 |
111.1% |
16-1 |
4.2% |
1% |
False |
True |
28,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
423-0 |
|
2.618 |
408-5 |
|
1.618 |
399-7 |
|
1.000 |
394-4 |
|
0.618 |
391-1 |
|
HIGH |
385-6 |
|
0.618 |
382-3 |
|
0.500 |
381-3 |
|
0.382 |
380-3 |
|
LOW |
377-0 |
|
0.618 |
371-5 |
|
1.000 |
368-2 |
|
1.618 |
362-7 |
|
2.618 |
354-1 |
|
4.250 |
339-6 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
381-3 |
389-6 |
| PP |
380-7 |
386-4 |
| S1 |
380-4 |
383-2 |
|