CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
381-0 |
375-0 |
-6-0 |
-1.6% |
398-0 |
| High |
385-6 |
376-0 |
-9-6 |
-2.5% |
406-0 |
| Low |
377-0 |
353-0 |
-24-0 |
-6.4% |
353-0 |
| Close |
380-0 |
354-2 |
-25-6 |
-6.8% |
354-2 |
| Range |
8-6 |
23-0 |
14-2 |
162.9% |
53-0 |
| ATR |
16-4 |
17-2 |
0-6 |
4.6% |
0-0 |
| Volume |
71,779 |
65,282 |
-6,497 |
-9.1% |
308,718 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
430-1 |
415-1 |
366-7 |
|
| R3 |
407-1 |
392-1 |
360-5 |
|
| R2 |
384-1 |
384-1 |
358-4 |
|
| R1 |
369-1 |
369-1 |
356-3 |
365-1 |
| PP |
361-1 |
361-1 |
361-1 |
359-0 |
| S1 |
346-1 |
346-1 |
352-1 |
342-1 |
| S2 |
338-1 |
338-1 |
350-0 |
|
| S3 |
315-1 |
323-1 |
347-7 |
|
| S4 |
292-1 |
300-1 |
341-5 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
530-1 |
495-1 |
383-3 |
|
| R3 |
477-1 |
442-1 |
368-7 |
|
| R2 |
424-1 |
424-1 |
364-0 |
|
| R1 |
389-1 |
389-1 |
359-1 |
380-1 |
| PP |
371-1 |
371-1 |
371-1 |
366-4 |
| S1 |
336-1 |
336-1 |
349-3 |
327-1 |
| S2 |
318-1 |
318-1 |
344-4 |
|
| S3 |
265-1 |
283-1 |
339-5 |
|
| S4 |
212-1 |
230-1 |
325-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
406-0 |
353-0 |
53-0 |
15.0% |
11-3 |
3.2% |
2% |
False |
True |
61,743 |
| 10 |
406-0 |
353-0 |
53-0 |
15.0% |
13-0 |
3.7% |
2% |
False |
True |
64,508 |
| 20 |
438-4 |
353-0 |
85-4 |
24.1% |
14-2 |
4.0% |
1% |
False |
True |
54,163 |
| 40 |
542-0 |
353-0 |
189-0 |
53.4% |
14-4 |
4.1% |
1% |
False |
True |
43,977 |
| 60 |
618-0 |
353-0 |
265-0 |
74.8% |
14-5 |
4.1% |
0% |
False |
True |
38,759 |
| 80 |
643-0 |
353-0 |
290-0 |
81.9% |
15-4 |
4.4% |
0% |
False |
True |
32,848 |
| 100 |
799-0 |
353-0 |
446-0 |
125.9% |
16-0 |
4.5% |
0% |
False |
True |
28,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
473-6 |
|
2.618 |
436-2 |
|
1.618 |
413-2 |
|
1.000 |
399-0 |
|
0.618 |
390-2 |
|
HIGH |
376-0 |
|
0.618 |
367-2 |
|
0.500 |
364-4 |
|
0.382 |
361-6 |
|
LOW |
353-0 |
|
0.618 |
338-6 |
|
1.000 |
330-0 |
|
1.618 |
315-6 |
|
2.618 |
292-6 |
|
4.250 |
255-2 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
364-4 |
377-0 |
| PP |
361-1 |
369-3 |
| S1 |
357-5 |
361-7 |
|