CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
362-0 |
368-0 |
6-0 |
1.7% |
398-0 |
High |
377-6 |
371-0 |
-6-6 |
-1.8% |
406-0 |
Low |
362-0 |
363-6 |
1-6 |
0.5% |
353-0 |
Close |
371-0 |
370-4 |
-0-4 |
-0.1% |
354-2 |
Range |
15-6 |
7-2 |
-8-4 |
-54.0% |
53-0 |
ATR |
17-5 |
16-7 |
-0-6 |
-4.2% |
0-0 |
Volume |
108,174 |
100,511 |
-7,663 |
-7.1% |
308,718 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390-1 |
387-5 |
374-4 |
|
R3 |
382-7 |
380-3 |
372-4 |
|
R2 |
375-5 |
375-5 |
371-7 |
|
R1 |
373-1 |
373-1 |
371-1 |
374-3 |
PP |
368-3 |
368-3 |
368-3 |
369-0 |
S1 |
365-7 |
365-7 |
369-7 |
367-1 |
S2 |
361-1 |
361-1 |
369-1 |
|
S3 |
353-7 |
358-5 |
368-4 |
|
S4 |
346-5 |
351-3 |
366-4 |
|
|
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 |
401-0 |
353-0 |
48-0 |
13.0% |
12-7 |
3.5% |
36% |
False |
False |
80,761 |
10 |
406-0 |
353-0 |
53-0 |
14.3% |
12-4 |
3.4% |
33% |
False |
False |
75,009 |
20 |
438-4 |
353-0 |
85-4 |
23.1% |
13-3 |
3.6% |
20% |
False |
False |
61,042 |
40 |
515-0 |
353-0 |
162-0 |
43.7% |
14-1 |
3.8% |
11% |
False |
False |
48,286 |
60 |
593-0 |
353-0 |
240-0 |
64.8% |
14-4 |
3.9% |
7% |
False |
False |
41,577 |
80 |
643-0 |
353-0 |
290-0 |
78.3% |
15-1 |
4.1% |
6% |
False |
False |
35,079 |
100 |
745-0 |
353-0 |
392-0 |
105.8% |
16-1 |
4.3% |
4% |
False |
False |
30,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
401-6 |
2.618 |
390-0 |
1.618 |
382-6 |
1.000 |
378-2 |
0.618 |
375-4 |
HIGH |
371-0 |
0.618 |
368-2 |
0.500 |
367-3 |
0.382 |
366-4 |
LOW |
363-6 |
0.618 |
359-2 |
1.000 |
356-4 |
1.618 |
352-0 |
2.618 |
344-6 |
4.250 |
333-0 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
369-4 |
368-6 |
PP |
368-3 |
367-1 |
S1 |
367-3 |
365-3 |
|