CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
373-0 |
366-4 |
-6-4 |
-1.7% |
362-0 |
High |
374-4 |
368-6 |
-5-6 |
-1.5% |
377-6 |
Low |
367-0 |
362-4 |
-4-4 |
-1.2% |
362-0 |
Close |
371-0 |
365-6 |
-5-2 |
-1.4% |
365-6 |
Range |
7-4 |
6-2 |
-1-2 |
-16.7% |
15-6 |
ATR |
16-2 |
15-6 |
-0-4 |
-3.4% |
0-0 |
Volume |
115,863 |
117,534 |
1,671 |
1.4% |
442,082 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
384-3 |
381-3 |
369-2 |
|
R3 |
378-1 |
375-1 |
367-4 |
|
R2 |
371-7 |
371-7 |
366-7 |
|
R1 |
368-7 |
368-7 |
366-3 |
367-2 |
PP |
365-5 |
365-5 |
365-5 |
364-7 |
S1 |
362-5 |
362-5 |
365-1 |
361-0 |
S2 |
359-3 |
359-3 |
364-5 |
|
S3 |
353-1 |
356-3 |
364-0 |
|
S4 |
346-7 |
350-1 |
362-2 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
415-6 |
406-4 |
374-3 |
|
R3 |
400-0 |
390-6 |
370-1 |
|
R2 |
384-2 |
384-2 |
368-5 |
|
R1 |
375-0 |
375-0 |
367-2 |
379-5 |
PP |
368-4 |
368-4 |
368-4 |
370-6 |
S1 |
359-2 |
359-2 |
364-2 |
363-7 |
S2 |
352-6 |
352-6 |
362-7 |
|
S3 |
337-0 |
343-4 |
361-3 |
|
S4 |
321-2 |
327-6 |
357-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
377-6 |
353-0 |
24-6 |
6.8% |
12-0 |
3.3% |
52% |
False |
False |
101,472 |
10 |
406-0 |
353-0 |
53-0 |
14.5% |
10-3 |
2.8% |
24% |
False |
False |
81,593 |
20 |
438-4 |
353-0 |
85-4 |
23.4% |
12-3 |
3.4% |
15% |
False |
False |
69,034 |
40 |
487-0 |
353-0 |
134-0 |
36.6% |
13-4 |
3.7% |
10% |
False |
False |
52,234 |
60 |
593-0 |
353-0 |
240-0 |
65.6% |
14-3 |
3.9% |
5% |
False |
False |
44,865 |
80 |
643-0 |
353-0 |
290-0 |
79.3% |
14-6 |
4.0% |
4% |
False |
False |
37,595 |
100 |
730-0 |
353-0 |
377-0 |
103.1% |
15-7 |
4.3% |
3% |
False |
False |
32,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
395-2 |
2.618 |
385-1 |
1.618 |
378-7 |
1.000 |
375-0 |
0.618 |
372-5 |
HIGH |
368-6 |
0.618 |
366-3 |
0.500 |
365-5 |
0.382 |
364-7 |
LOW |
362-4 |
0.618 |
358-5 |
1.000 |
356-2 |
1.618 |
352-3 |
2.618 |
346-1 |
4.250 |
336-0 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
365-6 |
368-4 |
PP |
365-5 |
367-5 |
S1 |
365-5 |
366-5 |
|