CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 01-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
366-4 |
356-0 |
-10-4 |
-2.9% |
362-0 |
High |
368-6 |
357-4 |
-11-2 |
-3.1% |
377-6 |
Low |
362-4 |
345-4 |
-17-0 |
-4.7% |
362-0 |
Close |
365-6 |
348-6 |
-17-0 |
-4.6% |
365-6 |
Range |
6-2 |
12-0 |
5-6 |
92.0% |
15-6 |
ATR |
15-6 |
16-0 |
0-3 |
2.1% |
0-0 |
Volume |
117,534 |
56,985 |
-60,549 |
-51.5% |
442,082 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-5 |
379-5 |
355-3 |
|
R3 |
374-5 |
367-5 |
352-0 |
|
R2 |
362-5 |
362-5 |
351-0 |
|
R1 |
355-5 |
355-5 |
349-7 |
353-1 |
PP |
350-5 |
350-5 |
350-5 |
349-2 |
S1 |
343-5 |
343-5 |
347-5 |
341-1 |
S2 |
338-5 |
338-5 |
346-4 |
|
S3 |
326-5 |
331-5 |
345-4 |
|
S4 |
314-5 |
319-5 |
342-1 |
|
|
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 |
345-4 |
32-2 |
9.2% |
9-6 |
2.8% |
10% |
False |
True |
99,813 |
10 |
406-0 |
345-4 |
60-4 |
17.3% |
10-4 |
3.0% |
5% |
False |
True |
80,778 |
20 |
438-4 |
345-4 |
93-0 |
26.7% |
12-4 |
3.6% |
3% |
False |
True |
69,401 |
40 |
459-0 |
345-4 |
113-4 |
32.5% |
13-4 |
3.9% |
3% |
False |
True |
52,960 |
60 |
593-0 |
345-4 |
247-4 |
71.0% |
14-3 |
4.1% |
1% |
False |
True |
45,542 |
80 |
643-0 |
345-4 |
297-4 |
85.3% |
14-6 |
4.2% |
1% |
False |
True |
38,008 |
100 |
730-0 |
345-4 |
384-4 |
110.3% |
15-7 |
4.6% |
1% |
False |
True |
33,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-4 |
2.618 |
388-7 |
1.618 |
376-7 |
1.000 |
369-4 |
0.618 |
364-7 |
HIGH |
357-4 |
0.618 |
352-7 |
0.500 |
351-4 |
0.382 |
350-1 |
LOW |
345-4 |
0.618 |
338-1 |
1.000 |
333-4 |
1.618 |
326-1 |
2.618 |
314-1 |
4.250 |
294-4 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
351-4 |
360-0 |
PP |
350-5 |
356-2 |
S1 |
349-5 |
352-4 |
|