CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 02-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
356-0 |
351-4 |
-4-4 |
-1.3% |
362-0 |
High |
357-4 |
353-4 |
-4-0 |
-1.1% |
377-6 |
Low |
345-4 |
346-0 |
0-4 |
0.1% |
362-0 |
Close |
348-6 |
348-2 |
-0-4 |
-0.1% |
365-6 |
Range |
12-0 |
7-4 |
-4-4 |
-37.5% |
15-6 |
ATR |
16-0 |
15-3 |
-0-5 |
-3.8% |
0-0 |
Volume |
56,985 |
101,295 |
44,310 |
77.8% |
442,082 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
371-6 |
367-4 |
352-3 |
|
R3 |
364-2 |
360-0 |
350-2 |
|
R2 |
356-6 |
356-6 |
349-5 |
|
R1 |
352-4 |
352-4 |
349-0 |
350-7 |
PP |
349-2 |
349-2 |
349-2 |
348-4 |
S1 |
345-0 |
345-0 |
347-4 |
343-3 |
S2 |
341-6 |
341-6 |
346-7 |
|
S3 |
334-2 |
337-4 |
346-2 |
|
S4 |
326-6 |
330-0 |
344-1 |
|
|
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 |
374-4 |
345-4 |
29-0 |
8.3% |
8-1 |
2.3% |
9% |
False |
False |
98,437 |
10 |
402-4 |
345-4 |
57-0 |
16.4% |
10-3 |
3.0% |
5% |
False |
False |
85,732 |
20 |
438-4 |
345-4 |
93-0 |
26.7% |
12-0 |
3.4% |
3% |
False |
False |
71,132 |
40 |
459-0 |
345-4 |
113-4 |
32.6% |
13-4 |
3.9% |
2% |
False |
False |
54,986 |
60 |
593-0 |
345-4 |
247-4 |
71.1% |
14-3 |
4.1% |
1% |
False |
False |
46,913 |
80 |
643-0 |
345-4 |
297-4 |
85.4% |
14-6 |
4.2% |
1% |
False |
False |
39,151 |
100 |
710-4 |
345-4 |
365-0 |
104.8% |
15-6 |
4.5% |
1% |
False |
False |
34,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
385-3 |
2.618 |
373-1 |
1.618 |
365-5 |
1.000 |
361-0 |
0.618 |
358-1 |
HIGH |
353-4 |
0.618 |
350-5 |
0.500 |
349-6 |
0.382 |
348-7 |
LOW |
346-0 |
0.618 |
341-3 |
1.000 |
338-4 |
1.618 |
333-7 |
2.618 |
326-3 |
4.250 |
314-1 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
349-6 |
357-1 |
PP |
349-2 |
354-1 |
S1 |
348-6 |
351-2 |
|