CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 04-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
345-0 |
346-0 |
1-0 |
0.3% |
362-0 |
High |
354-2 |
346-4 |
-7-6 |
-2.2% |
377-6 |
Low |
345-0 |
333-2 |
-11-6 |
-3.4% |
362-0 |
Close |
348-2 |
334-0 |
-14-2 |
-4.1% |
365-6 |
Range |
9-2 |
13-2 |
4-0 |
43.2% |
15-6 |
ATR |
15-0 |
15-0 |
0-0 |
0.0% |
0-0 |
Volume |
111,264 |
91,569 |
-19,695 |
-17.7% |
442,082 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
377-5 |
369-1 |
341-2 |
|
R3 |
364-3 |
355-7 |
337-5 |
|
R2 |
351-1 |
351-1 |
336-3 |
|
R1 |
342-5 |
342-5 |
335-2 |
340-2 |
PP |
337-7 |
337-7 |
337-7 |
336-6 |
S1 |
329-3 |
329-3 |
332-6 |
327-0 |
S2 |
324-5 |
324-5 |
331-5 |
|
S3 |
311-3 |
316-1 |
330-3 |
|
S4 |
298-1 |
302-7 |
326-6 |
|
|
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 |
368-6 |
333-2 |
35-4 |
10.6% |
9-5 |
2.9% |
2% |
False |
True |
95,729 |
10 |
385-6 |
333-2 |
52-4 |
15.7% |
11-0 |
3.3% |
1% |
False |
True |
94,025 |
20 |
406-0 |
333-2 |
72-6 |
21.8% |
11-4 |
3.4% |
1% |
False |
True |
77,934 |
40 |
459-0 |
333-2 |
125-6 |
37.6% |
13-1 |
3.9% |
1% |
False |
True |
57,158 |
60 |
593-0 |
333-2 |
259-6 |
77.8% |
14-2 |
4.3% |
0% |
False |
True |
49,373 |
80 |
643-0 |
333-2 |
309-6 |
92.7% |
14-5 |
4.4% |
0% |
False |
True |
41,063 |
100 |
697-0 |
333-2 |
363-6 |
108.9% |
15-5 |
4.7% |
0% |
False |
True |
35,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
402-6 |
2.618 |
381-2 |
1.618 |
368-0 |
1.000 |
359-6 |
0.618 |
354-6 |
HIGH |
346-4 |
0.618 |
341-4 |
0.500 |
339-7 |
0.382 |
338-2 |
LOW |
333-2 |
0.618 |
325-0 |
1.000 |
320-0 |
1.618 |
311-6 |
2.618 |
298-4 |
4.250 |
277-0 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
339-7 |
343-6 |
PP |
337-7 |
340-4 |
S1 |
336-0 |
337-2 |
|