CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
346-0 |
320-0 |
-26-0 |
-7.5% |
356-0 |
High |
346-4 |
324-4 |
-22-0 |
-6.3% |
357-4 |
Low |
333-2 |
306-0 |
-27-2 |
-8.2% |
306-0 |
Close |
334-0 |
309-2 |
-24-6 |
-7.4% |
309-2 |
Range |
13-2 |
18-4 |
5-2 |
39.6% |
51-4 |
ATR |
15-0 |
15-7 |
0-7 |
6.2% |
0-0 |
Volume |
91,569 |
105,375 |
13,806 |
15.1% |
466,488 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
368-6 |
357-4 |
319-3 |
|
R3 |
350-2 |
339-0 |
314-3 |
|
R2 |
331-6 |
331-6 |
312-5 |
|
R1 |
320-4 |
320-4 |
311-0 |
316-7 |
PP |
313-2 |
313-2 |
313-2 |
311-4 |
S1 |
302-0 |
302-0 |
307-4 |
298-3 |
S2 |
294-6 |
294-6 |
305-7 |
|
S3 |
276-2 |
283-4 |
304-1 |
|
S4 |
257-6 |
265-0 |
299-1 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
478-6 |
445-4 |
337-5 |
|
R3 |
427-2 |
394-0 |
323-3 |
|
R2 |
375-6 |
375-6 |
318-6 |
|
R1 |
342-4 |
342-4 |
314-0 |
333-3 |
PP |
324-2 |
324-2 |
324-2 |
319-6 |
S1 |
291-0 |
291-0 |
304-4 |
281-7 |
S2 |
272-6 |
272-6 |
299-6 |
|
S3 |
221-2 |
239-4 |
295-1 |
|
S4 |
169-6 |
188-0 |
280-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
357-4 |
306-0 |
51-4 |
16.7% |
12-1 |
3.9% |
6% |
False |
True |
93,297 |
10 |
377-6 |
306-0 |
71-6 |
23.2% |
12-0 |
3.9% |
5% |
False |
True |
97,385 |
20 |
406-0 |
306-0 |
100-0 |
32.3% |
12-0 |
3.9% |
3% |
False |
True |
81,137 |
40 |
441-0 |
306-0 |
135-0 |
43.7% |
13-3 |
4.3% |
2% |
False |
True |
58,966 |
60 |
593-0 |
306-0 |
287-0 |
92.8% |
14-4 |
4.7% |
1% |
False |
True |
50,777 |
80 |
643-0 |
306-0 |
337-0 |
109.0% |
14-4 |
4.7% |
1% |
False |
True |
42,035 |
100 |
697-0 |
306-0 |
391-0 |
126.4% |
15-5 |
5.1% |
1% |
False |
True |
36,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403-1 |
2.618 |
372-7 |
1.618 |
354-3 |
1.000 |
343-0 |
0.618 |
335-7 |
HIGH |
324-4 |
0.618 |
317-3 |
0.500 |
315-2 |
0.382 |
313-1 |
LOW |
306-0 |
0.618 |
294-5 |
1.000 |
287-4 |
1.618 |
276-1 |
2.618 |
257-5 |
4.250 |
227-3 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
315-2 |
330-1 |
PP |
313-2 |
323-1 |
S1 |
311-2 |
316-2 |
|