CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
320-0 |
323-4 |
3-4 |
1.1% |
356-0 |
High |
324-4 |
333-0 |
8-4 |
2.6% |
357-4 |
Low |
306-0 |
323-4 |
17-4 |
5.7% |
306-0 |
Close |
309-2 |
330-0 |
20-6 |
6.7% |
309-2 |
Range |
18-4 |
9-4 |
-9-0 |
-48.6% |
51-4 |
ATR |
15-7 |
16-4 |
0-4 |
3.5% |
0-0 |
Volume |
105,375 |
178,024 |
72,649 |
68.9% |
466,488 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
357-3 |
353-1 |
335-2 |
|
R3 |
347-7 |
343-5 |
332-5 |
|
R2 |
338-3 |
338-3 |
331-6 |
|
R1 |
334-1 |
334-1 |
330-7 |
336-2 |
PP |
328-7 |
328-7 |
328-7 |
329-7 |
S1 |
324-5 |
324-5 |
329-1 |
326-6 |
S2 |
319-3 |
319-3 |
328-2 |
|
S3 |
309-7 |
315-1 |
327-3 |
|
S4 |
300-3 |
305-5 |
324-6 |
|
|
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 |
354-2 |
306-0 |
48-2 |
14.6% |
11-5 |
3.5% |
50% |
False |
False |
117,505 |
10 |
377-6 |
306-0 |
71-6 |
21.7% |
10-5 |
3.2% |
33% |
False |
False |
108,659 |
20 |
406-0 |
306-0 |
100-0 |
30.3% |
11-7 |
3.6% |
24% |
False |
False |
86,584 |
40 |
441-0 |
306-0 |
135-0 |
40.9% |
13-5 |
4.1% |
18% |
False |
False |
62,592 |
60 |
593-0 |
306-0 |
287-0 |
87.0% |
14-4 |
4.4% |
8% |
False |
False |
53,480 |
80 |
643-0 |
306-0 |
337-0 |
102.1% |
14-2 |
4.3% |
7% |
False |
False |
44,058 |
100 |
673-0 |
306-0 |
367-0 |
111.2% |
15-3 |
4.7% |
7% |
False |
False |
38,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
373-3 |
2.618 |
357-7 |
1.618 |
348-3 |
1.000 |
342-4 |
0.618 |
338-7 |
HIGH |
333-0 |
0.618 |
329-3 |
0.500 |
328-2 |
0.382 |
327-1 |
LOW |
323-4 |
0.618 |
317-5 |
1.000 |
314-0 |
1.618 |
308-1 |
2.618 |
298-5 |
4.250 |
283-1 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
329-3 |
328-6 |
PP |
328-7 |
327-4 |
S1 |
328-2 |
326-2 |
|