CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
323-4 |
325-2 |
1-6 |
0.5% |
356-0 |
High |
333-0 |
336-2 |
3-2 |
1.0% |
357-4 |
Low |
323-4 |
325-2 |
1-6 |
0.5% |
306-0 |
Close |
330-0 |
327-6 |
-2-2 |
-0.7% |
309-2 |
Range |
9-4 |
11-0 |
1-4 |
15.8% |
51-4 |
ATR |
16-4 |
16-1 |
-0-3 |
-2.4% |
0-0 |
Volume |
178,024 |
107,247 |
-70,777 |
-39.8% |
466,488 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
362-6 |
356-2 |
333-6 |
|
R3 |
351-6 |
345-2 |
330-6 |
|
R2 |
340-6 |
340-6 |
329-6 |
|
R1 |
334-2 |
334-2 |
328-6 |
337-4 |
PP |
329-6 |
329-6 |
329-6 |
331-3 |
S1 |
323-2 |
323-2 |
326-6 |
326-4 |
S2 |
318-6 |
318-6 |
325-6 |
|
S3 |
307-6 |
312-2 |
324-6 |
|
S4 |
296-6 |
301-2 |
321-6 |
|
|
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 |
14.7% |
12-2 |
3.8% |
45% |
False |
False |
118,695 |
10 |
374-4 |
306-0 |
68-4 |
20.9% |
10-2 |
3.1% |
32% |
False |
False |
108,566 |
20 |
406-0 |
306-0 |
100-0 |
30.5% |
11-6 |
3.6% |
22% |
False |
False |
89,526 |
40 |
441-0 |
306-0 |
135-0 |
41.2% |
13-5 |
4.1% |
16% |
False |
False |
64,967 |
60 |
590-4 |
306-0 |
284-4 |
86.8% |
14-2 |
4.3% |
8% |
False |
False |
54,870 |
80 |
643-0 |
306-0 |
337-0 |
102.8% |
14-2 |
4.3% |
6% |
False |
False |
45,197 |
100 |
643-0 |
306-0 |
337-0 |
102.8% |
15-2 |
4.7% |
6% |
False |
False |
39,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
383-0 |
2.618 |
365-0 |
1.618 |
354-0 |
1.000 |
347-2 |
0.618 |
343-0 |
HIGH |
336-2 |
0.618 |
332-0 |
0.500 |
330-6 |
0.382 |
329-4 |
LOW |
325-2 |
0.618 |
318-4 |
1.000 |
314-2 |
1.618 |
307-4 |
2.618 |
296-4 |
4.250 |
278-4 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
330-6 |
325-4 |
PP |
329-6 |
323-3 |
S1 |
328-6 |
321-1 |
|