CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
325-2 |
341-4 |
16-2 |
5.0% |
356-0 |
High |
336-2 |
344-2 |
8-0 |
2.4% |
357-4 |
Low |
325-2 |
333-0 |
7-6 |
2.4% |
306-0 |
Close |
327-6 |
342-0 |
14-2 |
4.3% |
309-2 |
Range |
11-0 |
11-2 |
0-2 |
2.3% |
51-4 |
ATR |
16-1 |
16-1 |
0-0 |
0.2% |
0-0 |
Volume |
107,247 |
81,315 |
-25,932 |
-24.2% |
466,488 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
373-4 |
369-0 |
348-2 |
|
R3 |
362-2 |
357-6 |
345-1 |
|
R2 |
351-0 |
351-0 |
344-0 |
|
R1 |
346-4 |
346-4 |
343-0 |
348-6 |
PP |
339-6 |
339-6 |
339-6 |
340-7 |
S1 |
335-2 |
335-2 |
341-0 |
337-4 |
S2 |
328-4 |
328-4 |
340-0 |
|
S3 |
317-2 |
324-0 |
338-7 |
|
S4 |
306-0 |
312-6 |
335-6 |
|
|
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 |
346-4 |
306-0 |
40-4 |
11.8% |
12-6 |
3.7% |
89% |
False |
False |
112,706 |
10 |
374-4 |
306-0 |
68-4 |
20.0% |
10-5 |
3.1% |
53% |
False |
False |
106,647 |
20 |
406-0 |
306-0 |
100-0 |
29.2% |
11-5 |
3.4% |
36% |
False |
False |
90,828 |
40 |
438-4 |
306-0 |
132-4 |
38.7% |
13-4 |
4.0% |
27% |
False |
False |
66,321 |
60 |
590-4 |
306-0 |
284-4 |
83.2% |
14-0 |
4.1% |
13% |
False |
False |
55,588 |
80 |
643-0 |
306-0 |
337-0 |
98.5% |
14-1 |
4.1% |
11% |
False |
False |
46,130 |
100 |
643-0 |
306-0 |
337-0 |
98.5% |
15-1 |
4.4% |
11% |
False |
False |
40,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
392-0 |
2.618 |
373-6 |
1.618 |
362-4 |
1.000 |
355-4 |
0.618 |
351-2 |
HIGH |
344-2 |
0.618 |
340-0 |
0.500 |
338-5 |
0.382 |
337-2 |
LOW |
333-0 |
0.618 |
326-0 |
1.000 |
321-6 |
1.618 |
314-6 |
2.618 |
303-4 |
4.250 |
285-2 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
340-7 |
339-2 |
PP |
339-6 |
336-5 |
S1 |
338-5 |
333-7 |
|