CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
341-4 |
340-4 |
-1-0 |
-0.3% |
356-0 |
High |
344-2 |
357-4 |
13-2 |
3.8% |
357-4 |
Low |
333-0 |
339-0 |
6-0 |
1.8% |
306-0 |
Close |
342-0 |
351-4 |
9-4 |
2.8% |
309-2 |
Range |
11-2 |
18-4 |
7-2 |
64.4% |
51-4 |
ATR |
16-1 |
16-2 |
0-1 |
1.1% |
0-0 |
Volume |
81,315 |
98,825 |
17,510 |
21.5% |
466,488 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
404-7 |
396-5 |
361-5 |
|
R3 |
386-3 |
378-1 |
356-5 |
|
R2 |
367-7 |
367-7 |
354-7 |
|
R1 |
359-5 |
359-5 |
353-2 |
363-6 |
PP |
349-3 |
349-3 |
349-3 |
351-3 |
S1 |
341-1 |
341-1 |
349-6 |
345-2 |
S2 |
330-7 |
330-7 |
348-1 |
|
S3 |
312-3 |
322-5 |
346-3 |
|
S4 |
293-7 |
304-1 |
341-3 |
|
|
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 |
14.7% |
13-6 |
3.9% |
88% |
True |
False |
114,157 |
10 |
368-6 |
306-0 |
62-6 |
17.9% |
11-6 |
3.3% |
73% |
False |
False |
104,943 |
20 |
406-0 |
306-0 |
100-0 |
28.4% |
11-4 |
3.3% |
46% |
False |
False |
91,658 |
40 |
438-4 |
306-0 |
132-4 |
37.7% |
13-4 |
3.8% |
34% |
False |
False |
68,248 |
60 |
590-4 |
306-0 |
284-4 |
80.9% |
13-6 |
3.9% |
16% |
False |
False |
56,409 |
80 |
643-0 |
306-0 |
337-0 |
95.9% |
14-0 |
4.0% |
14% |
False |
False |
47,284 |
100 |
643-0 |
306-0 |
337-0 |
95.9% |
15-2 |
4.3% |
14% |
False |
False |
40,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
436-1 |
2.618 |
405-7 |
1.618 |
387-3 |
1.000 |
376-0 |
0.618 |
368-7 |
HIGH |
357-4 |
0.618 |
350-3 |
0.500 |
348-2 |
0.382 |
346-1 |
LOW |
339-0 |
0.618 |
327-5 |
1.000 |
320-4 |
1.618 |
309-1 |
2.618 |
290-5 |
4.250 |
260-3 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
350-3 |
348-1 |
PP |
349-3 |
344-6 |
S1 |
348-2 |
341-3 |
|