CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
340-4 |
341-0 |
0-4 |
0.1% |
323-4 |
High |
357-4 |
379-4 |
22-0 |
6.2% |
379-4 |
Low |
339-0 |
340-4 |
1-4 |
0.4% |
323-4 |
Close |
351-4 |
373-4 |
22-0 |
6.3% |
373-4 |
Range |
18-4 |
39-0 |
20-4 |
110.8% |
56-0 |
ATR |
16-2 |
17-7 |
1-5 |
10.0% |
0-0 |
Volume |
98,825 |
100,855 |
2,030 |
2.1% |
566,266 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
481-4 |
466-4 |
395-0 |
|
R3 |
442-4 |
427-4 |
384-2 |
|
R2 |
403-4 |
403-4 |
380-5 |
|
R1 |
388-4 |
388-4 |
377-1 |
396-0 |
PP |
364-4 |
364-4 |
364-4 |
368-2 |
S1 |
349-4 |
349-4 |
369-7 |
357-0 |
S2 |
325-4 |
325-4 |
366-3 |
|
S3 |
286-4 |
310-4 |
362-6 |
|
S4 |
247-4 |
271-4 |
352-0 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
526-7 |
506-1 |
404-2 |
|
R3 |
470-7 |
450-1 |
388-7 |
|
R2 |
414-7 |
414-7 |
383-6 |
|
R1 |
394-1 |
394-1 |
378-5 |
404-4 |
PP |
358-7 |
358-7 |
358-7 |
364-0 |
S1 |
338-1 |
338-1 |
368-3 |
348-4 |
S2 |
302-7 |
302-7 |
363-2 |
|
S3 |
246-7 |
282-1 |
358-1 |
|
S4 |
190-7 |
226-1 |
342-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
379-4 |
323-4 |
56-0 |
15.0% |
17-7 |
4.8% |
89% |
True |
False |
113,253 |
10 |
379-4 |
306-0 |
73-4 |
19.7% |
15-0 |
4.0% |
92% |
True |
False |
103,275 |
20 |
406-0 |
306-0 |
100-0 |
26.8% |
12-6 |
3.4% |
68% |
False |
False |
92,434 |
40 |
438-4 |
306-0 |
132-4 |
35.5% |
14-0 |
3.7% |
51% |
False |
False |
69,972 |
60 |
590-4 |
306-0 |
284-4 |
76.2% |
13-7 |
3.7% |
24% |
False |
False |
57,186 |
80 |
643-0 |
306-0 |
337-0 |
90.2% |
14-3 |
3.8% |
20% |
False |
False |
48,446 |
100 |
643-0 |
306-0 |
337-0 |
90.2% |
15-2 |
4.1% |
20% |
False |
False |
41,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
545-2 |
2.618 |
481-5 |
1.618 |
442-5 |
1.000 |
418-4 |
0.618 |
403-5 |
HIGH |
379-4 |
0.618 |
364-5 |
0.500 |
360-0 |
0.382 |
355-3 |
LOW |
340-4 |
0.618 |
316-3 |
1.000 |
301-4 |
1.618 |
277-3 |
2.618 |
238-3 |
4.250 |
174-6 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
369-0 |
367-6 |
PP |
364-4 |
362-0 |
S1 |
360-0 |
356-2 |
|