CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 15-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
341-0 |
387-4 |
46-4 |
13.6% |
323-4 |
High |
379-4 |
391-0 |
11-4 |
3.0% |
379-4 |
Low |
340-4 |
373-4 |
33-0 |
9.7% |
323-4 |
Close |
373-4 |
375-2 |
1-6 |
0.5% |
373-4 |
Range |
39-0 |
17-4 |
-21-4 |
-55.1% |
56-0 |
ATR |
17-7 |
17-7 |
0-0 |
-0.2% |
0-0 |
Volume |
100,855 |
155,696 |
54,841 |
54.4% |
566,266 |
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
432-3 |
421-3 |
384-7 |
|
R3 |
414-7 |
403-7 |
380-0 |
|
R2 |
397-3 |
397-3 |
378-4 |
|
R1 |
386-3 |
386-3 |
376-7 |
383-1 |
PP |
379-7 |
379-7 |
379-7 |
378-2 |
S1 |
368-7 |
368-7 |
373-5 |
365-5 |
S2 |
362-3 |
362-3 |
372-0 |
|
S3 |
344-7 |
351-3 |
370-4 |
|
S4 |
327-3 |
333-7 |
365-5 |
|
|
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 |
391-0 |
325-2 |
65-6 |
17.5% |
19-4 |
5.2% |
76% |
True |
False |
108,787 |
10 |
391-0 |
306-0 |
85-0 |
22.7% |
15-4 |
4.1% |
81% |
True |
False |
113,146 |
20 |
406-0 |
306-0 |
100-0 |
26.6% |
13-0 |
3.5% |
69% |
False |
False |
96,962 |
40 |
438-4 |
306-0 |
132-4 |
35.3% |
13-7 |
3.7% |
52% |
False |
False |
72,765 |
60 |
590-4 |
306-0 |
284-4 |
75.8% |
14-0 |
3.7% |
24% |
False |
False |
58,586 |
80 |
642-0 |
306-0 |
336-0 |
89.5% |
14-3 |
3.8% |
21% |
False |
False |
50,315 |
100 |
643-0 |
306-0 |
337-0 |
89.8% |
15-2 |
4.0% |
21% |
False |
False |
43,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
465-3 |
2.618 |
436-7 |
1.618 |
419-3 |
1.000 |
408-4 |
0.618 |
401-7 |
HIGH |
391-0 |
0.618 |
384-3 |
0.500 |
382-2 |
0.382 |
380-1 |
LOW |
373-4 |
0.618 |
362-5 |
1.000 |
356-0 |
1.618 |
345-1 |
2.618 |
327-5 |
4.250 |
299-1 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
382-2 |
371-7 |
PP |
379-7 |
368-3 |
S1 |
377-5 |
365-0 |
|