CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
387-4 |
376-0 |
-11-4 |
-3.0% |
323-4 |
| High |
391-0 |
399-0 |
8-0 |
2.0% |
379-4 |
| Low |
373-4 |
376-0 |
2-4 |
0.7% |
323-4 |
| Close |
375-2 |
394-0 |
18-6 |
5.0% |
373-4 |
| Range |
17-4 |
23-0 |
5-4 |
31.4% |
56-0 |
| ATR |
17-7 |
18-2 |
0-3 |
2.3% |
0-0 |
| Volume |
155,696 |
104,152 |
-51,544 |
-33.1% |
566,266 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
458-5 |
449-3 |
406-5 |
|
| R3 |
435-5 |
426-3 |
400-3 |
|
| R2 |
412-5 |
412-5 |
398-2 |
|
| R1 |
403-3 |
403-3 |
396-1 |
408-0 |
| PP |
389-5 |
389-5 |
389-5 |
392-0 |
| S1 |
380-3 |
380-3 |
391-7 |
385-0 |
| S2 |
366-5 |
366-5 |
389-6 |
|
| S3 |
343-5 |
357-3 |
387-5 |
|
| S4 |
320-5 |
334-3 |
381-3 |
|
|
| 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 |
399-0 |
333-0 |
66-0 |
16.8% |
21-7 |
5.5% |
92% |
True |
False |
108,168 |
| 10 |
399-0 |
306-0 |
93-0 |
23.6% |
17-1 |
4.3% |
95% |
True |
False |
113,432 |
| 20 |
402-4 |
306-0 |
96-4 |
24.5% |
13-6 |
3.5% |
91% |
False |
False |
99,582 |
| 40 |
438-4 |
306-0 |
132-4 |
33.6% |
14-1 |
3.6% |
66% |
False |
False |
74,707 |
| 60 |
590-4 |
306-0 |
284-4 |
72.2% |
14-2 |
3.6% |
31% |
False |
False |
59,858 |
| 80 |
642-0 |
306-0 |
336-0 |
85.3% |
14-4 |
3.7% |
26% |
False |
False |
51,383 |
| 100 |
643-0 |
306-0 |
337-0 |
85.5% |
15-2 |
3.9% |
26% |
False |
False |
44,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
496-6 |
|
2.618 |
459-2 |
|
1.618 |
436-2 |
|
1.000 |
422-0 |
|
0.618 |
413-2 |
|
HIGH |
399-0 |
|
0.618 |
390-2 |
|
0.500 |
387-4 |
|
0.382 |
384-6 |
|
LOW |
376-0 |
|
0.618 |
361-6 |
|
1.000 |
353-0 |
|
1.618 |
338-6 |
|
2.618 |
315-6 |
|
4.250 |
278-2 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
391-7 |
385-7 |
| PP |
389-5 |
377-7 |
| S1 |
387-4 |
369-6 |
|