CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
400-4 |
387-0 |
-13-4 |
-3.4% |
323-4 |
High |
402-0 |
391-0 |
-11-0 |
-2.7% |
379-4 |
Low |
382-0 |
380-4 |
-1-4 |
-0.4% |
323-4 |
Close |
389-4 |
389-4 |
0-0 |
0.0% |
373-4 |
Range |
20-0 |
10-4 |
-9-4 |
-47.5% |
56-0 |
ATR |
18-3 |
17-7 |
-0-5 |
-3.1% |
0-0 |
Volume |
127,605 |
132,993 |
5,388 |
4.2% |
566,266 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
418-4 |
414-4 |
395-2 |
|
R3 |
408-0 |
404-0 |
392-3 |
|
R2 |
397-4 |
397-4 |
391-3 |
|
R1 |
393-4 |
393-4 |
390-4 |
395-4 |
PP |
387-0 |
387-0 |
387-0 |
388-0 |
S1 |
383-0 |
383-0 |
388-4 |
385-0 |
S2 |
376-4 |
376-4 |
387-5 |
|
S3 |
366-0 |
372-4 |
386-5 |
|
S4 |
355-4 |
362-0 |
383-6 |
|
|
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 |
402-0 |
340-4 |
61-4 |
15.8% |
22-0 |
5.6% |
80% |
False |
False |
124,260 |
10 |
402-0 |
306-0 |
96-0 |
24.6% |
17-7 |
4.6% |
87% |
False |
False |
119,208 |
20 |
402-0 |
306-0 |
96-0 |
24.6% |
14-4 |
3.7% |
87% |
False |
False |
106,617 |
40 |
438-4 |
306-0 |
132-4 |
34.0% |
14-4 |
3.7% |
63% |
False |
False |
79,263 |
60 |
582-4 |
306-0 |
276-4 |
71.0% |
14-2 |
3.7% |
30% |
False |
False |
63,162 |
80 |
621-4 |
306-0 |
315-4 |
81.0% |
14-4 |
3.7% |
26% |
False |
False |
54,385 |
100 |
643-0 |
306-0 |
337-0 |
86.5% |
15-2 |
3.9% |
25% |
False |
False |
46,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
435-5 |
2.618 |
418-4 |
1.618 |
408-0 |
1.000 |
401-4 |
0.618 |
397-4 |
HIGH |
391-0 |
0.618 |
387-0 |
0.500 |
385-6 |
0.382 |
384-4 |
LOW |
380-4 |
0.618 |
374-0 |
1.000 |
370-0 |
1.618 |
363-4 |
2.618 |
353-0 |
4.250 |
335-7 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
388-2 |
389-3 |
PP |
387-0 |
389-1 |
S1 |
385-6 |
389-0 |
|