CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 19-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
387-0 |
382-0 |
-5-0 |
-1.3% |
387-4 |
High |
391-0 |
384-0 |
-7-0 |
-1.8% |
402-0 |
Low |
380-4 |
375-4 |
-5-0 |
-1.3% |
373-4 |
Close |
389-4 |
380-6 |
-8-6 |
-2.2% |
380-6 |
Range |
10-4 |
8-4 |
-2-0 |
-19.0% |
28-4 |
ATR |
17-7 |
17-5 |
-0-2 |
-1.5% |
0-0 |
Volume |
132,993 |
73,190 |
-59,803 |
-45.0% |
593,636 |
|
Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-5 |
401-5 |
385-3 |
|
R3 |
397-1 |
393-1 |
383-1 |
|
R2 |
388-5 |
388-5 |
382-2 |
|
R1 |
384-5 |
384-5 |
381-4 |
382-3 |
PP |
380-1 |
380-1 |
380-1 |
379-0 |
S1 |
376-1 |
376-1 |
380-0 |
373-7 |
S2 |
371-5 |
371-5 |
379-2 |
|
S3 |
363-1 |
367-5 |
378-3 |
|
S4 |
354-5 |
359-1 |
376-1 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
470-7 |
454-3 |
396-3 |
|
R3 |
442-3 |
425-7 |
388-5 |
|
R2 |
413-7 |
413-7 |
386-0 |
|
R1 |
397-3 |
397-3 |
383-3 |
391-3 |
PP |
385-3 |
385-3 |
385-3 |
382-4 |
S1 |
368-7 |
368-7 |
378-1 |
362-7 |
S2 |
356-7 |
356-7 |
375-4 |
|
S3 |
328-3 |
340-3 |
372-7 |
|
S4 |
299-7 |
311-7 |
365-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
402-0 |
373-4 |
28-4 |
7.5% |
15-7 |
4.2% |
25% |
False |
False |
118,727 |
10 |
402-0 |
323-4 |
78-4 |
20.6% |
16-7 |
4.4% |
73% |
False |
False |
115,990 |
20 |
402-0 |
306-0 |
96-0 |
25.2% |
14-4 |
3.8% |
78% |
False |
False |
106,687 |
40 |
438-4 |
306-0 |
132-4 |
34.8% |
14-2 |
3.7% |
56% |
False |
False |
79,812 |
60 |
570-4 |
306-0 |
264-4 |
69.5% |
14-2 |
3.8% |
28% |
False |
False |
64,109 |
80 |
618-0 |
306-0 |
312-0 |
81.9% |
14-3 |
3.8% |
24% |
False |
False |
55,177 |
100 |
643-0 |
306-0 |
337-0 |
88.5% |
15-1 |
4.0% |
22% |
False |
False |
47,063 |
120 |
799-0 |
306-0 |
493-0 |
129.5% |
15-7 |
4.2% |
15% |
False |
False |
41,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
420-1 |
2.618 |
406-2 |
1.618 |
397-6 |
1.000 |
392-4 |
0.618 |
389-2 |
HIGH |
384-0 |
0.618 |
380-6 |
0.500 |
379-6 |
0.382 |
378-6 |
LOW |
375-4 |
0.618 |
370-2 |
1.000 |
367-0 |
1.618 |
361-6 |
2.618 |
353-2 |
4.250 |
339-3 |
|
|
Fisher Pivots for day following 19-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
380-3 |
388-6 |
PP |
380-1 |
386-1 |
S1 |
379-6 |
383-3 |
|