CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
382-0 |
380-0 |
-2-0 |
-0.5% |
387-4 |
High |
384-0 |
382-6 |
-1-2 |
-0.3% |
402-0 |
Low |
375-4 |
377-6 |
2-2 |
0.6% |
373-4 |
Close |
380-6 |
381-6 |
1-0 |
0.3% |
380-6 |
Range |
8-4 |
5-0 |
-3-4 |
-41.2% |
28-4 |
ATR |
17-5 |
16-5 |
-0-7 |
-5.1% |
0-0 |
Volume |
73,190 |
77,698 |
4,508 |
6.2% |
593,636 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
395-6 |
393-6 |
384-4 |
|
R3 |
390-6 |
388-6 |
383-1 |
|
R2 |
385-6 |
385-6 |
382-5 |
|
R1 |
383-6 |
383-6 |
382-2 |
384-6 |
PP |
380-6 |
380-6 |
380-6 |
381-2 |
S1 |
378-6 |
378-6 |
381-2 |
379-6 |
S2 |
375-6 |
375-6 |
380-7 |
|
S3 |
370-6 |
373-6 |
380-3 |
|
S4 |
365-6 |
368-6 |
379-0 |
|
|
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 |
375-4 |
26-4 |
6.9% |
13-3 |
3.5% |
24% |
False |
False |
103,127 |
10 |
402-0 |
325-2 |
76-6 |
20.1% |
16-3 |
4.3% |
74% |
False |
False |
105,957 |
20 |
402-0 |
306-0 |
96-0 |
25.1% |
13-4 |
3.5% |
79% |
False |
False |
107,308 |
40 |
438-4 |
306-0 |
132-4 |
34.7% |
13-7 |
3.6% |
57% |
False |
False |
80,735 |
60 |
542-0 |
306-0 |
236-0 |
61.8% |
14-1 |
3.7% |
32% |
False |
False |
65,087 |
80 |
618-0 |
306-0 |
312-0 |
81.7% |
14-3 |
3.8% |
24% |
False |
False |
55,896 |
100 |
643-0 |
306-0 |
337-0 |
88.3% |
15-1 |
4.0% |
22% |
False |
False |
47,740 |
120 |
799-0 |
306-0 |
493-0 |
129.1% |
15-5 |
4.1% |
15% |
False |
False |
41,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
404-0 |
2.618 |
395-7 |
1.618 |
390-7 |
1.000 |
387-6 |
0.618 |
385-7 |
HIGH |
382-6 |
0.618 |
380-7 |
0.500 |
380-2 |
0.382 |
379-5 |
LOW |
377-6 |
0.618 |
374-5 |
1.000 |
372-6 |
1.618 |
369-5 |
2.618 |
364-5 |
4.250 |
356-4 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
381-2 |
383-2 |
PP |
380-6 |
382-6 |
S1 |
380-2 |
382-2 |
|