CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 23-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
380-0 |
381-6 |
1-6 |
0.5% |
387-4 |
High |
382-6 |
395-0 |
12-2 |
3.2% |
402-0 |
Low |
377-6 |
380-4 |
2-6 |
0.7% |
373-4 |
Close |
381-6 |
394-6 |
13-0 |
3.4% |
380-6 |
Range |
5-0 |
14-4 |
9-4 |
190.0% |
28-4 |
ATR |
16-5 |
16-4 |
-0-1 |
-0.9% |
0-0 |
Volume |
77,698 |
68,015 |
-9,683 |
-12.5% |
593,636 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
433-5 |
428-5 |
402-6 |
|
R3 |
419-1 |
414-1 |
398-6 |
|
R2 |
404-5 |
404-5 |
397-3 |
|
R1 |
399-5 |
399-5 |
396-1 |
402-1 |
PP |
390-1 |
390-1 |
390-1 |
391-2 |
S1 |
385-1 |
385-1 |
393-3 |
387-5 |
S2 |
375-5 |
375-5 |
392-1 |
|
S3 |
361-1 |
370-5 |
390-6 |
|
S4 |
346-5 |
356-1 |
386-6 |
|
|
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 |
6.7% |
11-6 |
3.0% |
73% |
False |
False |
95,900 |
10 |
402-0 |
333-0 |
69-0 |
17.5% |
16-6 |
4.2% |
89% |
False |
False |
102,034 |
20 |
402-0 |
306-0 |
96-0 |
24.3% |
13-4 |
3.4% |
92% |
False |
False |
105,300 |
40 |
438-4 |
306-0 |
132-4 |
33.6% |
13-6 |
3.5% |
67% |
False |
False |
81,500 |
60 |
530-4 |
306-0 |
224-4 |
56.9% |
14-2 |
3.6% |
40% |
False |
False |
65,961 |
80 |
593-0 |
306-0 |
287-0 |
72.7% |
14-3 |
3.6% |
31% |
False |
False |
56,551 |
100 |
643-0 |
306-0 |
337-0 |
85.4% |
15-0 |
3.8% |
26% |
False |
False |
48,280 |
120 |
764-0 |
306-0 |
458-0 |
116.0% |
15-5 |
3.9% |
19% |
False |
False |
42,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
456-5 |
2.618 |
433-0 |
1.618 |
418-4 |
1.000 |
409-4 |
0.618 |
404-0 |
HIGH |
395-0 |
0.618 |
389-4 |
0.500 |
387-6 |
0.382 |
386-0 |
LOW |
380-4 |
0.618 |
371-4 |
1.000 |
366-0 |
1.618 |
357-0 |
2.618 |
342-4 |
4.250 |
318-7 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
392-3 |
391-5 |
PP |
390-1 |
388-3 |
S1 |
387-6 |
385-2 |
|