CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
392-2 |
399-4 |
7-2 |
1.8% |
380-0 |
High |
398-0 |
414-4 |
16-4 |
4.1% |
414-4 |
Low |
392-2 |
399-0 |
6-6 |
1.7% |
377-6 |
Close |
398-0 |
412-2 |
14-2 |
3.6% |
412-2 |
Range |
5-6 |
15-4 |
9-6 |
169.6% |
36-6 |
ATR |
15-6 |
15-6 |
0-0 |
0.3% |
0-0 |
Volume |
66,192 |
29,930 |
-36,262 |
-54.8% |
241,835 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
455-1 |
449-1 |
420-6 |
|
R3 |
439-5 |
433-5 |
416-4 |
|
R2 |
424-1 |
424-1 |
415-1 |
|
R1 |
418-1 |
418-1 |
413-5 |
421-1 |
PP |
408-5 |
408-5 |
408-5 |
410-0 |
S1 |
402-5 |
402-5 |
410-7 |
405-5 |
S2 |
393-1 |
393-1 |
409-3 |
|
S3 |
377-5 |
387-1 |
408-0 |
|
S4 |
362-1 |
371-5 |
403-6 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
511-6 |
498-6 |
432-4 |
|
R3 |
475-0 |
462-0 |
422-3 |
|
R2 |
438-2 |
438-2 |
419-0 |
|
R1 |
425-2 |
425-2 |
415-5 |
431-6 |
PP |
401-4 |
401-4 |
401-4 |
404-6 |
S1 |
388-4 |
388-4 |
408-7 |
395-0 |
S2 |
364-6 |
364-6 |
405-4 |
|
S3 |
328-0 |
351-6 |
402-1 |
|
S4 |
291-2 |
315-0 |
392-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
414-4 |
375-4 |
39-0 |
9.5% |
9-7 |
2.4% |
94% |
True |
False |
63,005 |
10 |
414-4 |
340-4 |
74-0 |
18.0% |
15-7 |
3.9% |
97% |
True |
False |
93,632 |
20 |
414-4 |
306-0 |
108-4 |
26.3% |
13-6 |
3.4% |
98% |
True |
False |
99,287 |
40 |
438-4 |
306-0 |
132-4 |
32.1% |
13-2 |
3.2% |
80% |
False |
False |
82,026 |
60 |
497-0 |
306-0 |
191-0 |
46.3% |
13-7 |
3.4% |
56% |
False |
False |
66,428 |
80 |
593-0 |
306-0 |
287-0 |
69.6% |
14-2 |
3.5% |
37% |
False |
False |
57,245 |
100 |
643-0 |
306-0 |
337-0 |
81.7% |
14-6 |
3.6% |
32% |
False |
False |
48,929 |
120 |
732-4 |
306-0 |
426-4 |
103.5% |
15-4 |
3.8% |
25% |
False |
False |
43,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
480-3 |
2.618 |
455-1 |
1.618 |
439-5 |
1.000 |
430-0 |
0.618 |
424-1 |
HIGH |
414-4 |
0.618 |
408-5 |
0.500 |
406-6 |
0.382 |
404-7 |
LOW |
399-0 |
0.618 |
389-3 |
1.000 |
383-4 |
1.618 |
373-7 |
2.618 |
358-3 |
4.250 |
333-1 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
410-3 |
407-3 |
PP |
408-5 |
402-3 |
S1 |
406-6 |
397-4 |
|