CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 29-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
399-4 |
419-0 |
19-4 |
4.9% |
380-0 |
High |
414-4 |
421-0 |
6-4 |
1.6% |
414-4 |
Low |
399-0 |
391-0 |
-8-0 |
-2.0% |
377-6 |
Close |
412-2 |
393-4 |
-18-6 |
-4.5% |
412-2 |
Range |
15-4 |
30-0 |
14-4 |
93.5% |
36-6 |
ATR |
15-6 |
16-7 |
1-0 |
6.4% |
0-0 |
Volume |
29,930 |
48,090 |
18,160 |
60.7% |
241,835 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
491-7 |
472-5 |
410-0 |
|
R3 |
461-7 |
442-5 |
401-6 |
|
R2 |
431-7 |
431-7 |
399-0 |
|
R1 |
412-5 |
412-5 |
396-2 |
407-2 |
PP |
401-7 |
401-7 |
401-7 |
399-1 |
S1 |
382-5 |
382-5 |
390-6 |
377-2 |
S2 |
371-7 |
371-7 |
388-0 |
|
S3 |
341-7 |
352-5 |
385-2 |
|
S4 |
311-7 |
322-5 |
377-0 |
|
|
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 |
421-0 |
377-6 |
43-2 |
11.0% |
14-1 |
3.6% |
36% |
True |
False |
57,985 |
10 |
421-0 |
373-4 |
47-4 |
12.1% |
15-0 |
3.8% |
42% |
True |
False |
88,356 |
20 |
421-0 |
306-0 |
115-0 |
29.2% |
15-0 |
3.8% |
76% |
True |
False |
95,815 |
40 |
438-4 |
306-0 |
132-4 |
33.7% |
13-6 |
3.5% |
66% |
False |
False |
82,425 |
60 |
487-0 |
306-0 |
181-0 |
46.0% |
14-0 |
3.6% |
48% |
False |
False |
66,761 |
80 |
593-0 |
306-0 |
287-0 |
72.9% |
14-4 |
3.7% |
30% |
False |
False |
57,603 |
100 |
643-0 |
306-0 |
337-0 |
85.6% |
14-6 |
3.8% |
26% |
False |
False |
49,239 |
120 |
730-0 |
306-0 |
424-0 |
107.8% |
15-6 |
4.0% |
21% |
False |
False |
43,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
548-4 |
2.618 |
499-4 |
1.618 |
469-4 |
1.000 |
451-0 |
0.618 |
439-4 |
HIGH |
421-0 |
0.618 |
409-4 |
0.500 |
406-0 |
0.382 |
402-4 |
LOW |
391-0 |
0.618 |
372-4 |
1.000 |
361-0 |
1.618 |
342-4 |
2.618 |
312-4 |
4.250 |
263-4 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
406-0 |
406-0 |
PP |
401-7 |
401-7 |
S1 |
397-5 |
397-5 |
|