CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 30-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
419-0 |
395-0 |
-24-0 |
-5.7% |
380-0 |
High |
421-0 |
397-4 |
-23-4 |
-5.6% |
414-4 |
Low |
391-0 |
386-0 |
-5-0 |
-1.3% |
377-6 |
Close |
393-4 |
396-2 |
2-6 |
0.7% |
412-2 |
Range |
30-0 |
11-4 |
-18-4 |
-61.7% |
36-6 |
ATR |
16-7 |
16-4 |
-0-3 |
-2.3% |
0-0 |
Volume |
48,090 |
83,438 |
35,348 |
73.5% |
241,835 |
|
Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-6 |
423-4 |
402-5 |
|
R3 |
416-2 |
412-0 |
399-3 |
|
R2 |
404-6 |
404-6 |
398-3 |
|
R1 |
400-4 |
400-4 |
397-2 |
402-5 |
PP |
393-2 |
393-2 |
393-2 |
394-2 |
S1 |
389-0 |
389-0 |
395-2 |
391-1 |
S2 |
381-6 |
381-6 |
394-1 |
|
S3 |
370-2 |
377-4 |
393-1 |
|
S4 |
358-6 |
366-0 |
389-7 |
|
|
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 |
380-4 |
40-4 |
10.2% |
15-4 |
3.9% |
39% |
False |
False |
59,133 |
10 |
421-0 |
375-4 |
45-4 |
11.5% |
14-3 |
3.6% |
46% |
False |
False |
81,130 |
20 |
421-0 |
306-0 |
115-0 |
29.0% |
15-0 |
3.8% |
78% |
False |
False |
97,138 |
40 |
438-4 |
306-0 |
132-4 |
33.4% |
13-6 |
3.5% |
68% |
False |
False |
83,269 |
60 |
459-0 |
306-0 |
153-0 |
38.6% |
14-0 |
3.5% |
59% |
False |
False |
67,686 |
80 |
593-0 |
306-0 |
287-0 |
72.4% |
14-4 |
3.7% |
31% |
False |
False |
58,441 |
100 |
643-0 |
306-0 |
337-0 |
85.0% |
14-6 |
3.7% |
27% |
False |
False |
49,834 |
120 |
730-0 |
306-0 |
424-0 |
107.0% |
15-6 |
4.0% |
21% |
False |
False |
43,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
446-3 |
2.618 |
427-5 |
1.618 |
416-1 |
1.000 |
409-0 |
0.618 |
404-5 |
HIGH |
397-4 |
0.618 |
393-1 |
0.500 |
391-6 |
0.382 |
390-3 |
LOW |
386-0 |
0.618 |
378-7 |
1.000 |
374-4 |
1.618 |
367-3 |
2.618 |
355-7 |
4.250 |
337-1 |
|
|
Fisher Pivots for day following 30-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
394-6 |
403-4 |
PP |
393-2 |
401-1 |
S1 |
391-6 |
398-5 |
|