CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
414-6 |
400-4 |
-14-2 |
-3.4% |
427-4 |
High |
415-0 |
405-0 |
-10-0 |
-2.4% |
449-6 |
Low |
405-2 |
392-6 |
-12-4 |
-3.1% |
404-6 |
Close |
413-6 |
403-6 |
-10-0 |
-2.4% |
405-4 |
Range |
9-6 |
12-2 |
2-4 |
25.6% |
45-0 |
ATR |
17-2 |
17-4 |
0-2 |
1.6% |
0-0 |
Volume |
9,008 |
9,617 |
609 |
6.8% |
48,371 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
437-2 |
432-6 |
410-4 |
|
R3 |
425-0 |
420-4 |
407-1 |
|
R2 |
412-6 |
412-6 |
406-0 |
|
R1 |
408-2 |
408-2 |
404-7 |
410-4 |
PP |
400-4 |
400-4 |
400-4 |
401-5 |
S1 |
396-0 |
396-0 |
402-5 |
398-2 |
S2 |
388-2 |
388-2 |
401-4 |
|
S3 |
376-0 |
383-6 |
400-3 |
|
S4 |
363-6 |
371-4 |
397-0 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
555-0 |
525-2 |
430-2 |
|
R3 |
510-0 |
480-2 |
417-7 |
|
R2 |
465-0 |
465-0 |
413-6 |
|
R1 |
435-2 |
435-2 |
409-5 |
427-5 |
PP |
420-0 |
420-0 |
420-0 |
416-2 |
S1 |
390-2 |
390-2 |
401-3 |
382-5 |
S2 |
375-0 |
375-0 |
397-2 |
|
S3 |
330-0 |
345-2 |
393-1 |
|
S4 |
285-0 |
300-2 |
380-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
429-0 |
392-6 |
36-2 |
9.0% |
9-1 |
2.3% |
30% |
False |
True |
11,229 |
10 |
450-0 |
392-6 |
57-2 |
14.2% |
10-6 |
2.7% |
19% |
False |
True |
8,638 |
20 |
450-0 |
392-6 |
57-2 |
14.2% |
12-6 |
3.2% |
19% |
False |
True |
7,779 |
40 |
600-0 |
392-6 |
207-2 |
51.3% |
12-4 |
3.1% |
5% |
False |
True |
7,130 |
60 |
654-0 |
392-6 |
261-2 |
64.7% |
11-7 |
2.9% |
4% |
False |
True |
5,918 |
80 |
654-0 |
392-6 |
261-2 |
64.7% |
12-7 |
3.2% |
4% |
False |
True |
5,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
457-0 |
2.618 |
437-1 |
1.618 |
424-7 |
1.000 |
417-2 |
0.618 |
412-5 |
HIGH |
405-0 |
0.618 |
400-3 |
0.500 |
398-7 |
0.382 |
397-3 |
LOW |
392-6 |
0.618 |
385-1 |
1.000 |
380-4 |
1.618 |
372-7 |
2.618 |
360-5 |
4.250 |
340-6 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
402-1 |
403-7 |
PP |
400-4 |
403-7 |
S1 |
398-7 |
403-6 |
|