CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
400-4 |
396-4 |
-4-0 |
-1.0% |
427-4 |
High |
405-0 |
410-4 |
5-4 |
1.4% |
449-6 |
Low |
392-6 |
394-4 |
1-6 |
0.4% |
404-6 |
Close |
403-6 |
398-0 |
-5-6 |
-1.4% |
405-4 |
Range |
12-2 |
16-0 |
3-6 |
30.6% |
45-0 |
ATR |
17-4 |
17-3 |
-0-1 |
-0.6% |
0-0 |
Volume |
9,617 |
14,955 |
5,338 |
55.5% |
48,371 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
449-0 |
439-4 |
406-6 |
|
R3 |
433-0 |
423-4 |
402-3 |
|
R2 |
417-0 |
417-0 |
400-7 |
|
R1 |
407-4 |
407-4 |
399-4 |
412-2 |
PP |
401-0 |
401-0 |
401-0 |
403-3 |
S1 |
391-4 |
391-4 |
396-4 |
396-2 |
S2 |
385-0 |
385-0 |
395-1 |
|
S3 |
369-0 |
375-4 |
393-5 |
|
S4 |
353-0 |
359-4 |
389-2 |
|
|
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 |
415-0 |
392-6 |
22-2 |
5.6% |
10-5 |
2.7% |
24% |
False |
False |
13,031 |
10 |
449-6 |
392-6 |
57-0 |
14.3% |
10-6 |
2.7% |
9% |
False |
False |
9,612 |
20 |
450-0 |
392-6 |
57-2 |
14.4% |
12-4 |
3.2% |
9% |
False |
False |
8,279 |
40 |
600-0 |
392-6 |
207-2 |
52.1% |
12-1 |
3.1% |
3% |
False |
False |
7,389 |
60 |
654-0 |
392-6 |
261-2 |
65.6% |
11-7 |
3.0% |
2% |
False |
False |
6,144 |
80 |
654-0 |
392-6 |
261-2 |
65.6% |
13-0 |
3.3% |
2% |
False |
False |
5,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
478-4 |
2.618 |
452-3 |
1.618 |
436-3 |
1.000 |
426-4 |
0.618 |
420-3 |
HIGH |
410-4 |
0.618 |
404-3 |
0.500 |
402-4 |
0.382 |
400-5 |
LOW |
394-4 |
0.618 |
384-5 |
1.000 |
378-4 |
1.618 |
368-5 |
2.618 |
352-5 |
4.250 |
326-4 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
402-4 |
403-7 |
PP |
401-0 |
401-7 |
S1 |
399-4 |
400-0 |
|