CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
396-4 |
401-4 |
5-0 |
1.3% |
427-4 |
High |
410-4 |
405-0 |
-5-4 |
-1.3% |
449-6 |
Low |
394-4 |
396-0 |
1-4 |
0.4% |
404-6 |
Close |
398-0 |
404-6 |
6-6 |
1.7% |
405-4 |
Range |
16-0 |
9-0 |
-7-0 |
-43.8% |
45-0 |
ATR |
17-3 |
16-7 |
-0-5 |
-3.5% |
0-0 |
Volume |
14,955 |
11,269 |
-3,686 |
-24.6% |
48,371 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-7 |
425-7 |
409-6 |
|
R3 |
419-7 |
416-7 |
407-2 |
|
R2 |
410-7 |
410-7 |
406-3 |
|
R1 |
407-7 |
407-7 |
405-5 |
409-3 |
PP |
401-7 |
401-7 |
401-7 |
402-6 |
S1 |
398-7 |
398-7 |
403-7 |
400-3 |
S2 |
392-7 |
392-7 |
403-1 |
|
S3 |
383-7 |
389-7 |
402-2 |
|
S4 |
374-7 |
380-7 |
399-6 |
|
|
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 |
5.5% |
10-7 |
2.7% |
54% |
False |
False |
12,556 |
10 |
449-6 |
392-6 |
57-0 |
14.1% |
10-3 |
2.6% |
21% |
False |
False |
10,010 |
20 |
450-0 |
392-6 |
57-2 |
14.1% |
12-0 |
3.0% |
21% |
False |
False |
8,606 |
40 |
600-0 |
392-6 |
207-2 |
51.2% |
11-5 |
2.9% |
6% |
False |
False |
7,399 |
60 |
654-0 |
392-6 |
261-2 |
64.5% |
12-0 |
3.0% |
5% |
False |
False |
6,288 |
80 |
654-0 |
392-6 |
261-2 |
64.5% |
12-6 |
3.1% |
5% |
False |
False |
5,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
443-2 |
2.618 |
428-4 |
1.618 |
419-4 |
1.000 |
414-0 |
0.618 |
410-4 |
HIGH |
405-0 |
0.618 |
401-4 |
0.500 |
400-4 |
0.382 |
399-4 |
LOW |
396-0 |
0.618 |
390-4 |
1.000 |
387-0 |
1.618 |
381-4 |
2.618 |
372-4 |
4.250 |
357-6 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
403-3 |
403-6 |
PP |
401-7 |
402-5 |
S1 |
400-4 |
401-5 |
|