CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
401-4 |
405-2 |
3-6 |
0.9% |
414-6 |
High |
405-0 |
405-4 |
0-4 |
0.1% |
415-0 |
Low |
396-0 |
399-2 |
3-2 |
0.8% |
392-6 |
Close |
404-6 |
408-4 |
3-6 |
0.9% |
408-4 |
Range |
9-0 |
6-2 |
-2-6 |
-30.6% |
22-2 |
ATR |
16-7 |
16-0 |
-0-6 |
-4.5% |
0-0 |
Volume |
11,269 |
14,367 |
3,098 |
27.5% |
59,216 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-1 |
422-1 |
412-0 |
|
R3 |
416-7 |
415-7 |
410-2 |
|
R2 |
410-5 |
410-5 |
409-5 |
|
R1 |
409-5 |
409-5 |
409-1 |
410-1 |
PP |
404-3 |
404-3 |
404-3 |
404-6 |
S1 |
403-3 |
403-3 |
407-7 |
403-7 |
S2 |
398-1 |
398-1 |
407-3 |
|
S3 |
391-7 |
397-1 |
406-6 |
|
S4 |
385-5 |
390-7 |
405-0 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
472-1 |
462-5 |
420-6 |
|
R3 |
449-7 |
440-3 |
414-5 |
|
R2 |
427-5 |
427-5 |
412-5 |
|
R1 |
418-1 |
418-1 |
410-4 |
411-6 |
PP |
405-3 |
405-3 |
405-3 |
402-2 |
S1 |
395-7 |
395-7 |
406-4 |
389-4 |
S2 |
383-1 |
383-1 |
404-3 |
|
S3 |
360-7 |
373-5 |
402-3 |
|
S4 |
338-5 |
351-3 |
396-2 |
|
|
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 |
5.4% |
10-5 |
2.6% |
71% |
False |
False |
11,843 |
10 |
449-6 |
392-6 |
57-0 |
14.0% |
10-2 |
2.5% |
28% |
False |
False |
10,758 |
20 |
450-0 |
392-6 |
57-2 |
14.0% |
11-4 |
2.8% |
28% |
False |
False |
8,860 |
40 |
600-0 |
392-6 |
207-2 |
50.7% |
11-5 |
2.8% |
8% |
False |
False |
7,372 |
60 |
654-0 |
392-6 |
261-2 |
64.0% |
11-7 |
2.9% |
6% |
False |
False |
6,486 |
80 |
654-0 |
392-6 |
261-2 |
64.0% |
12-5 |
3.1% |
6% |
False |
False |
5,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432-0 |
2.618 |
421-7 |
1.618 |
415-5 |
1.000 |
411-6 |
0.618 |
409-3 |
HIGH |
405-4 |
0.618 |
403-1 |
0.500 |
402-3 |
0.382 |
401-5 |
LOW |
399-2 |
0.618 |
395-3 |
1.000 |
393-0 |
1.618 |
389-1 |
2.618 |
382-7 |
4.250 |
372-6 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
406-4 |
406-4 |
PP |
404-3 |
404-4 |
S1 |
402-3 |
402-4 |
|