CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
412-0 |
411-6 |
-0-2 |
-0.1% |
414-6 |
High |
414-0 |
412-0 |
-2-0 |
-0.5% |
415-0 |
Low |
408-0 |
403-2 |
-4-6 |
-1.2% |
392-6 |
Close |
407-6 |
406-4 |
-1-2 |
-0.3% |
408-4 |
Range |
6-0 |
8-6 |
2-6 |
45.8% |
22-2 |
ATR |
14-7 |
14-4 |
-0-4 |
-2.9% |
0-0 |
Volume |
8,318 |
9,100 |
782 |
9.4% |
59,216 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
433-4 |
428-6 |
411-2 |
|
R3 |
424-6 |
420-0 |
408-7 |
|
R2 |
416-0 |
416-0 |
408-1 |
|
R1 |
411-2 |
411-2 |
407-2 |
409-2 |
PP |
407-2 |
407-2 |
407-2 |
406-2 |
S1 |
402-4 |
402-4 |
405-6 |
400-4 |
S2 |
398-4 |
398-4 |
404-7 |
|
S3 |
389-6 |
393-6 |
404-1 |
|
S4 |
381-0 |
385-0 |
401-6 |
|
|
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 |
417-0 |
396-0 |
21-0 |
5.2% |
7-3 |
1.8% |
50% |
False |
False |
11,028 |
10 |
417-0 |
392-6 |
24-2 |
6.0% |
9-0 |
2.2% |
57% |
False |
False |
12,029 |
20 |
450-0 |
392-6 |
57-2 |
14.1% |
11-3 |
2.8% |
24% |
False |
False |
9,299 |
40 |
593-0 |
392-6 |
200-2 |
49.3% |
11-4 |
2.8% |
7% |
False |
False |
7,803 |
60 |
633-0 |
392-6 |
240-2 |
59.1% |
11-5 |
2.9% |
6% |
False |
False |
6,892 |
80 |
654-0 |
392-6 |
261-2 |
64.3% |
12-3 |
3.0% |
5% |
False |
False |
6,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
449-2 |
2.618 |
434-7 |
1.618 |
426-1 |
1.000 |
420-6 |
0.618 |
417-3 |
HIGH |
412-0 |
0.618 |
408-5 |
0.500 |
407-5 |
0.382 |
406-5 |
LOW |
403-2 |
0.618 |
397-7 |
1.000 |
394-4 |
1.618 |
389-1 |
2.618 |
380-3 |
4.250 |
366-0 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
407-5 |
410-1 |
PP |
407-2 |
408-7 |
S1 |
406-7 |
407-6 |
|