CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
386-4 |
376-0 |
-10-4 |
-2.7% |
410-2 |
| High |
387-0 |
386-4 |
-0-4 |
-0.1% |
417-0 |
| Low |
365-6 |
376-0 |
10-2 |
2.8% |
365-6 |
| Close |
365-4 |
382-2 |
16-6 |
4.6% |
365-4 |
| Range |
21-2 |
10-4 |
-10-6 |
-50.6% |
51-2 |
| ATR |
15-3 |
15-6 |
0-3 |
2.6% |
0-0 |
| Volume |
12,975 |
11,377 |
-1,598 |
-12.3% |
59,426 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
413-1 |
408-1 |
388-0 |
|
| R3 |
402-5 |
397-5 |
385-1 |
|
| R2 |
392-1 |
392-1 |
384-1 |
|
| R1 |
387-1 |
387-1 |
383-2 |
389-5 |
| PP |
381-5 |
381-5 |
381-5 |
382-6 |
| S1 |
376-5 |
376-5 |
381-2 |
379-1 |
| S2 |
371-1 |
371-1 |
380-3 |
|
| S3 |
360-5 |
366-1 |
379-3 |
|
| S4 |
350-1 |
355-5 |
376-4 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
536-4 |
502-2 |
393-6 |
|
| R3 |
485-2 |
451-0 |
379-5 |
|
| R2 |
434-0 |
434-0 |
374-7 |
|
| R1 |
399-6 |
399-6 |
370-2 |
391-2 |
| PP |
382-6 |
382-6 |
382-6 |
378-4 |
| S1 |
348-4 |
348-4 |
360-6 |
340-0 |
| S2 |
331-4 |
331-4 |
356-1 |
|
| S3 |
280-2 |
297-2 |
351-3 |
|
| S4 |
229-0 |
246-0 |
337-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
414-0 |
365-6 |
48-2 |
12.6% |
10-3 |
2.7% |
34% |
False |
False |
11,742 |
| 10 |
417-0 |
365-6 |
51-2 |
13.4% |
10-2 |
2.7% |
32% |
False |
False |
12,101 |
| 20 |
450-0 |
365-6 |
84-2 |
22.0% |
10-6 |
2.8% |
20% |
False |
False |
10,250 |
| 40 |
541-4 |
365-6 |
175-6 |
46.0% |
11-6 |
3.1% |
9% |
False |
False |
8,562 |
| 60 |
603-0 |
365-6 |
237-2 |
62.1% |
11-6 |
3.1% |
7% |
False |
False |
7,468 |
| 80 |
654-0 |
365-6 |
288-2 |
75.4% |
12-3 |
3.2% |
6% |
False |
False |
6,473 |
| 100 |
773-4 |
365-6 |
407-6 |
106.7% |
12-5 |
3.3% |
4% |
False |
False |
5,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
431-1 |
|
2.618 |
414-0 |
|
1.618 |
403-4 |
|
1.000 |
397-0 |
|
0.618 |
393-0 |
|
HIGH |
386-4 |
|
0.618 |
382-4 |
|
0.500 |
381-2 |
|
0.382 |
380-0 |
|
LOW |
376-0 |
|
0.618 |
369-4 |
|
1.000 |
365-4 |
|
1.618 |
359-0 |
|
2.618 |
348-4 |
|
4.250 |
331-3 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
381-7 |
381-6 |
| PP |
381-5 |
381-1 |
| S1 |
381-2 |
380-5 |
|