CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
379-2 |
384-4 |
5-2 |
1.4% |
410-2 |
| High |
382-0 |
384-4 |
2-4 |
0.7% |
417-0 |
| Low |
375-2 |
379-6 |
4-4 |
1.2% |
365-6 |
| Close |
381-6 |
382-2 |
0-4 |
0.1% |
365-4 |
| Range |
6-6 |
4-6 |
-2-0 |
-29.6% |
51-2 |
| ATR |
15-1 |
14-3 |
-0-6 |
-4.9% |
0-0 |
| Volume |
9,100 |
10,314 |
1,214 |
13.3% |
59,426 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
396-3 |
394-1 |
384-7 |
|
| R3 |
391-5 |
389-3 |
383-4 |
|
| R2 |
386-7 |
386-7 |
383-1 |
|
| R1 |
384-5 |
384-5 |
382-5 |
383-3 |
| PP |
382-1 |
382-1 |
382-1 |
381-4 |
| S1 |
379-7 |
379-7 |
381-7 |
378-5 |
| S2 |
377-3 |
377-3 |
381-3 |
|
| S3 |
372-5 |
375-1 |
381-0 |
|
| S4 |
367-7 |
370-3 |
379-5 |
|
|
| 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 |
395-4 |
365-6 |
29-6 |
7.8% |
9-6 |
2.6% |
55% |
False |
False |
12,142 |
| 10 |
417-0 |
365-6 |
51-2 |
13.4% |
8-4 |
2.2% |
32% |
False |
False |
11,585 |
| 20 |
449-6 |
365-6 |
84-0 |
22.0% |
9-5 |
2.5% |
20% |
False |
False |
10,598 |
| 40 |
498-0 |
365-6 |
132-2 |
34.6% |
11-2 |
2.9% |
12% |
False |
False |
8,685 |
| 60 |
603-0 |
365-6 |
237-2 |
62.1% |
11-5 |
3.0% |
7% |
False |
False |
7,693 |
| 80 |
654-0 |
365-6 |
288-2 |
75.4% |
12-0 |
3.1% |
6% |
False |
False |
6,620 |
| 100 |
744-0 |
365-6 |
378-2 |
99.0% |
12-4 |
3.3% |
4% |
False |
False |
6,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
404-6 |
|
2.618 |
396-7 |
|
1.618 |
392-1 |
|
1.000 |
389-2 |
|
0.618 |
387-3 |
|
HIGH |
384-4 |
|
0.618 |
382-5 |
|
0.500 |
382-1 |
|
0.382 |
381-5 |
|
LOW |
379-6 |
|
0.618 |
376-7 |
|
1.000 |
375-0 |
|
1.618 |
372-1 |
|
2.618 |
367-3 |
|
4.250 |
359-4 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
382-2 |
381-6 |
| PP |
382-1 |
381-3 |
| S1 |
382-1 |
380-7 |
|