CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
384-4 |
378-6 |
-5-6 |
-1.5% |
376-0 |
High |
384-4 |
379-2 |
-5-2 |
-1.4% |
386-4 |
Low |
379-6 |
374-2 |
-5-4 |
-1.4% |
374-2 |
Close |
382-2 |
377-2 |
-5-0 |
-1.3% |
377-2 |
Range |
4-6 |
5-0 |
0-2 |
5.3% |
12-2 |
ATR |
14-3 |
14-0 |
-0-4 |
-3.2% |
0-0 |
Volume |
10,314 |
10,022 |
-292 |
-2.8% |
40,813 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-7 |
389-5 |
380-0 |
|
R3 |
386-7 |
384-5 |
378-5 |
|
R2 |
381-7 |
381-7 |
378-1 |
|
R1 |
379-5 |
379-5 |
377-6 |
378-2 |
PP |
376-7 |
376-7 |
376-7 |
376-2 |
S1 |
374-5 |
374-5 |
376-6 |
373-2 |
S2 |
371-7 |
371-7 |
376-3 |
|
S3 |
366-7 |
369-5 |
375-7 |
|
S4 |
361-7 |
364-5 |
374-4 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
416-1 |
408-7 |
384-0 |
|
R3 |
403-7 |
396-5 |
380-5 |
|
R2 |
391-5 |
391-5 |
379-4 |
|
R1 |
384-3 |
384-3 |
378-3 |
388-0 |
PP |
379-3 |
379-3 |
379-3 |
381-1 |
S1 |
372-1 |
372-1 |
376-1 |
375-6 |
S2 |
367-1 |
367-1 |
375-0 |
|
S3 |
354-7 |
359-7 |
373-7 |
|
S4 |
342-5 |
347-5 |
370-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
387-0 |
365-6 |
21-2 |
5.6% |
9-5 |
2.6% |
54% |
False |
False |
10,757 |
10 |
417-0 |
365-6 |
51-2 |
13.6% |
8-1 |
2.2% |
22% |
False |
False |
11,460 |
20 |
449-6 |
365-6 |
84-0 |
22.3% |
9-2 |
2.5% |
14% |
False |
False |
10,735 |
40 |
498-0 |
365-6 |
132-2 |
35.1% |
11-0 |
2.9% |
9% |
False |
False |
8,812 |
60 |
603-0 |
365-6 |
237-2 |
62.9% |
11-4 |
3.0% |
5% |
False |
False |
7,783 |
80 |
654-0 |
365-6 |
288-2 |
76.4% |
11-6 |
3.1% |
4% |
False |
False |
6,698 |
100 |
739-0 |
365-6 |
373-2 |
98.9% |
12-4 |
3.3% |
3% |
False |
False |
6,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
400-4 |
2.618 |
392-3 |
1.618 |
387-3 |
1.000 |
384-2 |
0.618 |
382-3 |
HIGH |
379-2 |
0.618 |
377-3 |
0.500 |
376-6 |
0.382 |
376-1 |
LOW |
374-2 |
0.618 |
371-1 |
1.000 |
369-2 |
1.618 |
366-1 |
2.618 |
361-1 |
4.250 |
353-0 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
377-1 |
379-3 |
PP |
376-7 |
378-5 |
S1 |
376-6 |
378-0 |
|