CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 01-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
378-6 |
367-2 |
-11-4 |
-3.0% |
376-0 |
High |
379-2 |
367-4 |
-11-6 |
-3.1% |
386-4 |
Low |
374-2 |
359-4 |
-14-6 |
-3.9% |
374-2 |
Close |
377-2 |
360-0 |
-17-2 |
-4.6% |
377-2 |
Range |
5-0 |
8-0 |
3-0 |
60.0% |
12-2 |
ATR |
14-0 |
14-2 |
0-2 |
2.0% |
0-0 |
Volume |
10,022 |
4,720 |
-5,302 |
-52.9% |
40,813 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-3 |
381-1 |
364-3 |
|
R3 |
378-3 |
373-1 |
362-2 |
|
R2 |
370-3 |
370-3 |
361-4 |
|
R1 |
365-1 |
365-1 |
360-6 |
363-6 |
PP |
362-3 |
362-3 |
362-3 |
361-5 |
S1 |
357-1 |
357-1 |
359-2 |
355-6 |
S2 |
354-3 |
354-3 |
358-4 |
|
S3 |
346-3 |
349-1 |
357-6 |
|
S4 |
338-3 |
341-1 |
355-5 |
|
|
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 |
386-4 |
359-4 |
27-0 |
7.5% |
7-0 |
1.9% |
2% |
False |
True |
9,106 |
10 |
417-0 |
359-4 |
57-4 |
16.0% |
8-3 |
2.3% |
1% |
False |
True |
10,495 |
20 |
449-6 |
359-4 |
90-2 |
25.1% |
9-2 |
2.6% |
1% |
False |
True |
10,627 |
40 |
470-4 |
359-4 |
111-0 |
30.8% |
10-7 |
3.0% |
0% |
False |
True |
8,715 |
60 |
603-0 |
359-4 |
243-4 |
67.6% |
11-4 |
3.2% |
0% |
False |
True |
7,823 |
80 |
654-0 |
359-4 |
294-4 |
81.8% |
11-6 |
3.3% |
0% |
False |
True |
6,701 |
100 |
739-0 |
359-4 |
379-4 |
105.4% |
12-4 |
3.5% |
0% |
False |
True |
6,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
401-4 |
2.618 |
388-4 |
1.618 |
380-4 |
1.000 |
375-4 |
0.618 |
372-4 |
HIGH |
367-4 |
0.618 |
364-4 |
0.500 |
363-4 |
0.382 |
362-4 |
LOW |
359-4 |
0.618 |
354-4 |
1.000 |
351-4 |
1.618 |
346-4 |
2.618 |
338-4 |
4.250 |
325-4 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
363-4 |
372-0 |
PP |
362-3 |
368-0 |
S1 |
361-1 |
364-0 |
|