CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 02-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
367-2 |
363-4 |
-3-6 |
-1.0% |
376-0 |
High |
367-4 |
363-4 |
-4-0 |
-1.1% |
386-4 |
Low |
359-4 |
359-0 |
-0-4 |
-0.1% |
374-2 |
Close |
360-0 |
359-4 |
-0-4 |
-0.1% |
377-2 |
Range |
8-0 |
4-4 |
-3-4 |
-43.8% |
12-2 |
ATR |
14-2 |
13-4 |
-0-6 |
-4.9% |
0-0 |
Volume |
4,720 |
13,149 |
8,429 |
178.6% |
40,813 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
374-1 |
371-3 |
362-0 |
|
R3 |
369-5 |
366-7 |
360-6 |
|
R2 |
365-1 |
365-1 |
360-3 |
|
R1 |
362-3 |
362-3 |
359-7 |
361-4 |
PP |
360-5 |
360-5 |
360-5 |
360-2 |
S1 |
357-7 |
357-7 |
359-1 |
357-0 |
S2 |
356-1 |
356-1 |
358-5 |
|
S3 |
351-5 |
353-3 |
358-2 |
|
S4 |
347-1 |
348-7 |
357-0 |
|
|
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 |
384-4 |
359-0 |
25-4 |
7.1% |
5-6 |
1.6% |
2% |
False |
True |
9,461 |
10 |
414-0 |
359-0 |
55-0 |
15.3% |
8-1 |
2.3% |
1% |
False |
True |
10,601 |
20 |
449-6 |
359-0 |
90-6 |
25.2% |
8-5 |
2.4% |
1% |
False |
True |
10,955 |
40 |
470-4 |
359-0 |
111-4 |
31.0% |
10-7 |
3.0% |
0% |
False |
True |
8,848 |
60 |
603-0 |
359-0 |
244-0 |
67.9% |
11-4 |
3.2% |
0% |
False |
True |
7,988 |
80 |
654-0 |
359-0 |
295-0 |
82.1% |
11-6 |
3.3% |
0% |
False |
True |
6,820 |
100 |
715-0 |
359-0 |
356-0 |
99.0% |
12-3 |
3.4% |
0% |
False |
True |
6,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
382-5 |
2.618 |
375-2 |
1.618 |
370-6 |
1.000 |
368-0 |
0.618 |
366-2 |
HIGH |
363-4 |
0.618 |
361-6 |
0.500 |
361-2 |
0.382 |
360-6 |
LOW |
359-0 |
0.618 |
356-2 |
1.000 |
354-4 |
1.618 |
351-6 |
2.618 |
347-2 |
4.250 |
339-7 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
361-2 |
369-1 |
PP |
360-5 |
365-7 |
S1 |
360-1 |
362-6 |
|