CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
363-4 |
357-0 |
-6-4 |
-1.8% |
376-0 |
| High |
363-4 |
364-6 |
1-2 |
0.3% |
386-4 |
| Low |
359-0 |
357-0 |
-2-0 |
-0.6% |
374-2 |
| Close |
359-4 |
359-2 |
-0-2 |
-0.1% |
377-2 |
| Range |
4-4 |
7-6 |
3-2 |
72.2% |
12-2 |
| ATR |
13-4 |
13-1 |
-0-3 |
-3.0% |
0-0 |
| Volume |
13,149 |
23,512 |
10,363 |
78.8% |
40,813 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
383-5 |
379-1 |
363-4 |
|
| R3 |
375-7 |
371-3 |
361-3 |
|
| R2 |
368-1 |
368-1 |
360-5 |
|
| R1 |
363-5 |
363-5 |
360-0 |
365-7 |
| PP |
360-3 |
360-3 |
360-3 |
361-4 |
| S1 |
355-7 |
355-7 |
358-4 |
358-1 |
| S2 |
352-5 |
352-5 |
357-7 |
|
| S3 |
344-7 |
348-1 |
357-1 |
|
| S4 |
337-1 |
340-3 |
355-0 |
|
|
| 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 |
357-0 |
27-4 |
7.7% |
6-0 |
1.7% |
8% |
False |
True |
12,343 |
| 10 |
412-0 |
357-0 |
55-0 |
15.3% |
8-2 |
2.3% |
4% |
False |
True |
12,121 |
| 20 |
429-0 |
357-0 |
72-0 |
20.0% |
8-5 |
2.4% |
3% |
False |
True |
11,917 |
| 40 |
470-4 |
357-0 |
113-4 |
31.6% |
10-6 |
3.0% |
2% |
False |
True |
9,174 |
| 60 |
603-0 |
357-0 |
246-0 |
68.5% |
11-3 |
3.2% |
1% |
False |
True |
8,345 |
| 80 |
654-0 |
357-0 |
297-0 |
82.7% |
11-6 |
3.3% |
1% |
False |
True |
7,030 |
| 100 |
708-0 |
357-0 |
351-0 |
97.7% |
12-3 |
3.5% |
1% |
False |
True |
6,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
397-6 |
|
2.618 |
385-0 |
|
1.618 |
377-2 |
|
1.000 |
372-4 |
|
0.618 |
369-4 |
|
HIGH |
364-6 |
|
0.618 |
361-6 |
|
0.500 |
360-7 |
|
0.382 |
360-0 |
|
LOW |
357-0 |
|
0.618 |
352-2 |
|
1.000 |
349-2 |
|
1.618 |
344-4 |
|
2.618 |
336-6 |
|
4.250 |
324-0 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
360-7 |
362-2 |
| PP |
360-3 |
361-2 |
| S1 |
359-6 |
360-2 |
|