CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
357-0 |
357-4 |
0-4 |
0.1% |
376-0 |
| High |
364-6 |
357-6 |
-7-0 |
-1.9% |
386-4 |
| Low |
357-0 |
344-4 |
-12-4 |
-3.5% |
374-2 |
| Close |
359-2 |
345-0 |
-14-2 |
-4.0% |
377-2 |
| Range |
7-6 |
13-2 |
5-4 |
71.0% |
12-2 |
| ATR |
13-1 |
13-2 |
0-1 |
0.9% |
0-0 |
| Volume |
23,512 |
21,288 |
-2,224 |
-9.5% |
40,813 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
388-7 |
380-1 |
352-2 |
|
| R3 |
375-5 |
366-7 |
348-5 |
|
| R2 |
362-3 |
362-3 |
347-3 |
|
| R1 |
353-5 |
353-5 |
346-2 |
351-3 |
| PP |
349-1 |
349-1 |
349-1 |
348-0 |
| S1 |
340-3 |
340-3 |
343-6 |
338-1 |
| S2 |
335-7 |
335-7 |
342-5 |
|
| S3 |
322-5 |
327-1 |
341-3 |
|
| S4 |
309-3 |
313-7 |
337-6 |
|
|
| 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 |
379-2 |
344-4 |
34-6 |
10.1% |
7-6 |
2.2% |
1% |
False |
True |
14,538 |
| 10 |
395-4 |
344-4 |
51-0 |
14.8% |
8-6 |
2.5% |
1% |
False |
True |
13,340 |
| 20 |
417-0 |
344-4 |
72-4 |
21.0% |
8-7 |
2.6% |
1% |
False |
True |
12,685 |
| 40 |
470-4 |
344-4 |
126-0 |
36.5% |
10-5 |
3.1% |
0% |
False |
True |
9,524 |
| 60 |
603-0 |
344-4 |
258-4 |
74.9% |
11-4 |
3.3% |
0% |
False |
True |
8,597 |
| 80 |
654-0 |
344-4 |
309-4 |
89.7% |
11-5 |
3.4% |
0% |
False |
True |
7,253 |
| 100 |
708-0 |
344-4 |
363-4 |
105.4% |
12-4 |
3.6% |
0% |
False |
True |
6,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
414-0 |
|
2.618 |
392-4 |
|
1.618 |
379-2 |
|
1.000 |
371-0 |
|
0.618 |
366-0 |
|
HIGH |
357-6 |
|
0.618 |
352-6 |
|
0.500 |
351-1 |
|
0.382 |
349-4 |
|
LOW |
344-4 |
|
0.618 |
336-2 |
|
1.000 |
331-2 |
|
1.618 |
323-0 |
|
2.618 |
309-6 |
|
4.250 |
288-2 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
351-1 |
354-5 |
| PP |
349-1 |
351-3 |
| S1 |
347-0 |
348-2 |
|