CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
357-4 |
331-6 |
-25-6 |
-7.2% |
367-2 |
High |
357-6 |
333-4 |
-24-2 |
-6.8% |
367-4 |
Low |
344-4 |
316-0 |
-28-4 |
-8.3% |
316-0 |
Close |
345-0 |
319-2 |
-25-6 |
-7.5% |
319-2 |
Range |
13-2 |
17-4 |
4-2 |
32.1% |
51-4 |
ATR |
13-2 |
14-3 |
1-1 |
8.5% |
0-0 |
Volume |
21,288 |
11,797 |
-9,491 |
-44.6% |
74,466 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
375-3 |
364-7 |
328-7 |
|
R3 |
357-7 |
347-3 |
324-0 |
|
R2 |
340-3 |
340-3 |
322-4 |
|
R1 |
329-7 |
329-7 |
320-7 |
326-3 |
PP |
322-7 |
322-7 |
322-7 |
321-2 |
S1 |
312-3 |
312-3 |
317-5 |
308-7 |
S2 |
305-3 |
305-3 |
316-0 |
|
S3 |
287-7 |
294-7 |
314-4 |
|
S4 |
270-3 |
277-3 |
309-5 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
488-6 |
455-4 |
347-5 |
|
R3 |
437-2 |
404-0 |
333-3 |
|
R2 |
385-6 |
385-6 |
328-6 |
|
R1 |
352-4 |
352-4 |
324-0 |
343-3 |
PP |
334-2 |
334-2 |
334-2 |
329-6 |
S1 |
301-0 |
301-0 |
314-4 |
291-7 |
S2 |
282-6 |
282-6 |
309-6 |
|
S3 |
231-2 |
249-4 |
305-1 |
|
S4 |
179-6 |
198-0 |
290-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
367-4 |
316-0 |
51-4 |
16.1% |
10-2 |
3.2% |
6% |
False |
True |
14,893 |
10 |
387-0 |
316-0 |
71-0 |
22.2% |
9-7 |
3.1% |
5% |
False |
True |
12,825 |
20 |
417-0 |
316-0 |
101-0 |
31.6% |
9-3 |
2.9% |
3% |
False |
True |
12,592 |
40 |
450-4 |
316-0 |
134-4 |
42.1% |
10-6 |
3.4% |
2% |
False |
True |
9,680 |
60 |
603-0 |
316-0 |
287-0 |
89.9% |
11-6 |
3.7% |
1% |
False |
True |
8,740 |
80 |
654-0 |
316-0 |
338-0 |
105.9% |
11-4 |
3.6% |
1% |
False |
True |
7,241 |
100 |
708-0 |
316-0 |
392-0 |
122.8% |
12-4 |
3.9% |
1% |
False |
True |
6,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
407-7 |
2.618 |
379-3 |
1.618 |
361-7 |
1.000 |
351-0 |
0.618 |
344-3 |
HIGH |
333-4 |
0.618 |
326-7 |
0.500 |
324-6 |
0.382 |
322-5 |
LOW |
316-0 |
0.618 |
305-1 |
1.000 |
298-4 |
1.618 |
287-5 |
2.618 |
270-1 |
4.250 |
241-5 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
324-6 |
340-3 |
PP |
322-7 |
333-3 |
S1 |
321-1 |
326-2 |
|