CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
337-2 |
336-2 |
-1-0 |
-0.3% |
367-2 |
High |
343-0 |
346-0 |
3-0 |
0.9% |
367-4 |
Low |
336-0 |
336-2 |
0-2 |
0.1% |
316-0 |
Close |
340-4 |
338-4 |
-2-0 |
-0.6% |
319-2 |
Range |
7-0 |
9-6 |
2-6 |
39.3% |
51-4 |
ATR |
15-0 |
14-5 |
-0-3 |
-2.5% |
0-0 |
Volume |
63,066 |
27,974 |
-35,092 |
-55.6% |
74,466 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
369-4 |
363-6 |
343-7 |
|
R3 |
359-6 |
354-0 |
341-1 |
|
R2 |
350-0 |
350-0 |
340-2 |
|
R1 |
344-2 |
344-2 |
339-3 |
347-1 |
PP |
340-2 |
340-2 |
340-2 |
341-6 |
S1 |
334-4 |
334-4 |
337-5 |
337-3 |
S2 |
330-4 |
330-4 |
336-6 |
|
S3 |
320-6 |
324-6 |
335-7 |
|
S4 |
311-0 |
315-0 |
333-1 |
|
|
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 |
364-6 |
316-0 |
48-6 |
14.4% |
11-0 |
3.3% |
46% |
False |
False |
29,527 |
10 |
384-4 |
316-0 |
68-4 |
20.2% |
8-3 |
2.5% |
33% |
False |
False |
19,494 |
20 |
417-0 |
316-0 |
101-0 |
29.8% |
9-3 |
2.8% |
22% |
False |
False |
15,797 |
40 |
450-4 |
316-0 |
134-4 |
39.7% |
11-0 |
3.2% |
17% |
False |
False |
11,696 |
60 |
600-0 |
316-0 |
284-0 |
83.9% |
11-3 |
3.4% |
8% |
False |
False |
10,041 |
80 |
654-0 |
316-0 |
338-0 |
99.9% |
11-2 |
3.3% |
7% |
False |
False |
8,302 |
100 |
654-0 |
316-0 |
338-0 |
99.9% |
12-2 |
3.6% |
7% |
False |
False |
7,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
387-4 |
2.618 |
371-4 |
1.618 |
361-6 |
1.000 |
355-6 |
0.618 |
352-0 |
HIGH |
346-0 |
0.618 |
342-2 |
0.500 |
341-1 |
0.382 |
340-0 |
LOW |
336-2 |
0.618 |
330-2 |
1.000 |
326-4 |
1.618 |
320-4 |
2.618 |
310-6 |
4.250 |
294-6 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
341-1 |
336-0 |
PP |
340-2 |
333-4 |
S1 |
339-3 |
331-0 |
|