CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
336-2 |
353-0 |
16-6 |
5.0% |
367-2 |
| High |
346-0 |
354-0 |
8-0 |
2.3% |
367-4 |
| Low |
336-2 |
344-2 |
8-0 |
2.4% |
316-0 |
| Close |
338-4 |
352-6 |
14-2 |
4.2% |
319-2 |
| Range |
9-6 |
9-6 |
0-0 |
0.0% |
51-4 |
| ATR |
14-5 |
14-6 |
0-0 |
0.4% |
0-0 |
| Volume |
27,974 |
13,196 |
-14,778 |
-52.8% |
74,466 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
379-5 |
375-7 |
358-1 |
|
| R3 |
369-7 |
366-1 |
355-3 |
|
| R2 |
360-1 |
360-1 |
354-4 |
|
| R1 |
356-3 |
356-3 |
353-5 |
353-3 |
| PP |
350-3 |
350-3 |
350-3 |
348-6 |
| S1 |
346-5 |
346-5 |
351-7 |
343-5 |
| S2 |
340-5 |
340-5 |
351-0 |
|
| S3 |
330-7 |
336-7 |
350-1 |
|
| S4 |
321-1 |
327-1 |
347-3 |
|
|
| 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 |
357-6 |
316-0 |
41-6 |
11.8% |
11-4 |
3.2% |
88% |
False |
False |
27,464 |
| 10 |
384-4 |
316-0 |
68-4 |
19.4% |
8-6 |
2.5% |
54% |
False |
False |
19,903 |
| 20 |
417-0 |
316-0 |
101-0 |
28.6% |
9-2 |
2.6% |
36% |
False |
False |
15,976 |
| 40 |
450-0 |
316-0 |
134-0 |
38.0% |
11-0 |
3.1% |
27% |
False |
False |
11,878 |
| 60 |
600-0 |
316-0 |
284-0 |
80.5% |
11-3 |
3.2% |
13% |
False |
False |
10,079 |
| 80 |
654-0 |
316-0 |
338-0 |
95.8% |
11-2 |
3.2% |
11% |
False |
False |
8,433 |
| 100 |
654-0 |
316-0 |
338-0 |
95.8% |
12-1 |
3.4% |
11% |
False |
False |
7,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
395-4 |
|
2.618 |
379-4 |
|
1.618 |
369-6 |
|
1.000 |
363-6 |
|
0.618 |
360-0 |
|
HIGH |
354-0 |
|
0.618 |
350-2 |
|
0.500 |
349-1 |
|
0.382 |
348-0 |
|
LOW |
344-2 |
|
0.618 |
338-2 |
|
1.000 |
334-4 |
|
1.618 |
328-4 |
|
2.618 |
318-6 |
|
4.250 |
302-6 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
351-4 |
350-1 |
| PP |
350-3 |
347-5 |
| S1 |
349-1 |
345-0 |
|