CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
353-0 |
352-4 |
-0-4 |
-0.1% |
367-2 |
| High |
354-0 |
366-0 |
12-0 |
3.4% |
367-4 |
| Low |
344-2 |
350-0 |
5-6 |
1.7% |
316-0 |
| Close |
352-6 |
362-4 |
9-6 |
2.8% |
319-2 |
| Range |
9-6 |
16-0 |
6-2 |
64.1% |
51-4 |
| ATR |
14-6 |
14-6 |
0-1 |
0.6% |
0-0 |
| Volume |
13,196 |
12,984 |
-212 |
-1.6% |
74,466 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
407-4 |
401-0 |
371-2 |
|
| R3 |
391-4 |
385-0 |
366-7 |
|
| R2 |
375-4 |
375-4 |
365-3 |
|
| R1 |
369-0 |
369-0 |
364-0 |
372-2 |
| PP |
359-4 |
359-4 |
359-4 |
361-1 |
| S1 |
353-0 |
353-0 |
361-0 |
356-2 |
| S2 |
343-4 |
343-4 |
359-5 |
|
| S3 |
327-4 |
337-0 |
358-1 |
|
| S4 |
311-4 |
321-0 |
353-6 |
|
|
| 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 |
366-0 |
316-0 |
50-0 |
13.8% |
12-0 |
3.3% |
93% |
True |
False |
25,803 |
| 10 |
379-2 |
316-0 |
63-2 |
17.4% |
9-7 |
2.7% |
74% |
False |
False |
20,170 |
| 20 |
417-0 |
316-0 |
101-0 |
27.9% |
9-2 |
2.5% |
46% |
False |
False |
15,878 |
| 40 |
450-0 |
316-0 |
134-0 |
37.0% |
10-7 |
3.0% |
35% |
False |
False |
12,078 |
| 60 |
600-0 |
316-0 |
284-0 |
78.3% |
11-1 |
3.1% |
16% |
False |
False |
10,218 |
| 80 |
654-0 |
316-0 |
338-0 |
93.2% |
11-2 |
3.1% |
14% |
False |
False |
8,577 |
| 100 |
654-0 |
316-0 |
338-0 |
93.2% |
12-2 |
3.4% |
14% |
False |
False |
7,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
434-0 |
|
2.618 |
407-7 |
|
1.618 |
391-7 |
|
1.000 |
382-0 |
|
0.618 |
375-7 |
|
HIGH |
366-0 |
|
0.618 |
359-7 |
|
0.500 |
358-0 |
|
0.382 |
356-1 |
|
LOW |
350-0 |
|
0.618 |
340-1 |
|
1.000 |
334-0 |
|
1.618 |
324-1 |
|
2.618 |
308-1 |
|
4.250 |
282-0 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
361-0 |
358-6 |
| PP |
359-4 |
354-7 |
| S1 |
358-0 |
351-1 |
|